ANALYSIS OF LONGITUDINAL DATA - RANDOM COEFFICIENT REGRESSION MODELING
ANALYSIS OF LONGITUDINAL DATA - RANDOM COEFFICIENT REGRESSION MODELING
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DOI：
10.1002/sim.4780131204
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发表时间：
1994-06-30
影响因子：
2
通讯作者：
ELASHOFF, RM
中科院分区：
文献类型：
--
作者：
RUTTER, CM;ELASHOFF, RM
我们从应用的角度回顾了随机系数回归（RCR）模型和拟合这些模型的方法。提出了具有指数族分布的数据的方法，并以高斯分布作为特例。重点关注固定效应的解释以及 RCR 模型隐含的相关结构。估计方法通过计算方法提出。与测试固定效应相关的问题包括准确的方差估计和对协方差结构错误指定的鲁棒性。提出了模型选择和评估的方法。使用示例来演示推荐的方法。
We review random coefficient regression (RCR) models and methods for fitting these models from an applications perspective. Methods for data with exponential family distributions are presented with the Gaussian distribution as a special case. Attention is given to interpretation of fixed effects and the correlation structures implied by RCR models. Estimation methods are presented with computational approaches. Problems associated with testing fixed effects include accurate variance estimation and robustness to misspecification of the covariance structure. Methods for model selection and assessment are presented. An example is used to demonstrate recommended approaches.