“…With this type of multiple outcomes (CD4 and CD8 cell counts), the underlying statistical question is to estimate the functions that model their dependence on covariates and to investigate the relationships between these functions. Similar clinical and epidemiological studies often generate clustered as well as longitudinal follow-up data with bivariate or multivariate outcomes as primary endpoints, which are routinely analyzed using multivariate linear mixed-effects (LME) models (Ghosh et al, 2007;Matsuyama and Ohashi, 1997;Sammel et al, 1999;Shah et al, 1997;Wang andFan, 2010, 2011;Wang, 2013;among others.). In this article, we focus on a bivariate LME (BLME) model on the situation where two response variables (CD4 and CD8 cell counts) are observed simultaneously for each subject to accommodate individual-level clustering within subjects as well as the correlation between bivariate measures, and to facilitate borrowing of strength across all subjects when assessing the effects of covariates through treatment time, baseline age, treatment group, viral load at baseline, and time-varying treatment efficacy, etc., on AIDS progression.…”