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Re: st: Xtmixed and AR(1) disturbance term for repeated measure data


From   Joseph Coveney <jcoveney@bigplanet.com>
To   Statalist <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Xtmixed and AR(1) disturbance term for repeated measure data
Date   Mon, 02 May 2005 13:52:30 +0900

Shige Song wrote:

Can xtmixed be used to estimate multilevel growth model with AR(1)
disturbance term, like what one can do with the REPEAT option in Proc
Mixed in SAS? A quick glance on the manualI did not find  any
discussion on this topic. Thanks!

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It doesn't seem like any such patterned covariance structures are built in.
Haven't thought about it much, but is there any chance that you could set up
a block-diagonal structure with or without the use of -eqn- or -constraint-
to get what you want?

As for first-up enhancements to -xtmixed-, I vote for denominator degrees of
freedom calculations (esp., Kenward-Roger) over further patterned covariance
structures, implementing a -robust-/cluster()- option, or building upon it
with GLM-like transformations  la PROC GLIMMIX.

Joseph Coveney


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