Analysis of incomplete multivariate data using linear models with structured covariance matrices.

Abstract:

:Incomplete and unbalanced multivariate data often arise in longitudinal studies due to missing or unequally-timed repeated measurements and/or the presence of time-varying covariates. A general approach to analysing such data is through maximum likelihood analysis using a linear model for the expected responses, and structural models for the within-subject covariances. Two important advantages of this approach are: (1) the generality of the model allows the analyst to consider a wider range of models than were previously possible using classical methods developed for balanced and complete data, and (2) maximum likelihood estimates obtained from incomplete data are often preferable to other estimates such as those obtained from complete cases from the standpoint of bias and efficiency. A variety of applications of the model are discussed, including univariate and multivariate analysis of incomplete repeated measures data, analysis of growth curves with missing data using random effects and time-series models, and applications to unbalanced longitudinal data.

journal_name

Stat Med

journal_title

Statistics in medicine

authors

Schluchter MD

doi

10.1002/sim.4780070132

subject

Has Abstract

pub_date

1988-01-01 00:00:00

pages

317-24

issue

1-2

eissn

0277-6715

issn

1097-0258

journal_volume

7

pub_type

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