Multivariate single index modeling of longitudinal data with multiple responses

In medical studies, composite indices and/or scores are routinely used for predicting medical conditions of patients. These indices are usually developed from observed data of certain disease risk factors, and it has been demonstrated in the literature that single index models can provide a powerful tool for this purpose. In practice, the observed data of disease risk factors are often longitudinal in the sense that they are collected at multiple time points for individual patients, and there are often multiple aspects of a patient's medical condition that are of our concern. However, most existing single-index models are developed for cases with independent data and a single response variable, which are inappropriate for the problem just described in which within-subject observations are usually correlated and there are multiple mutually correlated response variables involved. This paper aims to fill this methodological gap by developing a single index model for analyzing longitudinal data with multiple responses. Both theoretical and numerical justifications show that the proposed new method provides an effective solution to the related research problem. It is also demonstrated using a dataset from the English Longitudinal Study of Aging.