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Biometrika 1986 73(3):635-643; doi:10.1093/biomet/73.3.635
© 1986 by Biometrika Trust
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Censored observations, repeated measures and mixed effects models: An approach using the EM algorithm and normal errors

A. N. PETTITT

Department of Mathematics, Loughborough University of Technology Loughborough Leicestershire LE11 3TU, U.K.

Maximum likelihood estimation of a vector regression parameter and variance com ponents is considered for the mixed effects model when observations are right censored. A general scheme of estimation is given using the EM algorithm and detailed results found for the model with between and within block variation. This model is applied to the logarithms of survival times from a repeated measures design.

Key Words: Censored observation • EM algorithm • Failure time • Log normal • Maximum likelihood • Repeated measurements • Variance component


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