Mixture regression for longitudinal data based on joint mean–covariance model

Jing Yu, Tapio Nummi and Jianxin Pan

Journal of Multivariate Analysis, 2022, vol. 190, issue C

Abstract: In the process of modeling longitudinal data, we focus on the case that the studied population is comprised of different groups of individuals and individuals within the same group share the similar kind of mean progression trajectories, where finite mixture models (FMM) are often used to address this kind of unobserved heterogeneity in terms of mean. Existing methods, such as parametric and semiparametric mixture regression, usually model the mean in each subpopulation with assumption that observations sharing a common trajectory are independent or their covariance structure is pre-specified, but less research considers modeling of covariance structures while accounting for heterogeneity. In this paper, we introduce a joint model which models the mean and covariance structures simultaneously in a finite normal mixture regression, demonstrating how important the within-subject correlation is in clustering longitudinal data. Model parameters are estimated with an iteratively re-weighted least squares EM (IRLS-EM) algorithm. Our estimators are shown to be consistent and asymptotically normal. We can identify different mean trajectories and covariance structures in all clusters. Simulations show that the proposed method performs well and gives more accurate clustering results by introducing covariance modeling. Real data analysis is also used to illustrate the usefulness of the proposed method, and it presents good performance in clustering COVID-19 deaths for European countries in terms of progression trajectory.

Keywords: Finite mixture models; Heterogeneity; Joint mean–covariance model; Modified Cholesky decomposition; Progression trajectory (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1016/j.jmva.2022.104956

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