1986
DOI: 10.2307/2530695
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Unbalanced Repeated-Measures Models with Structured Covariance Matrices

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 Fi… Show more

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Cited by 1,140 publications
(585 citation statements)
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“…Little and Rubin (1987) catalogued EM algorithms for any missing-data problems. EM has also been applied to many situations that are not necessarily thought of as missing-data problems but can be formulated as such: multilevel linear models for unbalanced repeated measures data, where not all participants are measured at all time points (Jennrich & Schluchter, 1986;Laird & Ware, 1982); latent class analysis (Clogg & Goodman, 1984) and other finitemixture models (Titterington, Smith, & Makov, 1985); and factor analysis (Rubin & Thayer, 1983). For some of these problems, non-EM methods are also available.…”
Section: Computing ML Estimatesmentioning
confidence: 99%
“…Little and Rubin (1987) catalogued EM algorithms for any missing-data problems. EM has also been applied to many situations that are not necessarily thought of as missing-data problems but can be formulated as such: multilevel linear models for unbalanced repeated measures data, where not all participants are measured at all time points (Jennrich & Schluchter, 1986;Laird & Ware, 1982); latent class analysis (Clogg & Goodman, 1984) and other finitemixture models (Titterington, Smith, & Makov, 1985); and factor analysis (Rubin & Thayer, 1983). For some of these problems, non-EM methods are also available.…”
Section: Computing ML Estimatesmentioning
confidence: 99%
“…To account for the likely correlation between outcomes observed at subsequent assessments of the same subject, we relied on generalized estimating equations (GEE) extension of conventional multiple linear regression for longitudinal data (39). In GEE analyses, we assumed the autoregressive order 1 structure of the covariance matrix of the residuals, which implies that correlations between observations that are closer in time are stronger than for observations several months apart, a standard assumption in longitudinal studies (40).…”
Section: Statistical Analysesmentioning
confidence: 99%
“…But this type of matrix is too complex, since all variances and covariances are different and too large matrices would then have to be calculated. According to Jennrich and Schluchter (1986), the number of estimatable parameters is q 5 (T*(T 1 1))/2, where T is the length of the time series. With a maximum length of time series in our dataset of about 225 measures (lactation day 6 to 230), the number of parameters to estimate would arise to q 5 25 425.…”
Section: Model I (Fr)mentioning
confidence: 99%