A Latent Variable Approach to Learning High-Dimensional Multivariate Longitudinal Data
高维多变量纵向数据的潜变量学习方法
High-dimensional multivariate longitudinal data, which arise when many outcome variables are measured repeatedly over time, are becoming increasingly common in social, behavioral and health sciences. We propose a latent variable model for drawing statistical inferences on covariate effects and predicting future outcomes based on high-dimensional multivariate longitudinal data. This model introduces unobserved factors to account for the between-variable and across-time…