Computation aspects of the parameter estimates of linear mixed effects model in multivariate repeated measures set-upAnuradha Roy Journal of Applied Statistics, 2008, vol. 35, issue 3, pages 307-320 Abstract: The number of parameters mushrooms in a linear mixed effects (LME) model in the case of multivariate repeated measures data. Computation of these parameters is a real problem with the increase in the number of response variables or with the increase in the number of time points. The problem becomes more intricate and involved with the addition of additional random effects. A multivariate analysis is not possible in a small sample setting. We propose a method to estimate these many parameters in bits and pieces from baby models, by taking a subset of response variables at a time, and finally using these bits and pieces at the end to get the parameter estimates for the mother model, with all variables taken together. Applying this method one can calculate the fixed effects, the best linear unbiased predictions (BLUPs) for the random effects in the model, and also the BLUPs at each time of observation for each response variable, to monitor the effectiveness of the treatment for each subject. The proposed method is illustrated with an example of multiple response variables measured over multiple time points arising from a clinical trial in osteoporosis. Keywords: best linear unbiased prediction; covariance structures; linear mixed effects model; multivariate repeated measures data (search for similar items in EconPapers) Downloads: (external link) Related works: Ordering information: This journal article can be ordered from Access Statistics for this article Journal of Applied Statistics is edited by Professor Gopal K. Kanji More articles in Journal of Applied Statistics from Taylor and Francis Journals |
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