Varying Coefficient Functions Research Articles

Exploratory time varying lagged regression: Modeling association of cognitive and functional trajectories with expected clinic visits in older adults

Motivated by a longitudinal study on factors affecting the frequency of clinic visits of older adults, an exploratory time varying lagged regression analysis is proposed to relate a longitudinal response to multiple cross-sectional and longitudinal predictors from time varying lags. Regression relations are allowed to vary with time through smooth varying coefficient functions. The main goal of the proposal is to detect deviations from a concurrent varying coefficient model potentially in a subset of the longitudinal predictors with nonzero estimated lags. The proposed methodology is geared towards irregular and infrequent data where different longitudinal variables may be observed at different frequencies, possibly at unsynchronized time points and contaminated with additive measurement error. Furthermore, to cope with the curse of dimensionality which limits related current modeling approaches, a sequential model building procedure is proposed to explore and select the time varying lags of the longitudinal predictors. The estimation procedure is based on estimation of the moments of the predictor and response trajectories by pooling information from all subjects. The finite sample properties of the proposed estimation algorithm are studied under various lag structures and correlation levels among the predictor processes in simulation studies. Application to the clinic visits data show the effect of cognitive and functional impairment scores from varying lags on the frequency of the clinic visits throughout the study.

FMEM: Functional mixed effects modeling for the analysis of longitudinal white matter Tract data

Many longitudinal imaging studies have collected repeated diffusion tensor magnetic resonance imaging data to understand white matter maturation and structural connectivity pattern in normal controls and diseased subjects. There is an urgent demand for the development of statistical methods for the analysis of diffusion properties along fiber tracts and clinical data obtained from longitudinal studies. Jointly analyzing repeated fiber-tract diffusion properties and covariates (e.g., age or gender) raises several major challenges including (i) infinite-dimensional functional response data, (ii) complex spatial–temporal correlation structure, and (iii) complex spatial smoothness. To address these challenges, this article is to develop a functional mixed effects modeling (FMEM) framework to delineate the dynamic changes of diffusion properties along major fiber tracts and their association with a set of covariates of interest and the structure of the variability of these white matter tract properties in various longitudinal studies. Our FMEM consists of a functional mixed effects model for addressing all three challenges, an efficient method for spatially smoothing varying coefficient functions, an estimation method for estimating the spatial–temporal correlation structure, a test procedure with local and global test statistics for testing hypotheses of interest associated with functional response, and a simultaneous confidence band for quantifying the uncertainty in the estimated coefficient functions. Simulated data are used to evaluate the finite sample performance of FMEM and to demonstrate that FMEM significantly outperforms the standard pointwise mixed effects modeling approach. We apply FMEM to study the spatial–temporal dynamics of white-matter fiber tracts in a clinical study of neurodevelopment.

Linear Manifold Modelling of Multivariate Functional Data

SummaryMultivariate functional data are increasingly encountered in data analysis, whereas statistical models for such data are not well developed yet. Motivated by a case-study where one aims to quantify the relationship between various longitudinally recorded behaviour intensities for Drosophila flies, we propose a functional linear manifold model. This model reflects the functional dependence between the components of multivariate random processes and is defined through data-determined linear combinations of the multivariate component trajectories, which are characterized by a set of varying-coefficient functions. The time varying linear relationships that govern the components of multivariate random functions yield insights about the underlying processes and also lead to noise-reduced representations of the multivariate component trajectories. The functional linear manifold model proposed is put to the task for an analysis of longitudinally observed behavioural patterns of flying, feeding, walking and resting over the lifespan of Drosophila flies and is also investigated in simulations.

Nonlinear Varying Coefficient Models with Applications to Studying Photosynthesis.

