A semivarying joint model for longitudinal binary and continuous outcomes

Semivarying models extend varying coefficient models by allowing some regression coefficients to be constant with respect to the underlying covariate(s). In this paper we develop a semivarying joint modelling framework for estimating the time‐varying association between two intensively measured longitudinal responses: a continuous one and a binary one. To overcome the major challenge of jointly modelling these responses, namely, the lack of a natural multivariate distribution we introduce a Gaussian latent variable underlying the binary response. We then decompose the model into two components: a marginal model for the continuous response and a conditional model for the binary response given the continuous response. We develop a two‐stage estimation procedure and discuss the asymptotic normality of the resulting estimators. We assess the finite‐sample performance of our procedure using a simulation study, and we illustrate our method by analyzing binary and continuous responses from the Women's Interagency HIV Study. The Canadian Journal of Statistics 44: 44–57; 2016 © 2015 Statistical Society of Canada