IDEAS home Printed from https://ideas.repec.org/a/taf/japsta/v48y2021i8p1513-1526.html
   My bibliography  Save this article

Time varying mixed effects model with fused lasso regularization

Author

Listed:
  • Jaehong Yu
  • Hua Zhong

Abstract

The associations between covariates and the outcomes often vary over time, regardless of whether the covariate is time-varying or time-invariant. For example, we hypothesize that the impact of chronic diseases, such as diabetes and heart disease, on people’s physical functions differ with aging. However, the age-varying effect would be missed if one models the covariate simply as a time-invariant covariate (yes/no) with a time-constant coefficient. We propose a fused lasso-based time-varying linear mixed effect (FTLME) model and an efficient two-stage parameter estimation algorithm to estimate the longitudinal trajectories of fixed-effect coefficients. Simulation studies are presented to demonstrate the efficacy of the method and its computational efficiency in estimating smooth time-varying effects in high dimensional settings. A real data example on the Health and Retirement Study (HRS) analysis is used to demonstrate the practical usage of our method to infer age-varying impact of chronic disease on older people’s physical functions.

Suggested Citation

  • Jaehong Yu & Hua Zhong, 2021. "Time varying mixed effects model with fused lasso regularization," Journal of Applied Statistics, Taylor & Francis Journals, vol. 48(8), pages 1513-1526, June.
    • Handle: RePEc:taf:japsta:v:48:y:2021:i:8:p:1513-1526
    DOI: 10.1080/02664763.2020.1791805
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/02664763.2020.1791805
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/02664763.2020.1791805?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:japsta:v:48:y:2021:i:8:p:1513-1526. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/CJAS20 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.