A review of two different approaches for the analysis of growth data using longitudinal mixed linear models: Comparing hierarchical linear regression (ML3, HLM) and repeated measures designs with structured covariance matrices (BMDP5V)

The question of how to analyze unbalanced or incomplete repeated-measures data is a common problem facing analysts. We address this problem through maximum likelihood analysis using a general linear model for expected responses and arbitrary structural models for the within-subject covariances. Models that can be fit include standard univariate and multivariate models with incomplete data, random-effects models, and models with time-series and factor-analytic error structures. We describe Newton-Raphson and Fisher scoring algorithms for computing maximum likelihood estimates, and generalized EM algorithms for computing restricted and unrestricted maximum likelihood estimates. An example fitting several models to a set of growth data is included.

The analysis of repeated measures data can be conducted efficiently using a two-level random coefficients model. A standard assumption is that the within-individual (level 1) residuals are uncorrelated. In some cases, especially where measurements are made close together in time, this may not be reasonable and this additional correlation structure should also be modelled. A time series model for such data is proposed which consists of a standard multilevel model for repeated measures data augmented by an autocorrelation model for the level 1 residuals. First- and second-order autoregressive models are considered in detail, together with a seasonal component. Both discrete and continuous time are considered and it is shown how the autocorrelation parameters can themselves be structured in terms of further explanatory variables. The models are fitted to a data set consisting of repeated height measurements on children.