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Unbalanced repeated-measures models with structured covariance matrices. (English) Zbl 0625.62052

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.

MSC:

62J05 Linear regression; mixed models
62J99 Linear inference, regression
62H12 Estimation in multivariate analysis
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