Motivated by a study on factors affecting the level of photosynthetic activity in a natural ecosystem, we propose nonlinear varying coefficient models, in which the relationship between the predictors and the response variable is allowed to be nonlinear. One-step local linear estimators are developed for the nonlinear varying coefficient models and their asymptotic normality is established leading to point-wise asymptotic confidence bands for the coefficient functions. Two-step local linear estimators are also proposed for cases where the varying coefficient functions admit different degrees of smoothness; bootstrap confidence intervals are utilized for inference based on the two-step estimators. We further propose a generalized F test to study whether the coefficient functions vary over a covariate. We illustrate the proposed methodology via an application to an ecology data set and study the finite sample performance by Monte Carlo simulation studies.

Varying coefficient model for modeling diffusion tensors along white matter tracts

Diffusion tensor imaging provides important information on tissue structure and orientation of fiber tracts in brain white matter in vivo. It results in diffusion tensors, which are 3×3 symmetric positive definite (SPD) matrices, along fiber bundles. This paper develops a functional data analysis framework to model diffusion tensors along fiber tracts as functional data in a Riemannian manifold with a set of covariates of interest, such as age and gender. We propose a statistical model with varying coefficient functions to characterize the dynamic association between functional SPD matrix-valued responses and covariates. We calculate weighted least squares estimators of the varying coefficient functions for the Log-Euclidean metric in the space of SPD matrices. We also develop a global test statistic to test specific hypotheses about these coefficient functions and construct their simultaneous confidence bands. Simulated data are further used to examine the finite sample performance of the estimated varying co-efficient functions. We apply our model to study potential gender differences and find a statistically significant aspect of the development of diffusion tensors along the right internal capsule tract in a clinical study of neurodevelopment.

Empirical likelihood confidence regions for semi-varying coefficient models with linear process errors

In this paper, we apply the empirical likelihood method to semi-varying coefficient models with linear process errors, propose two empirical log-likelihood ratio statistics and show that their limiting distributions are two weighted sums of independent chi-square distributions with 1 degree of freedom. By estimating the unknown weights consistently, we not only construct the empirical likelihood confidence regions for the parametric component, but also construct the point-wise empirical likelihood confidence regions and the simultaneous empirical likelihood confidence bands for the varying-coefficient functions. Monte Carlo simulation results show that the proposed empirical likelihood confidence regions have better coverage probabilities and shorter median lengths than the normal approximation confidence regions ignoring the correlation information.

Instrumental variable-based empirical likelihood inferences for varying-coefficient models with error-prone covariates

This paper presents the empirical likelihood inferences for a class of varying-coefficient models with error-prone covariates. We focus on the case that the covariance matrix of the measurement errors is unknown and neither repeated measurements nor validation data are available. We propose an instrumental variable-based empirical likelihood inference method and show that the proposed empirical log-likelihood ratio is asymptotically chi-squared. Then, the confidence intervals for the varying-coefficient functions are constructed. Some simulation studies and a real data application are used to assess the finite sample performance of the proposed empirical likelihood procedure.

A partial spline approach for semiparametric estimation of varying-coefficient partially linear models

A semiparametric method based on smoothing spline is proposed for the estimation of varying-coefficient partially linear models. A simple and efficient method is proposed, based on a partial spline technique with a lower-dimensional approximation to simultaneously estimate the varying-coefficient function and regression parameters. For interval inference, Bayesian confidence intervals were obtained based on the Bayes models for varying-coefficient functions. The performance of the proposed method is examined both through simulations and by applying it to Boston housing data.

Functional Coefficient Nonstationary Regression

This paper studies a general class of nonlinear varying coefficient time series models with possible nonstationarity in both the regressors and the varying coffiecient components. The model accommodates a cointegrating structure and allows for endogeneity with contemporaneous correlation among the regressors, the varying coefficient drivers, and the residuals. This framework allows for a mixture of stationary and non-stationary data and is well suited to a variety of models that are commonly used in applied econometric work. Nonparametric and semiparametric estimation methods are proposed to estimate the varying coefficient functions. The analytical findings reveal some important differences, including convergence rates, that can arise in the conduct of semiparametric regression with nonstationary data. The results include some new asymptotic theory for nonlinear functionals of nonstationary and stationary time series that are of wider interest and applicability and subsume much earlier research on such systems. The finite sample properties of the proposed econometric methods are analyzed in simulations. An empirical illustration examines nonlinear dependencies in aggregate consumption function behavior in the US over the period 1960-2009.

