Hello All, I am hoping someone can provide a good reference (preferrably online) for modeling longitudinal data with random effects. I believe some camps (like econ.) call similar set-ups as State Space Model. In case this is unclear, I want to look at an AR(1) model
Y_t = m_t + phi*[Y_(t-1) - m(t-1)] + e_t, with m_t = b_0 + b_1*x_1 +...+ b_k*x_k + d_t, where m_t is a mixed model. I have Googled relevant terms and wish to filter out stuff that's not useful for an applied statistician. Any leads are most appreciated. Thank you!! ------------------------------------------------------------------------ . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
