A. Shah et al., A RANDOM-EFFECTS MODEL FOR MULTIPLE CHARACTERISTICS WITH POSSIBLY MISSING DATA, Journal of the American Statistical Association, 92(438), 1997, pp. 775-779
The use of random-effects models for the analysis of longitudinal data
with missing responses has bean discussed by several authors. This ar
ticle extends the random-effects model for a single characteristic to
the case of multiple characteristics, allowing for arbitrary patterns
of observed data. Two different structures for the covariance matrix o
f measurement error are considered: uncorrelated error between respons
es and correlation of error terms at the same measurement times. Param
eters for this model are estimated via the EM algorithm. The set of eq
uations for this estimation procedure is derived; these equations are
appropriately modified to deal with missing data. The methodology is i
llustrated with an example from clinical trials.