A Symmetric Kernel Smoothing Estimation of the Time-Varying Coefficient for Medical Costs

Abstract

In longitudinal studies, subjects are repeatedly observed at a set of distinct time points until the terminal event time. The time-varying coefficient model extends the parametric method and captures the dynamic trajectories of time-dependent covariate effects, thus enabling it to describe the potential relationship between the longitudinal variable and the observed time points. In this study, we propose a novel approach to the estimation of medical costs using a symmetric kernel smoothing method in the time-varying coefficient joint model. A smooth function of medical costs is derived by weighting the values of longitudinal data at all distinct observed time points via the combination of the kernel method and the inverse probability weighting method. For the simulation study, we first set up the true functions of time-varying coefficients; we then generated random samples for covariates and censored survival times. Subsequently, the longitudinal data of response variables could be produced. Further, numerical simulation experiments were conducted by using the proposed method and applying R code to the generated data. The estimated results for the parameters and non-parametric functions were compared with different settings. The numerical results illustrate that as the sample size increases, the bias and model-based standard errors decrease, and the performance improves with larger sample sizes. The estimates of functions in the model almost coincide with the true functions, as shown in the figures of the simulation study. Furthermore, the consistency of the obtained estimator is demonstrated via theoretical analysis, and a numerical simulation is performed to illustrate the performance of the proposed estimators. The proposed model is applied to a real-world data set acquired from a multicenter automatic defibrillator implantation trial (MADIT).

Keywords

• varying coefficients
• survival model
• kernel function
• medical cost
• right censoring