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A monotone single index model for missing-at-random longitudinal proportion data

Satwik Acharyya, Debdeep Pati, Shumei Sun and Dipankar Bandyopadhyay

Journal of Applied Statistics, 2024, vol. 51, issue 6, 1023-1040

Abstract: Beta distributions are commonly used to model proportion valued response variables, often encountered in longitudinal studies. In this article, we develop semi-parametric Beta regression models for proportion valued responses, where the aggregate covariate effect is summarized and flexibly modeled, using a interpretable monotone time-varying single index transform of a linear combination of the potential covariates. We utilize the potential of single index models, which are effective dimension reduction tools and accommodate link function misspecification in generalized linear mixed models. Our Bayesian methodology incorporates the missing-at-random feature of the proportion response and utilize Hamiltonian Monte Carlo sampling to conduct inference. We explore finite-sample frequentist properties of our estimates and assess the robustness via detailed simulation studies. Finally, we illustrate our methodology via application to a motivating longitudinal dataset on obesity research recording proportion body fat.

Date: 2024
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DOI: 10.1080/02664763.2023.2173156

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