EM-REML estimation of covariance parameters in Gaussian mixed models for longitudinal data analysis
© INRA, EDP Sciences 2000
Received: 24 September 1999
Accepted: 30 November 1999
Published: 15 March 2000
This paper presents procedures for implementing the EM algorithm to compute REML estimates of variance covariance components in Gaussian mixed models for longitudinal data analysis. The class of models considered includes random coefficient factors, stationary time processes and measurement errors. The EM algorithm allows separation of the computations pertaining to parameters involved in the random coefficient factors from those pertaining to the time processes and errors. The procedures are illustrated with Pothoff and Roy's data example on growth measurements taken on 11 girls and 16 boys at four ages. Several variants and extensions are discussed.
(To access the full article, please see PDF)