Abstract
A growth curve model (GCM) aims to characterize how an outcome variable evolves,
develops and grows as a function of time, along with other predictors. It provides a particularly useful framework to model growth trend in longitudinal data. However, the estimation
and inference of GCM with a large number of response variables faces numerous challenges, and
remains underdeveloped. In this article, we study the high-dimensional multivariate-response
linear GCM, and develop the corresponding estimation and inference procedures. Our proposal
involves several innovative components. Specifically, we introduce a Kronecker product structure, which allows us to effectively decompose a very large covariance matrix, and to pool the
correlated samples to improve the estimation accuracy. We devise a highly non-trivial multi-step
estimation approach to estimate the individual covariance components separately and effectively.
We also develop rigorous statistical inference procedures to test both the global effects and the
individual effects, and establish the size and power properties as well as the proper false discovery control. We demonstrate the effectiveness of the new method through both intensive
simulations, and the analysis of a longitudinal neuroimaging data for Alzheimer’s disease.
Information
| Preprint No. | SS-2024-0307 |
|---|---|
| Manuscript ID | SS-2024-0307 |
| Complete Authors | Xin Zhou, Yin Xia, Lexin Li |
| Corresponding Authors | Yin Xia |
| Emails | xiayin@fudan.edu.cn |
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Acknowledgments
We are grateful to the editor, associate editor, and the two reviewers for their insightful
comments and suggestions, which have greatly improved this manuscript. Xia’s research
was partially supported by NSFC 12331009. Li’s research was partially supported by
NSF CIF-2102227, NIH R01AG080043, and NIH UG3NS140730.
Supplementary Materials
The Supplementary Material contains all technical proofs of the theoretical results and
additional numerical results.