Varying coefficient model for longitudinal data with informative observation times

TL;DR

This paper develops a new method for varying coefficient models in longitudinal data that accounts for informative observation times, reducing bias and improving inference accuracy.

Contribution

It introduces a weighted estimation framework using inverse intensity weighting to handle informative observation times in varying coefficient models.

Findings

Weighted method outperforms unweighted in simulations

Establishes consistency and asymptotic normality of estimators

Provides confidence intervals for coefficient functions

Abstract

Varying coefficient models are widely used to characterize dynamic associations between longitudinal outcomes and covariates. Existing work on varying coefficient models, however, all assumes that observation times are independent of the longitudinal outcomes, which is often violated in real-world studies with outcome-driven or otherwise informative visit schedules. Such informative observation times can lead to biased estimation and invalid inference using existing methods. In this article, we develop estimation and inference procedures for varying coefficient models that account for informative observation times. We model the observation time process as a general counting process under a proportional intensity model, with time-varying covariates summarizing the observed history. To address potential bias, we incorporate inverse intensity weighting into a sieve estimation framework, yielding closed-form coefficient function estimators via weighted least squares. We establish consistency, convergence rates, and asymptotic normality of the proposed estimators, and construct pointwise confidence intervals for the coefficient functions. Extensive simulation studies demonstrate that the proposed weighted method substantially outperforms the conventional unweighted method when observation times are informative. Finally, we provide an application of our method to the Alzheimer's Disease Neuroimaging Initiative study.