Modelling sparse generalized longitudinal observations with latent Gaussian processes

Journal of the Royal Statistical Society: Series B (Statistical Methodology) · 2008 · Volume 70 · Issue 4

DOI: 10.1111/j.1467-9868.2008.00656.x

Abstract

Summary.In longitudinal data analysis one frequently encounters non-Gaussian data that are repeatedly collected for a sample of individuals over time. The repeated observations could be binomial, Poisson or of another discrete type or could be continuous. The timings of the repeated measurements are often sparse and irregular. We introduce a latent Gaussian process model for such data, establishing a connection to functional data analysis. The functional methods proposed are non-parametric and computationally straightforward as they do not involve a likelihood. We develop functional principal components analysis for this situation and demonstrate the prediction of individual trajectories from sparse observations. This method can handle missing data and leads to predictions of the functional principal component scores which serve as random effects in this model. These scores can then be used for further statistical analysis, such as inference, regression, discriminant analysis or clustering. We illustrate these non-parametric methods with longitudinal data on primary biliary cirrhosis and show in simulations that they are competitive in comparisons with generalized estimating equations and generalized linear mixed models.

Keywords

Binomial data, Eigenfunction, Functional data analysis, Functional principal component, Prediction, Random effect, Repeated measurements, Smoothing, Stochastic process

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