A copula-based approach to joint modelling of multiple longitudinal responses with multimodal structures. (August 2022)

• Record Type: Journal Article
• Authors: Mahdiyeh, Zahra; Kazemi, Iraj; Verbeke, Geert
• Is Part Of: Statistical modelling. Volume 22:Number 4(2022)
• Page Start: 327
• Page End: 348
• Publication Date: 2022-08
• Subjects: clustered random-effects -- Copula function -- gaussian quadrature -- low-back pain -- multiple longitudinal responses -- multimodality -- non-linear dependence; Linear models (Statistics) -- Periodicals; Mathematical models -- Periodicals; Modèles linéaires (Statistique) -- Périodiques; Modèles mathématiques -- Périodiques; Modèle statistique; Modèle linéaire; Modélisation statistique; Périodique électronique (Descripteur de forme); Ressource Internet (Descripteur de forme); 519.5011
• DOI: 10.1177/1471082X20967168
• Languages: English
• ISSNs: 1471-082X

Abstract

This article introduces a flexible modelling strategy to extend the familiar mixed-effects models for analysing longitudinal responses in the multivariate setting. By initiating a flexible multivariate multimodal distribution, this strategy relaxes the imposed normality assumption of related random-effects. We use copulas to construct a multimodal form of elliptical distributions. It can deal with the multimodality of responses and the non-linearity of dependence structure. Moreover, the proposed model can flexibly accommodate clustered subject-effects for multiple longitudinal measurements. It is much useful when several subpopulations exist but cannot be directly identifiable. Since the implied marginal distribution is not in the closed form, to approximate the associated likelihood functions, we suggest a computational methodology based on the Gauss–Hermite quadrature that consequently enables us to implement standard optimization techniques. We conduct a simulation study to highlight the main properties of the theoretical part and make a comparison with regular mixture distributions. Results confirm that the new strategy deserves to receive attention in practice. We illustrate the usefulness of our model by the analysis of a real-life dataset taken from a low back pain study.