Longitudinal Data Analysis Autoregressive Linear Mixed Effects Models

This book provides a new analytical approach for dynamic data repeatedly measured from multiple subjects over time. Random effects account for differences across subjects. Auto-regression in response itself is often used in time series analysis. In longitudinal data analysis, a static mixed effects...

Full description

Bibliographic Details
Main Authors: Funatogawa, Ikuko, Funatogawa, Takashi (Author)
Format: eBook
Language:English
Published: Singapore Springer Nature Singapore 2018, 2018
Edition:1st ed. 2018
Series:JSS Research Series in Statistics
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
LEADER 02788nmm a2200313 u 4500
001 EB001861430
003 EBX01000000000000001025525
005 00000000000000.0
007 cr|||||||||||||||||||||
008 190304 ||| eng
020 |a 9789811000775 
100 1 |a Funatogawa, Ikuko 
245 0 0 |a Longitudinal Data Analysis  |h Elektronische Ressource  |b Autoregressive Linear Mixed Effects Models  |c by Ikuko Funatogawa, Takashi Funatogawa 
250 |a 1st ed. 2018 
260 |a Singapore  |b Springer Nature Singapore  |c 2018, 2018 
300 |a X, 141 p. 27 illus  |b online resource 
505 0 |a Chapter 1. Linear mixed effects model -- Chapter 2. Autoregressive linear mixed effects model -- Chapter 3. Bivariate longitudinal data -- Chapter 4. State-space representation -- Chapter 5. Missing data, time dependent covariate -- Chapter 6. Pretest-Posttest data 
653 |a Statistical Theory and Methods 
653 |a Statistics  
653 |a Mathematical statistics—Data processing 
653 |a Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences 
653 |a Statistics and Computing 
700 1 |a Funatogawa, Takashi  |e [author] 
041 0 7 |a eng  |2 ISO 639-2 
989 |b Springer  |a Springer eBooks 2005- 
490 0 |a JSS Research Series in Statistics 
856 4 0 |u https://doi.org/10.1007/978-981-10-0077-5?nosfx=y  |x Verlag  |3 Volltext 
082 0 |a 519.5 
520 |a This book provides a new analytical approach for dynamic data repeatedly measured from multiple subjects over time. Random effects account for differences across subjects. Auto-regression in response itself is often used in time series analysis. In longitudinal data analysis, a static mixed effects model is changed into a dynamic one by the introduction of the auto-regression term. Response levels in this model gradually move toward an asymptote or equilibrium which depends on covariates and random effects. The book provides relationships of the autoregressive linear mixed effects models with linear mixed effects models, marginal models, transition models, nonlinear mixed effects models, growth curves, differential equations, and state space representation. State space representation with a modified Kalman filter provides log likelihoods for maximum likelihood estimation, and this representation is suitable for unequally spaced longitudinal data. The extension to multivariate longitudinal data analysis is also provided. Topics in medical fields, such as response-dependent dose modifications, response-dependent dropouts, and randomized controlled trials are discussed. The text is written in plain terms understandable for researchers in other disciplines such as econometrics, sociology, and ecology for the progress of interdisciplinary research