Should the pharmaceutical industry consider using high-order autoregressive models when modelling panel data?
制药行业面板数据建模是否应考虑高阶自回归结构?
Longitudinal data, often in the form of panel data, are commonly encountered in the pharmaceutical industry. However it is not always possible to fit an unstructured covariance matrix when using the Mixed Model for Repeated Measures (MMRM). Here we argue that high-order autoregressive models provide a useful framework when more general correlation structures, such as the unstructured and/or Toeplitz, are unfeasible. The autoregressive model of order one is often suggested…