Generalized linear mixed models with varying coefficients for longitudinal data

The routinely assumed parametric functional form in the linear predictor of a generalized linear mixed model for longitudinal data may be too restrictive to represent true underlying covariate effects. We relax this assumption by representing these covariate effects by smooth but otherwise arbitrary functions of time, with random effects used to model the correlation induced by among-subject and within-subject variation. Due to the usually intractable integration involved in evaluating the quasi-likelihood function, the double penalized quasi-likelihood (DPQL) approach of Lin and Zhang (1999, Journal of the Royal Statistical Society, Series B 61, 381-400) is used to estimate the varying coefficients and the variance components simultaneously by representing a nonparametric function by a linear combination of fixed effects and random effects. A scaled chi-squared test based on the mixed model representation of the proposed model is developed to test whether an underlying varying coefficient is a polynomial of certain degree. We evaluate the performance of the procedures through simulation studies and illustrate their application with Indonesian children infectious disease data.