Multilevel Mixed Linear Model Analysis Using Iterative Generalized Least Squares
讨论了分层结构数据的分析方法,提出迭代广义最小二乘估计,证明其与正态情形下的最大似然等价,并应用于复杂调查、纵向数据和缺失响应多变量模型,附教育数据实例。
Models for the analysis of hierarchically structured data are discussed. An iterative generalized least squares estimation procedure is given and shown to be equivalent to maximum likelihood in the normal case. There is a discussion of applications to complex surveys, longitudinal data, and estimation in multivariate models with missing responses. An example is given using educational data.