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General multivariate linear models for longitudional studies
Authors:Gwowen Shieh
Institution:Department of Management Science , National Chiao Tung University , Hsinchu, Taiwan, 30050, ROC
Abstract:Longitudinal studies occcur frequently in many different disciplines. To fully utilize the potential value of the information contained in a longitudinal data, various multivariate linear models have been proposed. The methodology and analysis are somewhat unique in their own ways and their relationships are not well understood and presented. This article describes a general multivaritate linear model for longitudinal data and attempts to provide a constructive formulation of the components in the mean response profile. The objective is to point out the extension and connections of some well-known models that have been obscured by different areas of application. More imporiantly, the model is expressed in a unified regression form from the subject matter considerations. Such an approach is simpler and more intuitive than other ways to modeling and parameter estimation. As a cmsequeace the analyses of the general class cf models for longitudional data can be casily implemented with standard software.
Keywords:doubly multivariate linear models  GMANOVA  Growth curve models  MANOVA  Pooled time series and cross-sectional data  Repeated measures design  Seemingly unrelated regression models  Time-varying covariatess
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