Unbalanced Repeated-Measures Models with Structured Covariance Matrices
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ID: 294622
1986
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Abstract
The question of how to analyze unbalanced or incomplete repeated-measures data is a common problem facing analysts. We address this problem through maximum likelihood analysis using a general linear model for expected responses and arbitrary structural models for the within-subject covariances. Models that can be fit include standard univariate and multivariate models with incomplete data, random-effects models, and models with time-series and factor-analytic error structures. We describe Newton-Raphson and Fisher scoring algorithms for computing maximum likelihood estimates, and generalized EM algorithms for computing restricted and unrestricted maximum likelihood estimates. An example fitting several models to a set of growth data is included.
| Reference Key |
openalex_W2064279221
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|---|---|
| Authors | Robert I. Jennrich, Mark Schluchter |
| Journal | biometrics |
| Year | 1986 |
| DOI |
10.2307/2530695
|
| URL | |
| Keywords | Keywords not found |
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