Nonparametric predictive model for sparse and irregular longitudinal data

Abstract

Abstract We propose a kernel-based estimator to predict the mean response trajectory for sparse and irregularly measured longitudinal data. The kernel estimator is constructed by imposing weights based on the subject-wise similarity on L2 metric space between predictor trajectories, where we assume that an analogous fashion in predictor trajectories over time would result in a similar trend in the response trajectory among subjects. In order to deal with the curse of dimensionality caused by the multiple predictors, we propose an appealing multiplicative model with multivariate Gaussian kernels. This model is capable of achieving dimension reduction as well as selecting functional covariates with predictive significance. The asymptotic properties of the proposed nonparametric estimator are investigated under mild regularity conditions. We illustrate the robustness and flexibility of our proposed method via extensive simulation studies and an application to the Framingham Heart Study.