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Broken stick model for irregular longitudinal data

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brokenstick

The broken stick model describes a set of individual curves by a linear mixed model using first order linear B-splines. The main use of the model is to align irregularly observed data to a user-specified grid of break ages.

All fitting can done in the Z-score scale, so nonlinearities and irregular data can be treated as separate problems. This package contains functions for fitting a broken stick model to data, for exporting the parameters of the model for independent use outside this package, and for predicting broken stick curves for new data.

Installation

The brokenstick package can be installed from GitHub as follows:

install.packages("devtools")
devtools::install_github("hafen/hbgd")
devtools::install_github("stefvanbuuren/brokenstick")

There is currently no CRAN version.

Overview

The broken stick model describes a set of individual curves by a linear mixed model using first order linear B-splines. The model can be used

  • to smooth growth curves by a series of connected straight lines;
  • to align irregularly observed curves to a common age grid;
  • to create synthetic curves at a user-specified set of break ages;
  • to estimate the time-to-time correlation matrix;
  • to predict future observations.

The user specifies a set of break ages at which the straight lines connect. Each individual obtains an estimate at each break age, so the set of estimates of the individual form a smoothed version of the observed trajectory.

The main assumptions of the broken stick model are:

  • The development between the break ages follows a straight line, and is generally not of particular interest;
  • Broken stick estimates follow a common multivariate normal distribution;

In order to conform to the assumption of multivariate normality, the user may fit the broken stick model on suitably transformed data that yield the standard normal (Z) scale. Unique feature of the broken stick model are:

  • Modular: Issues related to nonlinearities of the growth curves in the observed scale can be treated separately, i.e., outside the broken stick model;
  • Local: A given data point will contribute only to the estimates corresponding to the closest break ages;
  • Exportable: The broken stick model can be exported and reused for prediction for new data in alternative computing environments.

The brokenstick package contains functions for

  • Fitting the broken stick model to data,
  • Plotting individual trajectories,
  • Predicting broken stick estimates for new data,
  • Exporting the parameters of the model for independent use outside this package.

Main functions

The main functions in the brokenstick package are:

Function name Description
brokenstick() Fit a broken stick model to irregular data
plot() Plot observed and fitted trajectories
predict() Predict broken stick estimates
export() Export minimal broken stick model for publication

Examples

  1. Overview of main functions
  2. Fit and predict
  3. Model formulation
  4. Check perfect model
  5. Knot placement

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