Models for Longitudinal Data with Random Effects and AR(1) Errors
含随机效应与 AR(1) 误差的纵向数据模型
For longitudinal data on several individuals, linear models that contain both random effects across individuals and autocorrelation in the within-individual errors are studied. A score test for autocorrelation in the within-individual errors for the “conditional independence” random effects model is first developed. An explicit maximum likelihood estimation procedure using the scoring method for the model with random effects and (autoregressive) AR(1) errors is then derived.…