An estimating equation approach to dimension reduction for longitudinal data

Kelin Xu, Wensheng Guo, Momiao Xiong, Liping Zhu and Li Jin

Biometrika, 2016, vol. 103, issue 1, 189-203

Abstract: Sufficient dimension reduction has been extensively explored in the context of independent and identically distributed data. In this article we generalize sufficient dimension reduction to longitudinal data and propose an estimating equation approach to estimating the central mean subspace. The proposed method accounts for the covariance structure within each subject and improves estimation efficiency when the covariance structure is correctly specified. Even if the covariance structure is misspecified, our estimator remains consistent. In addition, our method relaxes distributional assumptions on the covariates and is doubly robust. To determine the structural dimension of the central mean subspace, we propose a Bayesian-type information criterion. We show that the estimated structural dimension is consistent and that the estimated basis directions are root-$n$ consistent, asymptotically normal and locally efficient. Simulations and an analysis of the Framingham Heart Study data confirm the effectiveness of our approach.

Date: 2016
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Citations: View citations in EconPapers (4)

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