Local estimation for varying-coefficient models with longitudinal data

Single index models are natural extensions of linear models and overcome the so-called curse of dimensionality. They are very useful for longitudinal data analysis. In this paper, we develop a new efficient estimation procedure for single index models with longitudinal data, based on Cholesky decomposition and local linear smoothing method. Asymptotic normality for the proposed estimators of both the parametric and nonparametric parts will be established. Monte Carlo simulation studies show excellent finite sample performance. Furthermore, we illustrate our methods with a real data example.

This paper is motivated from a neurophysiological study of muscle fatigue, in which biomedical researchers are interested in understanding the time-dependent relationships of handgrip force and electromyography measures. A varying coefficient model is appealing here to investigate the dynamic pattern in the longitudinal data. The response variable in the study is continuous but bounded on the standard unit interval (0, 1) over time, while the longitudinal covariates are contaminated with measurement errors. We propose a generalization of varying coefficient models for the longitudinal proportional data with errors-in-covariates. We describe two estimation methods with penalized splines, which are formalized under a Bayesian inferential perspective. The first method is an adaptation of the popular regression calibration approach. The second method is based on a joint likelihood under the hierarchical Bayesian model. A simulation study is conducted to evaluate the efficacy of the proposed methods under different scenarios. The analysis of the neurophysiological data is presented to demonstrate the use of the methods.

Domain selection for the varying coefficient model via local polynomial regression

Varying coefficient models are commonly used to obtain effects of covariates that vary over other variables. A special case of varying coefficient model is applied to longitudinal data where the covariates may vary over time. When the function is not easy to specify parametrically, we then need to work on a non-parametric regression technique. In this case, we approximate the function by B-splines. B-splines smoothing tends to overfit with increasing knots, then a penalty is added to the quantile objective function. This estimation procedure is called P-splines. As the objective function, we propose to use quantile loss function. The technique will be implemented to the upper respiratory tract infection data in Bandung City which was measured repeatedly from 30 sub district in Bandung City and hence we have a longitudinal data structure.

ABSTRACTIt often happens in longitudinal studies that repeated measurements of markers are observed with various data features of a heterogeneous population comprising of several subclasses, left-censoring due to a limit of detection (LOD) and covariates measured with error. Moreover, repeatedly measured markers in time may be associated with a time-to-event of interest. Inferential procedures may become very complicated when one analyzes data with these features together. This article explores a finite mixture of hierarchical joint models of event times and longitudinal measures with an attempt to alleviate departures from homogeneous characteristics, tailor observations below LOD as missing values, mediate accuracy from measurement error in covariate and overcome shortages of confidence in specifying a parametric time-to-event model with a nonparametric distribution. The Bayesian joint modeling is employed to not only estimate all parameters in mixture of joint models, but also evaluate probabilities of class membership. A real data example is analyzed to demonstrate the methodology by jointly modeling the viral dynamics and the time to decrease in CD4/CD8 ratio in the presence of CD4 cell counts with measurement error and the analytic results are reported by comparing potential models for various scenarios. Supplementary materials for this article are available online.

We consider varying coefficient models which are an extension of the classical linear regression models in the sense that the regression coefficients are replaced by functions in certain variables (often time). Varying coefficient models have been popular in longitudinal data and panel data studies, and have been applied in fields, such as finance and health sciences. We estimate the coefficient functions by splines. An important question in a varying coefficient model is whether a coefficient function is monotone or convex. We develop consistent testing procedures for monotonicity and convexity. Moreover, we provide procedures to test simultaneously the shapes of certain coefficient functions in a varying coefficient model. The tests use constrained and unconstrained regression splines. The performances of the proposed tests are illustrated on simulated data. We also give a real data application.

Testing the significance of index parameters in varying-coefficient single-index models

The local linear regression technique is applied to estimation of functional-coefficient regression models for time series data. The models include threshold autoregressive models and functional-coefficient autoregressive models as special cases but with the added advantages such as depicting finer structure of the underlying dynamics and better postsample forecasting performance. Also proposed are a new bootstrap test for the goodness of fit of models and a bandwidth selector based on newly defined cross-validatory estimation for the expected forecasting errors. The proposed methodology is data-analytic and of sufficient flexibility to analyze complex and multivariate nonlinear structures without suffering from the “curse of dimensionality.” The asymptotic properties of the proposed estimators are investigated under the α-mixing condition. Both simulated and real data examples are used for illustration.

