Noisy matrix completion for longitudinal data with subject‐ and time‐specific covariates

• Published in: Canadian journal of statistics Vol. 53; no. 3
• Main Authors: Sun, Zhaohan, Zhu, Yeying, Dubin, Joel A.
• Format: Journal Article
• Language: English
• Published: Hoboken, USA John Wiley & Sons, Inc 01.09.2025
• Subjects: Coordinate gradient descent; inverse probability weighting; missing data

In this article, we consider the imputation of missing responses in a longitudinal dataset via matrix completion. We propose a fixed‐effect, longitudinal, low‐rank model that incorporates both subject‐specific and time‐specific covariates. To solve the optimization problem, a two‐step optimization a...