Longitudinal Functional Models with Structured Penalties.

نویسندگان

  • Madan G Kundu
  • Jaroslaw Harezlak
  • Timothy W Randolph
چکیده

This article addresses estimation in regression models for longitudinally-collected functional covariates (time-varying predictor curves) with a longitudinal scaler outcome. The framework consists of estimating a time-varying coefficient function that is modeled as a linear combination of time-invariant functions with time-varying coefficients. The model uses extrinsic information to inform the structure of the penalty, while the estimation procedure exploits the equivalence between penalized least squares estimation and a linear mixed model representation. The process is empirically evaluated with several simulations and it is applied to analyze the neurocognitive impairment of HIV patients and its association with longitudinally-collected magnetic resonance spectroscopy (MRS) curves.

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عنوان ژورنال:
  • Statistical modelling

دوره 16 2  شماره 

صفحات  -

تاریخ انتشار 2016