Unbalanced repeated-measures models with structured covariance matrices

Biometrics. 1986 Dec;42(4):805-20.

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.

Publication types

  • Research Support, U.S. Gov't, Non-P.H.S.
  • Research Support, U.S. Gov't, P.H.S.

MeSH terms

  • Algorithms
  • Analysis of Variance
  • Humans
  • Longitudinal Studies
  • Models, Theoretical*