Re: Random effects model for time series data

[Spencer Graves <spencer.graves@pdf.com>]

     Are you familiar with Pinheiro and Bates (2000) Mixed-Effects 
Models in S and S-Plus (Springer)?  This book describes how to fit this 
type of model using 'lme'.  I highly recommend this book for anyone 
interested in this type of problem. 

     Hope this helps,
     Spencer Graves

Martyn Colins wrote:
>  
> I would like to know how to fit a random effects model to equally 
> spaced time series data. The data is multivariate normal data, I have 
> 11,000 subjects each with 72 monthly observations spanning 6 years. I 
> have 3 fixed effects and 1 random effect, these effects are the same 
> for all 72 observations (i.e. the same model for each response).
>  
> I'm would like to know how to fit such a model in S-Plus?
>  
> Also, I'm interested in finding out the correlations between the fixed 
> effects and the random effect? I would be very grateful for your 
> suggestions.
>  
> Regards,
> Martyn
>  
>  
>
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