Modelling covariance structure in the analysis of repeated measures data

Stat Med. 2000 Jul 15;19(13):1793-819. doi: 10.1002/1097-0258(20000715)19:13<1793::aid-sim482>;2-q.


The term 'repeated measures' refers to data with multiple observations on the same sampling unit. In most cases, the multiple observations are taken over time, but they could be over space. It is usually plausible to assume that observations on the same unit are correlated. Hence, statistical analysis of repeated measures data must address the issue of covariation between measures on the same unit. Until recently, analysis techniques available in computer software only offered the user limited and inadequate choices. One choice was to ignore covariance structure and make invalid assumptions. Another was to avoid the covariance structure issue by analysing transformed data or making adjustments to otherwise inadequate analyses. Ignoring covariance structure may result in erroneous inference, and avoiding it may result in inefficient inference. Recently available mixed model methodology permits the covariance structure to be incorporated into the statistical model. The MIXED procedure of the SAS((R)) System provides a rich selection of covariance structures through the RANDOM and REPEATED statements. Modelling the covariance structure is a major hurdle in the use of PROC MIXED. However, once the covariance structure is modelled, inference about fixed effects proceeds essentially as when using PROC GLM. An example from the pharmaceutical industry is used to illustrate how to choose a covariance structure. The example also illustrates the effects of choice of covariance structure on tests and estimates of fixed effects. In many situations, estimates of linear combinations are invariant with respect to covariance structure, yet standard errors of the estimates may still depend on the covariance structure.

Publication types

  • Review

MeSH terms

  • Analysis of Variance*
  • Bias
  • Data Interpretation, Statistical*
  • Effect Modifier, Epidemiologic
  • Forced Expiratory Volume / drug effects
  • Humans
  • Linear Models
  • Models, Statistical*
  • Numerical Analysis, Computer-Assisted*
  • Software*
  • Time Factors