Zhou Siyuan, Paul Debashis, Peng Jie
The Meet Group, Inc.
University of California, Davis.
Stat Sin. 2018 Jan;28(1):423-447.
We consider modeling non-autonomous dynamical systems for a group of subjects. The proposed model involves a common baseline gradient function and a multiplicative time-dependent subject-specific effect that accounts for phase and amplitude variations in the rate of change across subjects. The baseline gradient function is represented in a spline basis and the subject-specific effect is modeled as a polynomial in time with random coefficients. We establish appropriate identifiability conditions and propose an estimator based on the hierarchical likelihood. We prove consistency and asymptotic normality of the proposed estimator under a regime of moderate-to-dense observations per subject. Simulation studies and an application to the Berkeley Growth Data demonstrate the effectiveness of the proposed methodology.
我们考虑为一组受试者建立非自治动力系统模型。所提出的模型涉及一个共同的基线梯度函数和一个与时间相关的乘法受试者特定效应,该效应解释了不同受试者变化率中的相位和幅度变化。基线梯度函数以样条基表示,受试者特定效应被建模为具有随机系数的时间多项式。我们建立了适当的可识别性条件,并提出了一种基于分层似然的估计器。我们证明了在所提出的估计器在每个受试者有中度到密集观测值的情况下的一致性和渐近正态性。模拟研究以及对伯克利生长数据的应用证明了所提出方法的有效性。