I have a dataset with a bunch of entities (patients) and for each of these entities I have: 1. A binary outcome specific to each entity (ie outcome does not vary in time) 2. Some static predictors specific to each entity (e.g. gender, age) 3. A single, time-varying measurement taken hourly for each entity, over some number of hours that is not necessarily the same for each (ie the timeseries for this measurement have different lengths) I also suspect that the time-varying measurement has an effect on the outcome only when below a certain level. In other words, doing something as simple as just taking the mean measurement over all time points does not accomplish what I want. What I would like to do would be to have a "change point" in the time-based measurement below which it's effect on the outcome can differ from its effect above that point, or in other words, I want two coefficients for that one predictor. I'm familiar with basic change point models but what I don't understand here is how I should literally structure my training data. I **don't** want to do this, because it repeats the static covariates for each measurement: Entity Hour Gender Age Measurement Outcome 1 1 Male 42 3.3 1 1 2 Male 42 8.9 1 1 3 Male 42 1.1 1 ... 2 1 Female 33 2.3 0 2 2 Female 33 5.9 0 What other choices do I have then? What I'd really like is just one observation per entity but I'm not sure how to summarise the timeseries values into a single value for each when **I also want the change point to be part of the estimation**. Does anybody have ideas on how to model something like this? Confidence or credible intervals on both the change points and coefficients are a must (and suggestions within the realm of R or python would be much appreciated). Thanks! ---- P.S. Also, any recommendations on how to better understand the effects of repeated covariates on estimation would be a huge help too. I know that having repeated covariates mixed with non-repeated covariates is a bad thing, but maybe there are ways to adjust for the differences in true sample sizes? Mixed-effects regression would be great if it was applicable here, but I don't see how it is if the outcome does not also vary in time with each hourly measurement.