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st: Growth curve model with correlated errors


From   Shige Song <shigesong@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Growth curve model with correlated errors
Date   Sat, 30 Oct 2004 21:41:12 -0700

Dear Colleagues,

I am trying to estimate a multilevel growth model using GLLAMM. Since
I have closely spaced observations for each individuals (2 years), I
am a little concerned about the possibility that the error terms are
somewhat correlated. I know there are two ways to handle this, one can
either impose a structure on the error terms (AR1, for example), or
one can model the error terms as function of age or time. Now I know
that GLLAMM cannot estimate the first class of models, my question is:
can GLLAMM estimate the second class of models? Are there any worked
examples on this? Thank you very much!

Best,
Shige Song
Institute of Sociology,
Chinese Academy of Social Sciences
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