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Multi-Unit Longitudinal Models with Random Coefficients and Patterned Correlation Structure: Modelling Issues

Ledolter, Johannes (1999) Multi-Unit Longitudinal Models with Random Coefficients and Patterned Correlation Structure: Modelling Issues. Forschungsberichte / Institut für Statistik, 62. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

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Abstract

The class of models which is studied in this paper, multi-unit longitudinal models, combines both the cross-sectional and the longitudinal aspects of observations. Many empirical investigations involve the analysis of data structures that are both cross-sectional (observations are taken on several units at a specific time period or at a specific location) and longitudinal (observations on the same unit are taken over time or space). Multi-unit longitudinal data structures arise in economics and business where panels of subjects are studied over time, biostatistics where groups of patients on different treatments are observed over time, and in situations where data are taken over time and space. Modelling issues in multi-unit longitudinal models with random coefficients and patterned correlation structure are illustrated in the context of two data sets. The first data set deals with short time series data on annual death rates and alcohol consumption for twenty-five European countries. The second data set deals with glaceologic time series data on snow temperature at 14 different locations within a small glacier in the Austrian Alps. A practical model building approach, consisting of model specification, estimation, and diagnostic checking, is outlined. (author's abstract)

Item Type: Paper
Keywords: Best linear unbiased predictors / BIC criterion / Longitudina/cross-sectional data / Mixed models / Model building strategy / Patterned Correlation Structure / Random effects / Random regression coefficients / Spatial correlation / SAS PROC MIXED
Divisions: Departments > Finance, Accounting and Statistics > Statistics and Mathematics
Depositing User: Repository Administrator
Date Deposited: 12 Jul 2006 07:20
Last Modified: 16 May 2015 21:17
URI: http://epub.wu.ac.at/id/eprint/432

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