Please use this identifier to cite or link to this item:
http://hdl.handle.net/10397/98589
| DC Field | Value | Language |
|---|---|---|
| dc.contributor | Department of Applied Mathematics | en_US |
| dc.creator | Deng, S | en_US |
| dc.creator | Zhao, X | en_US |
| dc.date.accessioned | 2023-05-10T02:00:31Z | - |
| dc.date.available | 2023-05-10T02:00:31Z | - |
| dc.identifier.issn | 0162-1459 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10397/98589 | - |
| dc.language.iso | en | en_US |
| dc.publisher | American Statistical Association | en_US |
| dc.rights | © 2018 American Statistical Association | en_US |
| dc.rights | This is an Accepted Manuscript of an article published by Taylor & Francis in Journal of the American Statistical Association on 15 Aug 2018 (published online), available at: http://www.tandfonline.com/10.1080/01621459.2018.1482757. | en_US |
| dc.subject | Asymptotic normality | en_US |
| dc.subject | Covariate-adjusted regression | en_US |
| dc.subject | Distorted longitudinal data | en_US |
| dc.subject | Informative observationtimes | en_US |
| dc.subject | Latent variable | en_US |
| dc.title | Covariate-adjusted regression for distorted longitudinal data with informative observation times | en_US |
| dc.type | Journal/Magazine Article | en_US |
| dc.identifier.spage | 1241 | en_US |
| dc.identifier.epage | 1250 | en_US |
| dc.identifier.volume | 114 | en_US |
| dc.identifier.issue | 527 | en_US |
| dc.identifier.doi | 10.1080/01621459.2018.1482757 | en_US |
| dcterms.abstract | In many longitudinal studies, repeated response and predictors are not directly observed, but can be treated as distorted by unknown functions of a common confounding covariate. Moreover, longitudinal data involve an observation process which may be informative with a longitudinal response process in practice. To deal with such complex data, we propose a class of flexible semiparametric covariate-adjusted joint models. The new models not only allow for the longitudinal response to be correlated with observation times through latent variables and completely unspecified link functions, but they also characterize distorted longitudinal response and predictors by unknown multiplicative factors depending on time and a confounding covariate. For estimation of regression parameters in the proposed models, we develop a novel covariate-adjusted estimating equation approach which does not rely on forms of link functions and distributions of frailties. The asymptotic properties of resulting parameter estimators are established and examined by simulation studies. A longitudinal data example containing calcium absorption and intake measurements is provided for illustration. Supplementary materials for this article are available online. | en_US |
| dcterms.accessRights | open access | en_US |
| dcterms.bibliographicCitation | Journal of the American Statistical Association, 2019, v. 114, no. 527, p. 1241-1250 | en_US |
| dcterms.isPartOf | Journal of the American Statistical Association | en_US |
| dcterms.issued | 2019 | - |
| dc.identifier.scopus | 2-s2.0-85052077135 | - |
| dc.identifier.eissn | 1537-274X | en_US |
| dc.description.validate | 202305 bcch | en_US |
| dc.description.oa | Accepted Manuscript | en_US |
| dc.identifier.FolderNumber | AMA-0277 | - |
| dc.description.fundingSource | Others | en_US |
| dc.description.fundingText | NSFC | en_US |
| dc.description.pubStatus | Published | en_US |
| dc.identifier.OPUS | 23081985 | - |
| dc.description.oaCategory | Green (AAM) | en_US |
| Appears in Collections: | Journal/Magazine Article | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Zhao_Covariate-adjusted_Regression_Distorted.pdf | Pre-Published version | 885.81 kB | Adobe PDF | View/Open |
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