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Updated: Mar 17, 2026

Using Cholesky Decomposition to Explore Individual Differences in Longitudinal Relations between Reading Skills
Published on: September 17, 2019
Multivariate analysis of longitudinal rates of change
Matthew Bryan1, Patrick J Heagerty2
1Department of Biostatistics and Epidemiology, University of Pennsylvania, 6th Floor, Blockley Hall, 423 Guardian Dr, Philadelphia, 19104, PA, U.S.A.. bryanma@upenn.edu.
Abstract:
Longitudinal data allow direct comparison of the change in patient outcomes associated with treatment or exposure. Frequently, several longitudinal measures are collected that either reflect a common underlying health status, or characterize processes that are influenced in a similar way by covariates such as exposure or demographic characteristics. Statistical methods that can combine multivariate response variables into common measures of covariate effects have been proposed in the literature. Current methods for characterizing the relationship between covariates and the rate of change in multivariate outcomes are limited to select models. For example, 'accelerated time' methods have been developed which assume that covariates rescale time in longitudinal models for disease progression. In this manuscript, we detail an alternative multivariate model formulation that directly structures longitudinal rates of change and that permits a common covariate effect across multiple outcomes. We detail maximum likelihood estimation for a multivariate longitudinal mixed model. We show via asymptotic calculations the potential gain in power that may be achieved with a common analysis of multiple outcomes. We apply the proposed methods to the analysis of a trivariate outcome for infant growth and compare rates of change for HIV infected and uninfected infants. Copyright © 2016 John Wiley & Sons, Ltd.
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