The analysis of hierarchical biomedical data
sometimes requires more modeling flexibility than that can be
provided by standard parametric approaches. It is commonly
believed that the effect of ignoring covariance structure is
mainly on the loss of efficiency. There are situations that
estimation biases could also be concerns. We argue that the
modeling of variation in a longitudinal covariate process is in
fact a very important task in the joint modeling approaches. I
will use some recent applications as examples to illustrate the
potential problems to be considered and provide some suggestions.
I will also describe a simple semiparametric approach that allows
us to model both the first and second moments in hierarchical data
which can be
potentially useful in modeling the covariate process. In
particular, the methods enable us to reduce estimation variation
of the first moment through accounting for correlations in the
data. It also enables us to obtain a simple covariance structure
when simplification
can be achieved. I will use data from on-going biomedical studies
to illustrate a few key points in the modeling strategy.