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.
Hedeker
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Division of Epidemiology and Biostatistics, School of Public Health, University of Illinois at Chicago 60612-7260, USA. HEDEKER@UIC.EDU
Gibbons
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D000293:Adolescent; D001499:Bayes Theorem; D001699:Biometry; D002648:Child; D016000:Cluster Analysis; D003627:Data Interpretation, Statistical; D005069:Evaluation Studies as Topic; D006801:Humans; D008137:Longitudinal Studies; D015233:Models, Statistical; D012044:Regression Analysis; D000074606:Smoking Prevention; D012984:Software