Dynamic prediction in functional concurrent regression with an application to child growth

In many studies, it is of interest to predict the future trajectory of subjects based on their historical data, referred to as dynamic prediction. Mixed effects models have traditionally been used for dynamic prediction. However, the commonly used random intercept and slope model is often not sufficiently flexible for modeling subject‐specific trajectories. In addition, there may be useful exposures/predictors of interest that are measured concurrently with the outcome, complicating dynamic prediction. To address these problems, we propose a dynamic functional concurrent regression model to handle the case where both the functional response and the functional predictors are irregularly measured. Currently, such a model cannot be fit by existing software. We apply the model to dynamically predict children's length conditional on prior length, weight, and baseline covariates. Inference on model parameters and subject‐specific trajectories is conducted using the mixed effects representation of the proposed model. An extensive simulation study shows that the dynamic functional regression model provides more accurate estimation and inference than existing methods. Methods are supported by fast, flexible, open source software that uses heavily tested smoothing techniques.

[1]  Geert Molenberghs,et al.  Random Effects Models for Longitudinal Data , 2010 .

[2]  E Borghi,et al.  Construction of the World Health Organization child growth standards: selection of methods for attained growth curves , 2006, Statistics in medicine.

[3]  B. Caffo,et al.  MULTILEVEL FUNCTIONAL PRINCIPAL COMPONENT ANALYSIS. , 2009, The annals of applied statistics.

[4]  D. Bates,et al.  Nonlinear mixed effects models for repeated measures data. , 1990, Biometrics.

[5]  J. Marks,et al.  Body composition of Peruvian children with short stature and high weight-for-height. II. Implications for the interpretation for weight-for-height as an indicator of nutritional status. , 1987, The American journal of clinical nutrition.

[6]  Jeng-Min Chiou,et al.  Dynamical functional prediction and classification, with application to traffic flow prediction , 2012, 1301.2399.

[7]  Martin Styner,et al.  FMEM: Functional mixed effects modeling for the analysis of longitudinal white matter Tract data , 2014, NeuroImage.

[8]  Jeffrey S. Morris,et al.  Wavelet‐based functional mixed models , 2006, Journal of the Royal Statistical Society. Series B, Statistical methodology.

[9]  Ana-Maria Staicu,et al.  Penalized function-on-function regression , 2015, Comput. Stat..

[10]  Simon N. Wood,et al.  Generalized Additive Models for Gigadata: Modeling the U.K. Black Smoke Network Daily Data , 2017 .

[11]  Stanley R. Johnson,et al.  Varying Coefficient Models , 1984 .

[12]  C. Crainiceanu,et al.  Modelling subject-specific childhood growth using linear mixed-effect models with cubic regression splines , 2016, Emerging Themes in Epidemiology.

[13]  L. Skovgaard NONLINEAR MODELS FOR REPEATED MEASUREMENT DATA. , 1996 .

[14]  B. Ripley,et al.  Semiparametric Regression: Preface , 2003 .

[15]  David Kraus,et al.  Components and completion of partially observed functional data , 2015 .

[16]  H. Müller,et al.  Functional Data Analysis for Sparse Longitudinal Data , 2005 .

[17]  Edmund Taylor Whittaker On a New Method of Graduation , 1922, Proceedings of the Edinburgh Mathematical Society.

[18]  J. A. D. Aston,et al.  Unifying Amplitude and Phase Analysis: A Compositional Data Approach to Functional Multivariate Mixed-Effects Modeling of Mandarin Chinese , 2013, Journal of the American Statistical Association.

[19]  J. Ware,et al.  Random-effects models for longitudinal data. , 1982, Biometrics.

[20]  Han Lin Shang,et al.  Functional time series forecasting with dynamic updating: An application to intraday particulate matter concentration , 2016, 1608.07029.

[21]  Wensheng Guo,et al.  Functional mixed effects models , 2012, Biometrics.

[22]  J. Ramsay,et al.  The historical functional linear model , 2003 .

[23]  Cai Li,et al.  Fast covariance estimation for sparse functional data , 2016, Statistics and Computing.

[24]  Phil Hoole,et al.  Functional linear mixed models for irregularly or sparsely sampled data , 2015, 1508.01686.

[25]  Damla Şentürk,et al.  Functional Varying Coefficient Models for Longitudinal Data , 2010 .

[26]  Aurore Delaigle,et al.  Approximating fragmented functional data by segments of Markov chains , 2016 .

[27]  Avishai Mandelbaum,et al.  Predicting the continuation of a function with applications to call center data , 2014 .

[28]  Hongxiao Zhu,et al.  Robust, Adaptive Functional Regression in Functional Mixed Model Framework , 2011, Journal of the American Statistical Association.

[29]  Hans-Georg Müller,et al.  Functional Data Analysis , 2016 .

[30]  D. Ruppert Selecting the Number of Knots for Penalized Splines , 2002 .

[31]  Huaihou Chen,et al.  A Penalized Spline Approach to Functional Mixed Effects Model Analysis , 2011, Biometrics.

[32]  J. Miranda,et al.  Early anthropometric indices predict short stature and overweight status in a cohort of Peruvians in early adolescence. , 2012, American journal of physical anthropology.

[33]  R. Gilman,et al.  First Detected Helicobacter pylori Infection in Infancy Modifies the Association Between Diarrheal Disease and Childhood Growth in Peru , 2014, Helicobacter.

[34]  D. Nicolae,et al.  Estimating Variance Components in Functional Linear Models With Applications to Genetic Heritability , 2016 .

[35]  Xihong Lin,et al.  Two‐Stage Functional Mixed Models for Evaluating the Effect of Longitudinal Covariate Profiles on a Scalar Outcome , 2007, Biometrics.

[36]  Paul H. C. Eilers,et al.  Flexible smoothing with B-splines and penalties , 1996 .

[37]  D. Bates,et al.  Fitting Linear Mixed-Effects Models Using lme4 , 2014, 1406.5823.

[38]  S. Zeger,et al.  Longitudinal data analysis using generalized linear models , 1986 .

[39]  Ana-Maria Staicu,et al.  Functional Additive Mixed Models , 2012, Journal of computational and graphical statistics : a joint publication of American Statistical Association, Institute of Mathematical Statistics, Interface Foundation of North America.

[40]  Arnab Maity,et al.  Reduced Rank Mixed Effects Models for Spatially Correlated Hierarchical Functional Data , 2010, Journal of the American Statistical Association.

[41]  Alan Y. Chiang,et al.  Generalized Additive Models: An Introduction With R , 2007, Technometrics.

[42]  Damla Şentürk,et al.  Generalized varying coefficient models for longitudinal data , 2008 .