Semiparametric Stochastic Modeling of the Rate Function in Longitudinal Studies.

In longitudinal biomedical studies, there is often interest in the rate functions, which describe the functional rates of change of biomarker profiles. This paper proposes a semiparametric approach to model these functions as the realizations of stochastic processes defined by stochastic differential equations. These processes are dependent on the covariates of interest and vary around a specified parametric function. An efficient Markov chain Monte Carlo algorithm is developed for inference. The proposed method is compared with several existing methods in terms of goodness-of-fit and more importantly the ability to forecast future functional data in a simulation study. The proposed methodology is applied to prostate-specific antigen profiles for illustration. Supplementary materials for this paper are available online.