Longitudinal data analysis for linear Gaussian models with random disturbed-highest-derivative-polynomial subject effects.
For linear regression analysis of longitudinal data with Gaussian response, I propose a new model to generalize the traditional class of random effects models in which the random effects are deterministic polynomials with coefficients randomly distributed over subjects with mean zero. The generalization is accomplished by adding zero mean Gaussian 'disturbances' to the highest derivative of each random coefficient subject polynomial, independently at each observation time. The resulting random effects, which have mean zero at each observation time, are called disturbed highest derivative polynomials (DHDPs). The disturbances induce serial correlation and also allow the subject-specific DHDP time trends to be non-linear. I do not estimate the subject-specific DHDP time trends. Analysis is based on the marginal model, that is, the fixed effects or population model obtained by integrating the random polynomial coefficients and all disturbances out of the joint distribution of themselves and the response vector. This allows a 'population averaged' interpretation. One can select the DHDP order by an information criterion. When the population time trend is not correctly modelled, the optimal DHDP order will be larger than when it is correctly modelled. One can make the covariance matrix of the regression coefficients robust to errors in modelling the within-subject dependence. I describe the relationship of a DHDP to a smoothing polynomial spline, and show how to replace the DHDP model with a smoothing polynomial spline model for the within-subject dependence in the marginal model.
Wilson
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Department of Epidemiology & Preventive Medicine, School of Medicine, University of Maryland at Baltimore 21201, USA.
D015982:Bias; D015987:Effect Modifier, Epidemiologic; D006801:Humans; D016013:Likelihood Functions; D016014:Linear Models; D008137:Longitudinal Studies; D016011:Normal Distribution; D013997:Time Factors