Skip Navigation

Biometrika 1990 77(4):721-731; doi:10.1093/biomet/77.4.721
© 1990 by Biometrika Trust
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by JONES, R. H.
Right arrow Articles by ACKERSON, L. M.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

Serial correlation in unequally spaced longitudinal data

RICHARD H. JONES and LYNN M. ACKERSON

Department of Preventive Medicine and Biometrics, School of Medicine, University of Colorado Health Sciences Center Denver, Colorado 80262, U.S.A.
Department of Biometrics, National Jewish Center for Immunology and Respiratory Medicine Denver, Colorado 80206, U.S.A.

Serial correlation in the within subject error structure in longitudinal data with unequally spaced observations is modelled using continuous time autoregressive moving averages. The models considered have both fixed and random effects in addition to serially correlated within subject errors. Two approaches are presented for calculating the exact likelihood for a model when the errors are Gaussian. The first calculates the covariance matrices for each subject for assumed values of the unknown parameters and estimates the fixed parameters by weighted least squares. The second uses a state space model and the Kalman filter to calculate the exact likelihood. Both methods involve the use of complex arithmetic. Nonlinear optimization is used to obtain maximum likelihood estimates of the parameters.

Key Words: Continuous time ARMA model • Exact likelihood • Growth curve • Kalman filter • Longitudinal data • Serial correlation • State space representation • Unequally spaced observations


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?




Disclaimer:
Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.