Semiparametric Stochastic Modeling of the Rate Function in Longitudinal Studies

• 成果类型: Article
• 署名作者: Zhu, Bin; Taylor, Jeremy M. G.; Song, Peter X. -K.
• 署名单位: Duke University; Duke University; University of Michigan System; University of Michigan
• 刊物名称: JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
• ISSN/ISSBN: 0162-1459
• DOI: 10.1198/jasa.2011.tm09294
• 发表日期: 2011
• 页码: 1485-1495
• 关键词: maximum-likelihood-estimation; diffusion-models; time; inference; recurrence; simulation; DYNAMICS; psa

摘要

In longitudinal biomedical studies, there is often interest in the rate functions, which describe the functional rates of change of biomarker profiles. This article proposes a semiparametric approach to model these functions as the realizations of stochastic processes defined by stochastic differential equations. These processes are dependent on the covariates of interest and vary around a specified parametric function. An efficient Markov chain Monte Carlo algorithm is developed for inference. The proposed method is compared with several existing methods in terms of goodness of fit and more importantly the ability to forecast future functional data in a simulation study. The proposed methodology is applied to prostate-specific antigen profiles for illustration. Supplementary materials for this article are available online.