Finite Mixture of Censored Linear Mixed Models for Irregularly Observed Longitudinal Data

Francisco H. C. Alencar, Larissa A Matos () and Víctor H. Lachos ()
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Francisco H. C. Alencar: Universidade Estadual de Campinas
Larissa A Matos: Universidade Estadual de Campinas
Víctor H. Lachos: University of Connecticut

Journal of Classification, 2022, vol. 39, issue 3, No 4, 463-486

Abstract: Abstract Linear mixed-effects models are commonly used when multiple correlated measurements are made for each unit of interest. Some inherent features of these data can make the analysis challenging, such as when the series of responses are repeatedly collected for each subject at irregular intervals over time or when the data are subject to some upper and/or lower detection limits of the experimental equipment. Moreover, if units are suspected of forming distinct clusters over time, i.e., heterogeneity, then the class of finite mixtures of linear mixed-effects models is required. This paper considers the problem of clustering heterogeneous longitudinal data in a mixture framework and proposes a finite mixture of multivariate normal linear mixed-effects model. This model allows us to accommodate more complex features of longitudinal data, such as measurement at irregular intervals over time and censored data. Furthermore, we consider a damped exponential correlation structure for the random error to deal with serial correlation among the within-subject errors. An efficient expectation-maximization algorithm is employed to compute the maximum likelihood estimation of the parameters. The algorithm has closed-form expressions at the E-step that rely on formulas for the mean and variance of the multivariate truncated normal distributions. Furthermore, a general information-based method to approximate the asymptotic covariance matrix is also presented. Results obtained from the analysis of both simulated and real HIV/AIDS datasets are reported to demonstrate the effectiveness of the proposed method.

Keywords: Censored data; Damped exponential correlation; EM algorithm; Finite mixture models; Linear mixed-effects models (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1007/s00357-022-09415-x

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