ANALYSIS OF LONGITUDINAL DATA - RANDOM COEFFICIENT REGRESSION MODELING

We review random coefficient regression (RCR) models and methods for f itting these models from an applications perspective. Methods for data with exponential family distributions are presented with the Gaussian distribution as a special case. Attention is given to interpretation of fixed effects and the correlation structures implied by RCR models. Estimation methods are presented with computational approaches. Probl ems associated with testing fixed effects include accurate variance es timation and robustness to misspecification of the covariance structur e. Methods for model selection and assessment are presented. An exampl e is used to demonstrate recommended approaches.