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Modeling the random effects covariance matrix for longitudinal data with covariates measurement error
Author(s) -
Hoque Md Erfanul,
Torabi Mahmoud
Publication year - 2018
Publication title -
statistics in medicine
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.996
H-Index - 183
eISSN - 1097-0258
pISSN - 0277-6715
DOI - 10.1002/sim.7908
Subject(s) - covariate , random effects model , statistics , estimator , covariance , covariance matrix , mathematics , generalized linear mixed model , computer science , medicine , meta analysis
Longitudinal data occur frequently in practice such as medical studies and life sciences. Generalized linear mixed models (GLMMs) are commonly used to analyze such data. It is typically assumed that the random effects covariance matrix is constant among subjects in these models. In many situations, however, the correlation structure may differ among subjects and ignoring this heterogeneity can lead to biases in model parameters estimate. Recently, Lee et al developed a heterogeneous random effects covariance matrix for GLMMs for error‐free covariates. Covariates measured with error also happen frequently in the longitudinal data set‐up (eg, blood pressure and cholesterol level). Ignoring this issue in the data may produce bias in model parameters estimate and lead to wrong conclusions. In this paper, we propose an approach to properly model the random effects covariance matrix based on covariates in the class of GLMMs, where we also have covariates measured with error. The resulting parameters from the decomposition of random effects covariance matrix have a sensible interpretation and can be easily modeled without the concern of positive definiteness of the resulting estimator. The performance of the proposed approach is evaluated through simulation studies, which show that the proposed method performs very well in terms of bias, mean squared error, and coverage rate. An application of the proposed method is also provided using a longitudinal data from Manitoba follow‐up study.

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