ABSTRACTThe paper presents 3D diffraction imaging based on the spectral decomposition of a different combination of selective or partial images. These images are obtained by the pre‐stack asymmetric migration procedure, which is weighted data summation. Spectral decomposition is done in the Fourier domain with respect to spatial dip and azimuth angles. Numerical examples with the application of different workflows for the synthetic and real data examples demonstrate detailed reliable reconstruction of the fractured zones and reliable reconstruction of fracture orientation on synthetic and real 3D data examples.

In this article, we consider the varying-coefficient quantile regression model with a power transformation on the dependent variable. The functional coefficients are estimated by the use of B-spline and the number of knots is chosen according to Schwarz-type Information Criterion. The transformation parameter is estimated by minimizing the cusum residual square sum. We show that the estimates of transformation parameter and the functional coefficients are consistent, and also obtain the rates of convergence of the estimation of functional coefficients. The proposed methods are illustrated by some simulated studies and a real data example.

In this paper, we analyze a modified Susceptible‐Exposed‐Infectious‐Dead‐Recovered (SEIDR) model in the literature of the Ebola disease with uncertainties. The model is constructed using a van Kampen expansion method to have an Ebola SEIDR stochastic Fokker–Planck equation model. This model has a deterministic equation and noise covariance matrix. The basic reproduction number of the deterministic equation is calculated using the next‐generation matrix method. We prove the uniqueness and existence of the deterministic model using Lipschitz conditions and also show that it is locally asymptotically stable at it endemic equilibrium states. We constructed two equivalent stochastic differential equations (SDEs) models, whereas the Weiner process is equal to (i) the number of model equations and (ii) the number of independent changes in the model. Our aim is to solve (i) computationally using Cholesky decomposition technique with the variance–covariance matrix. Our proposed Cholesky decomposition SEIRD‐SDEs model is compared with (ii) and also with the epidemic data of the 2018 Ebola outbreak in the Democratic Republic of Congo. We also use numerical analyses to show that the importance of post‐death transmission is difficult to identify with noise terms supported by statistical hypothesis testing.

In this paper, we discuss two different data transformation techniques for dealing with censored data: Kaplan-Meier weights and the k-nearest neighbor imputation method. The main objective of this paper is to find penalized spline estimates for the components of a linear mixed effect model with right-censored data. In the context of a mixed model setting, the estimation procedure is performed based on the modified or transformed dataset obtained via these transformation techniques. In order to compare the outcomes from a linear mixed model using these two approaches, a Monte Carlo simulation and two real data examples are presented. According to our results, the k-nearest neighbor imputation is very successful in dealing with censored observations.

Preferential attachment is an appealing mechanism for modeling power-law behavior of the degree distributions in directed social networks. In this paper, we consider methods for fitting a 5-parameter linear preferential model to network data under two data scenarios. In the case where full history of the network formation is given, we derive the maximum likelihood estimator of the parameters and show that it is strongly consistent and asymptotically normal. In the case where only a single-time snapshot of the network is available, we propose an estimation method which combines method of moments with an approximation to the likelihood. The resulting estimator is also strongly consistent and performs quite well compared to the MLE estimator. We illustrate both estimation procedures through simulated data, and explore the usage of this model in a real data example.

ABSTRACTThis paper develops a new method to estimate a large-dimensional covariance matrix when the variables have no natural ordering among themselves. The modified Cholesky decomposition technique is used to provide a set of estimates of the covariance matrix under multiple orderings of variables. The proposed estimator is in the form of a linear combination of these available estimates and the identity matrix. It is positive definite and applicable in large dimensions. The merits of the proposed estimator are demonstrated through the numerical study and a real data example by comparison with several existing methods.

In recent years, subgroup analysis has emerged as an important tool to identify unknown subgroup memberships. However, subgroup analysis is still under-studied for longitudinal data. In this paper, we propose a structured mixed-effects approach for longitudinal data to model subgroup distribution and identify subgroup membership simultaneously. In the proposed structured mixed-effects model, the heterogeneous treatment effect is modeled as a random effect from a two-component mixture model, while the membership of the mixture model is incorporated using a logistic model with respect to some covariates. One advantage of our approach is that we are able to derive the estimation of the treatment effects through an EM-type algorithm which keeps the subgroup membership unchanged over time. Our numerical studies and real data example demonstrate that the proposed model outperforms other competing methods.