search for: autorregressive

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2006 Oct 30
1
Random intercept-slope correlation (nlme)
Dear list members, I am working with a multilevel growth curve, that in its simplest form goes like follows: Yit = Ai + Bi t + eit (the error term is assumed to follow an AR(1) autorregressive process) One major topic in my research is the convergence in the values of Y over time. Thus, I am interested in the relationship between the random effects for the intercept and the slope, and I have a couple of questions about this: First, I have fitted the model using the nlme library in R...