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Mixed Effects Models

To: s-news@wubios.wustl.edu
Subject: Mixed Effects Models
From: James Rizopoulos <jimsailgr@yahoo.gr>
Date: Sun, 23 Sep 2001 12:56:25 +0100 (BST)
Dear all, 

My name is James Rizopoulos and I am a new S plus 2000
user for Windows

I would like to know if there is any function in S
plus for Mixed Models for Longitudinal Data

yi = Xi β + Zi ui + εi

i = 1,2,?,N individuals
j = 1,2,?,ni observations for individual i

where

yi = ni x 1 response vector for individual i

Xi = ni x p design matrix for the fixed effects

β = p x 1 vector of unknown fixed parameters

Zi = ni x r design matrix for the random effects

ui = r x 1 vector of unknown random effects

εi = ni x 1 residual vector

with

εi ~ NID(0, σ2 Ιni)

ui ~ NID(0, Σu)


Thank you all for your help and for your time

=====
James Rizopoulos Undergraduate Student
Department of Statistics
Athens University of Economics and Business
Greece

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