文章基本信息

标题：MIXREGLS: A Program for Mixed-Effects Location Scale Analysis
本地全文：下载
作者：Donald Hedeker ; Rachel Nordgren
期刊名称：Journal of Statistical Software
印刷版ISSN：1548-7660
电子版ISSN：1548-7660
出版年度：2013
卷号：52
期号：1
页码：1-38
语种：English
出版社：University of California, Los Angeles
摘要：MIXREGLS is a program which provides estimates for a mixed-effects location scale model assuming a (conditionally) normally-distributed dependent variable. This model can be used for analysis of data in which subjects may be measured at many observations and interest is in modeling the mean and variance structure. In terms of the variance structure, covariates can by specified to have effects on both the between-subject and within-subject variances. Another use is for clustered data in which subjects are nested within clusters (e.g. clinics, hospitals, schools, etc.) and interest is in modeling the between-cluster and within-cluster variances in terms of covariates. MIXREGLS was written in Fortran and uses maximum likelihood estimation, utilizing both the EM algorithm and a Newton-Raphson solution. Estimation of the random effects is accomplished using empirical Bayes methods. Examples illustrating stand-alone usage and features of MIXREGLS are provided, as well as use via the SAS and R software packages.