Abstract The generalized semiparametric mixed varying‐coefficient effects model for longitudinal data can accommodate a variety of link functions and flexibly model different types of covariate effects, including time‐constant, time‐varying and covariate‐varying effects. The time‐varying effects are unspecified functions of time and the covariate‐varying effects are nonparametric functions of a possibly time‐dependent exposure variable. A semiparametric estimation procedure is developed that uses local linear smoothing and profile weighted least squares, which requires smoothing in the two different and yet connected domains of time and the time‐dependent exposure variable. The asymptotic properties of the estimators of both nonparametric and parametric effects are investigated. In addition, hypothesis testing procedures are developed to examine the covariate effects. The finite‐sample properties of the proposed estimators and testing procedures are examined through simulations, indicating satisfactory performances. The proposed methods are applied to analyze the AIDS Clinical Trial Group 244 clinical trial to investigate the effects of antiretroviral treatment switching in HIV‐infected patients before and after developing the T215Y antiretroviral drug resistance mutation.The Canadian Journal of Statistics47: 352–373; 2019 © 2019 Statistical Society of Canada
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Time‐varying feature selection for longitudinal analysis
We propose time‐varying coefficient model selection and estimation based on the spline approach, which is capable of capturing time‐dependent covariate effects. The new penalty function utilizes local‐region information for varying‐coefficient estimation, in contrast to the traditional model selection approach focusing on the entire region. The proposed method is extremely useful when the signals associated with relevant predictors are time‐dependent, and detecting relevant covariate effects in the local region is more scientifically relevant than those of the entire region. Our simulation studies indicate that the proposed model selection incorporating local features outperforms the global feature model selection approaches. The proposed method is also illustrated through a longitudinal growth and health study from National Heart, Lung, and Blood Institute.
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- PAR ID:
- 10460762
- Publisher / Repository:
- Wiley Blackwell (John Wiley & Sons)
- Date Published:
- Journal Name:
- Statistics in Medicine
- Volume:
- 39
- Issue:
- 2
- ISSN:
- 0277-6715
- Format(s):
- Medium: X Size: p. 156-170
- Size(s):
- p. 156-170
- Sponsoring Org:
- National Science Foundation
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