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Multilevel mixed linear model analysis using iterative generalized least squares. (English) Zbl 0587.62143

Models for the analysis of hierarchical structured data are discussed. An iterative generalized least squares estimation procedure is given and shown to be equivalent to maximum likelihood in the normal case. There is a discussion of applications to complex surveys, longitudinal data, and estimation in multivariate models with missing responses. An example is given using educational data.

MSC:

62J10 Analysis of variance and covariance (ANOVA)
62H12 Estimation in multivariate analysis
62D05 Sampling theory, sample surveys
62J99 Linear inference, regression
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