title: Modeling Bivariate Longitudinal Hormone Profiles by Hierarchical State Space Models.
abstract: The hypothalamic-pituitary-adrenal (HPA) axis is crucial in coping with stress and maintaining homeostasis. Hormones produced by the HPA axis exhibit both complex univariate longitudinal profiles and complex relationships among different hormones. Consequently, modeling these multivariate longitudinal hormone profiles is a challenging task. In this paper, we propose a bivariate hierarchical state space model, in which each hormone profile is modeled by a hierarchical state space model, with both population-average and subject-specific components. The bivariate model is constructed by concatenating the univariate models based on the hypothesized relationship. Because of the flexible framework of state space form, the resultant models not only can handle complex individual profiles, but also can incorporate complex relationships between two hormones, including both concurrent and feedback relationship. Estimation and inference are based on marginal likelihood and posterior means and variances. Computationally efficient Kalman filtering and smoothing algorithms are used for implementation. Application of the proposed method to a study of chronic fatigue syndrome and fibromyalgia reveals that the relationships between adrenocorticotropic hormone and cortisol in the patient group are weaker than in healthy controls.
authors.affiliation: Department of Biostatistics, Richard M. Fairbanks School of Public Health and School of Medicine, Indiana University, Indianapolis, IN 46202 ( ziliu@iupui.edu ).
authors.forename: Ziyue
authors.initials: Z
authors.lastname: Liu
authors.affiliation: Division of Diabetes, Endocrinology, and Metabolism, Perelman School of Medicine, University of Pennsylvania, Philadelphia, PA 19104 ( acappola@mail.med.upenn.edu ).
authors.forename: Anne R
authors.initials: AR
authors.lastname: Cappola
authors.affiliation: Division of Rheumatology, Saha Cardiovascular Research Center, College of Medicine, University of Kentucky, Lexington, KY 40536 ( lcrofford@uky.edu ).
authors.forename: Leslie J
authors.initials: LJ
authors.lastname: Crofford
authors.affiliation: Department of Biostatistics & Epidemiology, Perelman School of Medicine, University of Pennsylvania, Philadelphia, PA 19104 ( wguo@mail.med.upenn.edu ).
authors.forename: Wensheng
authors.initials: W
authors.lastname: Guo
keywords: Circadian rhythm; Feedback Relationship; HPA axis; Kalman filter; Periodic splines
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