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Published on: July 3, 2020
GMM logistic regression models for longitudinal data with time-dependent covariates and extended classifications.
Trent L Lalonde1, Jeffrey R Wilson, Jianqiong Yin
1Department of Applied Statistics, University of Northern Colorado, Greeley, CO 80639, U.S.A.
This study introduces a generalized method of moments for analyzing longitudinal data, improving regression coefficient estimation by accounting for complex correlations. The method offers a flexible alternative to generalized estimating equations for time-dependent covariates.
Area of Science:
- Biostatistics
- Longitudinal Data Analysis
- Statistical Modeling
Background:
- Analyzing longitudinal data requires accounting for correlations from repeated measures and feedback loops between responses and predictors over time.
- Generalized estimating equations with independent working correlation are a common approach, but may not fully utilize all moment conditions.
Purpose of the Study:
- To explore an alternative approach using a generalized method of moments (GMM) for estimating regression coefficients in longitudinal data.
- To develop a GMM approach that utilizes all valid moment conditions for time-dependent and time-independent covariates without assuming constant feedback.
- To implement and evaluate a continuously updating GMM logistic regression model for time-dependent covariates.
Main Methods:
- Developed a generalized method of moments approach for longitudinal data analysis.
- Utilized continuously updating GMM for parameter estimation.
- Fitted GMM logistic regression models with time-dependent covariates using SAS PROC IML and R.
- Employed adjusted p-values for multiple correlated tests to select appropriate moment conditions.
Main Results:
- The proposed GMM approach effectively incorporates time-dependent and time-independent covariates.
- The method does not require assumptions about the presence or degree of feedback over time.
- Demonstrated the application of the GMM logistic regression model using re-hospitalization data and child BMI-morbidity data.
- Conducted a simulation study to compare the performance of extended classifications.
Conclusions:
- The generalized method of moments provides a robust and flexible framework for analyzing longitudinal data with complex correlation structures.
- This approach enhances regression coefficient estimation by leveraging all relevant moment conditions.
- The GMM logistic regression model is a valuable tool for researchers working with time-dependent covariates in various fields.
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