Regression analysis when covariates are regression parameters of a random effects model for observed longitudinal measurements.
We consider regression analysis when covariate variables are the underlying regression coefficients of another linear mixed model. A naive approach is to use each subject's repeated measurements, which are assumed to follow a linear mixed model, and obtain subject-specific estimated coefficients to replace the covariate variables. However, directly replacing the unobserved covariates in the primary regression by these estimated coefficients may result in a significantly biased estimator. The aforementioned problem can be evaluated as a generalization of the classical additive error model where repeated measures are considered as replicates. To correct for these biases, we investigate a pseudo-expected estimating equation (EEE) estimator, a regression calibration (RC) estimator, and a refined version of the RC estimator. For linear regression, the first two estimators are identical under certain conditions. However, when the primary regression model is a nonlinear model, the RC estimator is usually biased. We thus consider a refined regression calibration estimator whose performance is close to that of the pseudo-EEE estimator but does not require numerical integration. The RC estimator is also extended to the proportional hazards regression model. In addition to the distribution theory, we evaluate the methods through simulation studies. The methods are applied to analyze a real dataset from a child growth study.
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Division of Public Health Sciences, Fred Hutchinson Cancer Research Center, Seattle, Washington 98109-1024, USA. cywang@fhcrc.org
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D015982:Bias; D001699:Biometry / Q000379:methods; D015992:Body Mass Index; D002138:Calibration; D002675:Child, Preschool; D006128:Growth; D006801:Humans; D016013:Likelihood Functions; D008137:Longitudinal Studies; D015233:Models, Statistical; D011897:Random Allocation; D012044:Regression Analysis; D015203:Reproducibility of Results