Varying Coefficient Models for Sparse Noise-contaminated Longitudinal Data.

In this paper we propose a varying coefficient model for highly sparse longitudinal data that allows for error-prone time-dependent variables and time-invariant covariates. We develop a new estimation procedure, based on covariance representation techniques, that enables effective borrowing of information across all subjects in sparse and irregular longitudinal data observed with measurement error, a challenge in which there is no adequate solution currently. More specifically, sparsity is addressed via a functional analysis approach that considers the observed longitudinal data as noise contaminated realizations of a random process that produces smooth trajectories. This approach allows for estimation based on pooled data, borrowing strength from all subjects, in targeting the mean functions and auto- and cross-covariances to overcome sparse noisy designs. The resulting estimators are shown to be uniformly consistent. Consistent prediction for the response trajectories are also obtained via conditional expectation under Gaussian assumptions. Asymptotic distribution of the predicted response trajectories are derived, allowing for construction of asymptotic pointwise confidence bands. Efficacy of the proposed method is investigated in simulation studies and compared to the commonly used local polynomial smoothing method. The proposed method is illustrated with a sparse longitudinal data set, examining the age-varying relationship between calcium absorption and dietary calcium. Prediction of individual calcium absorption curves as a function of age are also examined.