Negative Binomial Varying Coefficient Partially Linear Models

We propose a semiparametric inference for a generalized varying coefficient partially linear model(VCPLM) for negative binomial data. The VCPLM is useful to model real data in that varying coefficients are a special type of interaction between explanatory variables and partially linear models fit both parametric and nonparametric terms. The negative binomial distribution often arise in modelling count data which usually are overdispersed. The varying coefficient function estimators and regression parameters in generalized VCPLM are obtained by formulating a penalized likelihood through smoothing splines for negative binomial data when the shape parameter is known. The performance of the proposed method is then evaluated by simulations.

Multivariate varying coefficient model for functional responses

Motivated by recent work studying massive imaging data in the neuroimaging literature, we propose multivariate varying coefficient models (MVCM) for modeling the relation between multiple functional responses and a set of covariates. We develop several statistical inference procedures for MVCM and systematically study their theoretical properties. We first establish the weak convergence of the local linear estimate of coefficient functions, as well as its asymptotic bias and variance, and then we derive asymptotic bias and mean integrated squared error of smoothed individual functions and their uniform convergence rate. We establish the uniform convergence rate of the estimated covariance function of the individual functions and its associated eigenvalue and eigenfunctions. We propose a global test for linear hypotheses of varying coefficient functions, and derive its asymptotic distribution under the null hypothesis. We also propose a simultaneous confidence band for each individual effect curve. We conduct Monte Carlo simulation to examine the finite-sample performance of the proposed procedures. We apply MVCM to investigate the development of white matter diffusivities along the genu tract of the corpus callosum in a clinical study of neurodevelopment.

Efficient estimation for the Cox model with varying coefficients

SUMMARY A proportional hazards model with varying coefficients allows one to examine the extent to which covariates interact nonlinearly with an exposure variable. A global partial likelihood method, in contrast with the local partial likelihood method of Fan et al. (2006), is proposed for estimation of varying coefficient functions. The proposed estimators are proved to be consistent and asymptotically normal. Semiparametric efficiency of the estimators is demonstrated in terms of their linear functionals. Evidence in support of the superiority of the method is presented in numerical studies and real examples.

Finite mixture varying coefficient models for analyzing longitudinal heterogenous data

This paper aims to develop a mixture model to study heterogeneous longitudinal data on the treatment effect of heroin use from a California Civil Addict Program. Each component of the mixture is characterized by a varying coefficient mixed effect model. We use the Bayesian P-splines approach to approximate the varying coefficient functions. We develop Markov chain Monte Carlo algorithms to estimate the smooth functions, unknown parameters, and latent variables in the model. We use modified deviance information criterion to determine the number of components in the mixture. A simulation study demonstrates that the modified deviance information criterion selects the correct number of components and the estimation of unknown quantities is accurate. We apply the proposed model to the heroin treatment study. Furthermore, we identify heterogeneous longitudinal patterns.

Variable selection and estimation in high-dimensional varying-coefficient models

Nonparametric varying coefficient models are useful for studying the time-dependent effects of variables. Many procedures have been developed for estimation and variable selection in such models. However, existing work has focused on the case when the number of variables is fixed or smaller than the sample size. In this paper, we consider the problem of variable selection and estimation in varying coefficient models in sparse, high-dimensional settings when the number of variables can be larger than the sample size. We apply the group Lasso and basis function expansion to simultaneously select the important variables and estimate the nonzero varying coefficient functions. Under appropriate conditions, we show that the group Lasso selects a model of the right order of dimensionality, selects all variables with the norms of the corresponding coefficient functions greater than certain threshold level, and is estimation consistent. However, the group Lasso is in general not selection consistent and tends to select variables that are not important in the model. In order to improve the selection results, we apply the adaptive group Lasso. We show that, under suitable conditions, the adaptive group Lasso has the oracle selection property in the sense that it correctly selects important variables with probability converging to one. In contrast, the group Lasso does not possess such oracle property. Both approaches are evaluated using simulation and demonstrated on a data example.

