Functional Data Methods with Informative Observation Process

Oregon Convention Center 

In functional data analysis for longitudinal data, the observation process is typically assumed to be noninformative, which is often violated in real appli- cations. Thus, methods that fail to account for the dependence between observation times and longitudinal outcomes may result in biased estimation. For longitudinal data with informative observation times, we find that under a general class of shared random effect models, a commonly used functional data method may lead to inconsistent model estimation while another functional data method results in consistent and even rate-optimal estimation. Indeed, we show that the mean function can be estimated appropriately via penalized splines and that the covariance function can be estimated appropriately via penalized tensor-product splines, both with specific choices of parameters. For the proposed method, theoretical results are provided, and simulation studies and a real data analysis are conducted to demonstrate its performance.