Multilevel time series models with applications to repeated measures data.

Abstract:

:The analysis of repeated measures data can be conducted efficiently using a two-level random coefficients model. A standard assumption is that the within-individual (level 1) residuals are uncorrelated. In some cases, especially where measurements are made close together in time, this may not be reasonable and this additional correlation structure should also be modelled. A time series model for such data is proposed which consists of a standard multilevel model for repeated measures data augmented by an autocorrelation model for the level 1 residuals. First- and second-order autoregressive models are considered in detail, together with a seasonal component. Both discrete and continuous time are considered and it is shown how the autocorrelation parameters can themselves be structured in terms of further explanatory variables. The models are fitted to a data set consisting of repeated height measurements on children.

journal_name

Stat Med

journal_title

Statistics in medicine

authors

Goldstein H,Healy MJ,Rasbash J

doi

10.1002/sim.4780131605

subject

Has Abstract

pub_date

1994-08-30 00:00:00

pages

1643-55

issue

16

eissn

0277-6715

issn

1097-0258

journal_volume

13

pub_type

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