Group-Sparse Smoothing for Longitudinal Models with Time-Varying Coefficients
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arXiv
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| Autori principali: | , , , |
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| Natura: | Preprint |
| Pubblicazione: |
2026
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| _version_ | 1866917322808098816 |
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| author | Lu, Yu Zhang, Tianni Wang, Yuyao Ran, Mengfei |
| author_facet | Lu, Yu Zhang, Tianni Wang, Yuyao Ran, Mengfei |
| contents | Longitudinal data analysis is fundamental for understanding dynamic processes in biomedical and social sciences. Although varying coefficient models (VCMs) provide a flexible framework by allowing covariate effects to evolve over time, fitting all effects as time-varying may lead to overfitting, efficiency loss, and reduced interpretability when some effects are actually constant. In contrast, standard linear mixed models (LMMs) may suffer substantial bias when temporal heterogeneity is ignored. To address this issue, we propose time-varying effect selection, TV-Select, a unified framework for structural identification that simultaneously selects relevant variables and determines whether their effects are constant or time-varying. The proposed method decomposes each coefficient function into a time-invariant mean component and a centered time-varying deviation, where the latter is approximated by B-splines. We then construct a doubly penalized objective function that combines a group Lasso penalty for structural sparsity with a roughness penalty for smoothness control. An efficient block coordinate descent algorithm is developed for computation. Under regular semiparametric conditions, we establish selection consistency and oracle-type asymptotic properties, including asymptotic normality for the constant-effect component after correct structure recovery. Simulation studies and a real-data application show that TV-Select achieves more accurate structural recovery, smoother functional estimation, and better predictive performance than competing methods. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2603_07656 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Group-Sparse Smoothing for Longitudinal Models with Time-Varying Coefficients Lu, Yu Zhang, Tianni Wang, Yuyao Ran, Mengfei Methodology Statistics Theory Applications Computation Longitudinal data analysis is fundamental for understanding dynamic processes in biomedical and social sciences. Although varying coefficient models (VCMs) provide a flexible framework by allowing covariate effects to evolve over time, fitting all effects as time-varying may lead to overfitting, efficiency loss, and reduced interpretability when some effects are actually constant. In contrast, standard linear mixed models (LMMs) may suffer substantial bias when temporal heterogeneity is ignored. To address this issue, we propose time-varying effect selection, TV-Select, a unified framework for structural identification that simultaneously selects relevant variables and determines whether their effects are constant or time-varying. The proposed method decomposes each coefficient function into a time-invariant mean component and a centered time-varying deviation, where the latter is approximated by B-splines. We then construct a doubly penalized objective function that combines a group Lasso penalty for structural sparsity with a roughness penalty for smoothness control. An efficient block coordinate descent algorithm is developed for computation. Under regular semiparametric conditions, we establish selection consistency and oracle-type asymptotic properties, including asymptotic normality for the constant-effect component after correct structure recovery. Simulation studies and a real-data application show that TV-Select achieves more accurate structural recovery, smoother functional estimation, and better predictive performance than competing methods. |
| title | Group-Sparse Smoothing for Longitudinal Models with Time-Varying Coefficients |
| topic | Methodology Statistics Theory Applications Computation |
| url | https://arxiv.org/abs/2603.07656 |