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Latent-class trajectory modeling with a heterogeneous mean-variance relation

  • Niek G. P. Den Teuling
  • , Francesco Ungolo
  • , Steffen C. Pauws
  • , Teuling Edwin R. van den Heuvel

Research output: Contribution to journalArticleScientificpeer-review

Abstract

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.
Original languageEnglish
Article number108199
Number of pages17
JournalComputational Statistics & Data Analysis
Volume210
Early online dateMay 2025
DOIs
Publication statusPublished - Oct 2025

Keywords

  • Bayesian inference
  • Heteroskedasticity
  • Latent-class trajectory modeling
  • Mean-variance modeling
  • Mixture modeling

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