A latent changepoint model using a generalized estimating equations approach

We propose a latent changepoint model for the analysis of longitudinal biomarker data in relation to progression or recurrence of disease. A parametric model that contains a random changepoint in the expected biomarker values is considered. In this article, estimation through generalized estimating equations is proposed. The procedure allows estimation of the biomarker trend over time and the changepoint distribution. We provide the details of the estimation procedure. Through a Monte Carlo simulation study, several aspects of the small sample performance of the estimates are investigated.