MIXREG
MIXREG: a computer program for mixed-effects regression analysis with autocorrelated errors. MIXREG is a program that provides estimates for a mixed-effects regression model (MRM) for normally-distributed response data including autocorrelated errors. This model can be used for analysis of unbalanced longitudinal data, where individuals may be measured at a different number of timepoints, or even at different timepoints. Autocorrelated errors of a general form or following an AR(1), MA(1), or ARMA(1,1) form are allowable. This model can also be used for analysis of clustered data, where the mixed-effects model assumes data within clusters are dependent. The degree of dependency is estimated jointly with estimates of the usual model parameters, thus adjusting for clustering. MIXREG uses maximum marginal likelihood estimation, utilizing both the EM algorithm and a Fisher-scoring solution. For the scoring solution, the covariance matrix of the random effects is expressed in its Gaussian decomposition, and the diagonal matrix reparameterized using the exponential transformation. Estimation of the individual random effects is accomplished using an empirical Bayes approach. Examples illustrating usage and features of MIXREG are provided.
Keywords for this software
References in zbMATH (referenced in 5 articles )
Showing results 1 to 5 of 5.
Sorted by year (- Donald Hedeker; Rachel Nordgren: MIXREGLS: A Program for Mixed-Effects Location Scale Analysis (2013) not zbMATH
- Candel, Math J. J. M.: Empirical Bayes estimators of the random intercept in multilevel analysis: Performance of the classical, Morris and Rao version (2007)
- Leon, Andrew C.; Hedeker, Donald: Quintile stratification based on a misspecified propensity score in longitudinal treatment effectiveness analyses of ordinal doses (2007)
- Van Breukelen, Gerard J. P.: Psychometric modeling of response speed and accuracy with mixed and conditional regression (2005)
- Betti, Gianni; D’Agostino, Antonella; Neri, Laura: Panel regression models for measuring multidimensional poverty dynamics (2002)