Generalized varying coefficient models with unknown link function

SUMMARY We propose a new estimation method for generalized varying coefficient models where the link function is specified up to some smoothness conditions. Consistency and asymptotic normality of the estimated varying coefficient functions are established. Simulation results and a real data application demonstrate the usefulness of the new method.

FADTTS: Functional analysis of diffusion tensor tract statistics

The aim of this paper is to present a functional analysis of a diffusion tensor tract statistics (FADTTS) pipeline for delineating the association between multiple diffusion properties along major white matter fiber bundles with a set of covariates of interest, such as age, diagnostic status and gender, and the structure of the variability of these white matter tract properties in various diffusion tensor imaging studies. The FADTTS integrates five statistical tools: (i) a multivariate varying coefficient model for allowing the varying coefficient functions in terms of arc length to characterize the varying associations between fiber bundle diffusion properties and a set of covariates, (ii) a weighted least squares estimation of the varying coefficient functions, (iii) a functional principal component analysis to delineate the structure of the variability in fiber bundle diffusion properties, (iv) a global test statistic to test hypotheses of interest, and (v) a simultaneous confidence band to quantify the uncertainty in the estimated coefficient functions. Simulated data are used to evaluate the finite sample performance of FADTTS. We apply FADTTS to investigate the development of white matter diffusivities along the splenium of the corpus callosum tract and the right internal capsule tract in a clinical study of neurodevelopment. FADTTS can be used to facilitate the understanding of normal brain development, the neural bases of neuropsychiatric disorders, and the joint effects of environmental and genetic factors on white matter fiber bundles. The advantages of FADTTS compared with the other existing approaches are that they are capable of modeling the structured inter-subject variability, testing the joint effects, and constructing their simultaneous confidence bands. However, FADTTS is not crucial for estimation and reduces to the functional analysis method for the single measure.

New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models

The complexity of semiparametric models poses new challenges to statistical inference and model selection that frequently arise from real applications. In this work, we propose new estimation and variable selection procedures for the semiparametric varying-coefficient partially linear model. We first study quantile regression estimates for the nonparametric varying-coefficient functions and the parametric regression coefficients. To achieve nice efficiency properties, we further develop a semiparametric composite quantile regression procedure. We establish the asymptotic normality of proposed estimators for both the parametric and nonparametric parts and show that the estimators achieve the best convergence rate. Moreover, we show that the proposed method is much more efficient than the least-squares-based method for many non-normal errors and that it only loses a small amount of efficiency for normal errors. In addition, it is shown that the loss in efficiency is at most 11.1% for estimating varying coefficient functions and is no greater than 13.6% for estimating parametric components. To achieve sparsity with high-dimensional covariates, we propose adaptive penalization methods for variable selection in the semiparametric varying-coefficient partially linear model and prove that the methods possess the oracle property. Extensive Monte Carlo simulation studies are conducted to examine the finite-sample performance of the proposed procedures. Finally, we apply the new methods to analyze the plasma beta-carotene level data.

