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Estimation of semiparametric regression model with longitudinal data

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Abstract

In a longitudinal study, an individual is followed up over a period of time. Repeated measurements on the response and some time-dependent covariates are taken at a series of sampling times. The sampling times are often irregular and depend on covariates. In this paper, we propose a sampling adjusted procedure for the estimation of the proportional mean model without having to specify a sampling model. Unlike existing procedures, the proposed method is robust to model misspecification of the sampling times. Large sample properties are investigated for the estimators of both regression coefficients and the baseline function. We show that the proposed estimation procedure is more efficient than the existing procedures. Large sample confidence intervals for the baseline function are also constructed by perturbing the estimation equations. A simulation study is conducted to examine the finite sample properties of the proposed estimators and to compare with some of the existing procedures. The method is illustrated with a data set from a recurrent bladder cancer study.

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Correspondence to Yanqing Sun.

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Sun, Y. Estimation of semiparametric regression model with longitudinal data. Lifetime Data Anal 16, 271–298 (2010). https://doi.org/10.1007/s10985-009-9136-2

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  • DOI: https://doi.org/10.1007/s10985-009-9136-2

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