Niek G.P. Den Teuling , Francesco Ungolo , Steffen C. Pauws , Edwin R. van den Heuvel
{"title":"基于异构均值-方差关系的潜类轨迹建模","authors":"Niek G.P. Den Teuling , Francesco Ungolo , Steffen C. Pauws , Edwin R. van den Heuvel","doi":"10.1016/j.csda.2025.108199","DOIUrl":null,"url":null,"abstract":"<div><div>The benefit of addressing heteroskedastic residual variances across trajectories is investigated with the purpose of finding clusters of longitudinal trajectories. Models are proposed to account for class-specific heteroskedasticity through a mean-variance relation or random residual variance, thereby accounting for trajectory-specific variance. The analyzed latent-class trajectory models are an extension of growth mixture models (GMM). The estimation bias of the model parameters and the recoverability of the number of latent classes are assessed under various data-generating models and settings by means of a simulation study. Furthermore, the empirical applicability of these models is demonstrated through the analysis of the time-varying incidence rate of COVID-19 cases across counties in the United States. Overall, the class-specific mean-variance could be reliably estimated by the proposed models in datasets comprising 250 trajectories. In addition, the extended GMM accounting for the residual random variance showed improved group trajectory estimation over the standard GMM.</div></div>","PeriodicalId":55225,"journal":{"name":"Computational Statistics & Data Analysis","volume":"210 ","pages":"Article 108199"},"PeriodicalIF":1.6000,"publicationDate":"2025-05-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Latent-class trajectory modeling with a heterogeneous mean-variance relation\",\"authors\":\"Niek G.P. Den Teuling , Francesco Ungolo , Steffen C. Pauws , Edwin R. van den Heuvel\",\"doi\":\"10.1016/j.csda.2025.108199\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><div>The benefit of addressing heteroskedastic residual variances across trajectories is investigated with the purpose of finding clusters of longitudinal trajectories. Models are proposed to account for class-specific heteroskedasticity through a mean-variance relation or random residual variance, thereby accounting for trajectory-specific variance. The analyzed latent-class trajectory models are an extension of growth mixture models (GMM). The estimation bias of the model parameters and the recoverability of the number of latent classes are assessed under various data-generating models and settings by means of a simulation study. Furthermore, the empirical applicability of these models is demonstrated through the analysis of the time-varying incidence rate of COVID-19 cases across counties in the United States. Overall, the class-specific mean-variance could be reliably estimated by the proposed models in datasets comprising 250 trajectories. In addition, the extended GMM accounting for the residual random variance showed improved group trajectory estimation over the standard GMM.</div></div>\",\"PeriodicalId\":55225,\"journal\":{\"name\":\"Computational Statistics & Data Analysis\",\"volume\":\"210 \",\"pages\":\"Article 108199\"},\"PeriodicalIF\":1.6000,\"publicationDate\":\"2025-05-02\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Computational Statistics & Data Analysis\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0167947325000751\",\"RegionNum\":3,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Computational Statistics & Data Analysis","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0167947325000751","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}
Latent-class trajectory modeling with a heterogeneous mean-variance relation
The benefit of addressing heteroskedastic residual variances across trajectories is investigated with the purpose of finding clusters of longitudinal trajectories. Models are proposed to account for class-specific heteroskedasticity through a mean-variance relation or random residual variance, thereby accounting for trajectory-specific variance. The analyzed latent-class trajectory models are an extension of growth mixture models (GMM). The estimation bias of the model parameters and the recoverability of the number of latent classes are assessed under various data-generating models and settings by means of a simulation study. Furthermore, the empirical applicability of these models is demonstrated through the analysis of the time-varying incidence rate of COVID-19 cases across counties in the United States. Overall, the class-specific mean-variance could be reliably estimated by the proposed models in datasets comprising 250 trajectories. In addition, the extended GMM accounting for the residual random variance showed improved group trajectory estimation over the standard GMM.
期刊介绍:
Computational Statistics and Data Analysis (CSDA), an Official Publication of the network Computational and Methodological Statistics (CMStatistics) and of the International Association for Statistical Computing (IASC), is an international journal dedicated to the dissemination of methodological research and applications in the areas of computational statistics and data analysis. The journal consists of four refereed sections which are divided into the following subject areas:
I) Computational Statistics - Manuscripts dealing with: 1) the explicit impact of computers on statistical methodology (e.g., Bayesian computing, bioinformatics,computer graphics, computer intensive inferential methods, data exploration, data mining, expert systems, heuristics, knowledge based systems, machine learning, neural networks, numerical and optimization methods, parallel computing, statistical databases, statistical systems), and 2) the development, evaluation and validation of statistical software and algorithms. Software and algorithms can be submitted with manuscripts and will be stored together with the online article.
II) Statistical Methodology for Data Analysis - Manuscripts dealing with novel and original data analytical strategies and methodologies applied in biostatistics (design and analytic methods for clinical trials, epidemiological studies, statistical genetics, or genetic/environmental interactions), chemometrics, classification, data exploration, density estimation, design of experiments, environmetrics, education, image analysis, marketing, model free data exploration, pattern recognition, psychometrics, statistical physics, image processing, robust procedures.
[...]
III) Special Applications - [...]
IV) Annals of Statistical Data Science [...]