Empirical dynamics for longitudinal data

We demonstrate that the processes underlying on-line auction price bids and many other longitudinal data can be represented by an empirical first order stochastic ordinary differential equation with time-varying coefficients and a smooth drift process. This equation may be empirically obtained from longitudinal observations for a sample of subjects and does not presuppose specific knowledge of the underlying processes. For the nonparametric estimation of the components of the differential equation, it suffices to have available sparsely observed longitudinal measurements which may be noisy and are generated by underlying smooth random trajectories for each subject or experimental unit in the sample. The drift process that drives the equation determines how closely individual process trajectories follow a deterministic approximation of the differential equation. We provide estimates for trajectories and especially the variance function of the drift process. At each fixed time point, the proposed empirical dynamic model implies a decomposition of the derivative of the process underlying the longitudinal data into a component explained by a linear component determined by a varying coefficient function dynamic equation and an orthogonal complement that corresponds to the drift process. An enhanced perturbation result enables us to obtain improved asymptotic convergence rates for eigenfunction derivative estimation and consistency for the varying coefficient function and the components of the drift process. We illustrate the differential equation with an application to the dynamics of on-line auction data.

Varying coefficient function models to explore interactions between maternal nutritional status and prenatal methylmercury toxicity in the Seychelles Child Development Nutrition Study

Maternal consumption of fish during the gestational period exposes the fetus to both nutrients, especially the long-chain polyunsaturated fatty acids (LCPUFAs), believed to be beneficial for fetal brain development, as well as to the neurotoxicant methylmercury (MeHg). We recently reported that nutrients present in fish may modify MeHg neurotoxicity. Understanding the apparent interaction of MeHg exposure and nutrients present in fish is complicated by the limitations of modeling methods. In this study we fit varying coefficient function models to data from the Seychelles Child Development Nutrition Study (SCDNS) cohort to assess the association of dietary nutrients and children’s development. This cohort of mother–child pairs in the Republic of Seychelles had fish consumption averaging 9 meals per week. Maternal nutritional status was assessed for five different nutritional components known to be present in fish (n-3 LCPUFA, n-6 LCPUFA, iron status, iodine status, and choline) and associated with children’s neurological development. We also included prenatal MeHg exposure (measured in maternal hair). We examined two child neurodevelopmental outcomes (Bayley Scales Infant Development-II (BSID-II) Mental Developmental Index (MDI) and Psychomotor Developmental Index (PDI)), each administered at 9 and at 30 months. The varying coefficient models allow the possible interactions between each nutritional component and MeHg to be modeled as a smoothly varying function of MeHg as an effect modifier. Iron, iodine, choline, and n-6 LCPUFA had little or no observable modulation at different MeHg exposures. In contrast the n-3 LCPUFA docosahexaenoic acid (DHA) had beneficial effects on the BSID-II PDI that were reduced or absent at higher MeHg exposures. This study presents a useful modeling method that can be brought to bear on questions involving interactions between covariates, and illustrates the continuing importance of viewing fish consumption during pregnancy as a case of multiple exposures to nutrients and to MeHg. The results encourage more emphasis on a holistic view of the risks and benefits of fish consumption as it relates to infant development.

Functional Varying Coefficient Models for Longitudinal Data

The proposed functional varying coefficient model provides a versatile and flexible analysis tool for relating longitudinal responses to longitudinal predictors. Specifically, this approach provides a novel representation of varying coefficient functions through suitable auto and cross-covariances of the underlying stochastic processes, which is particularly advantageous for sparse and irregular designs, as often encountered in longitudinal studies. Existing methodology for varying coefficient models is not adapted to such data. The proposed approach extends the customary varying coefficient models to a more general setting, in which not only current but also recent past values of the predictor time course may have an impact on the current value of the response time course. The influence of past predictor values is modeled by a smooth history index function, while the effects on the response are described by smooth varying coefficient functions. The resulting estimators for varying coefficient and history index functions are shown to be asymptotically consistent for sparse designs. In addition, prediction of unobserved response trajectories from sparse measurements on a predictor trajectory is obtained, along with asymptotic pointwise confidence bands. The proposed methods perform well in simulations, especially when compared with commonly used local polynomial smoothing methods for varying coefficient models, and are illustrated with longitudinal primary biliary liver cirrhosis data. The data application and detailed assumptions and proofs can be found in online Supplemental Material.