Common predictor effects for multivariate longitudinal data

Multivariate outcomes measured longitudinally over time are common in medicine, public health, psychology and sociology. The typical (saturated) longitudinal multivariate regression model has a separate set of regression coefficients for each outcome. However, multivariate outcomes are often quite similar and many outcomes can be expected to respond similarly to changes in covariate values. Given a set of outcomes likely to share common covariate effects, we propose the clustered outcome common predictor effect model and offer a two step iterative algorithm to fit the model using available software for univariate longitudinal data. Outcomes that share predictor effects need not be chosen a priori; we propose model selection tools to let the data select outcome clusters. We apply the proposed methods to psychometric data from adolescent children of HIV+ parents.