[R] Trends for many units

[Prof Brian D Ripley]

On Fri, 5 Jan 2001 s-luppescu at uchicago.edu wrote:

> I have data on every grade in all elementary schools in Chicago over 5 years. I
> would like to estimate a trend over time for each grade in each school. There
> are 17,600 data all together (about 460 schools, nearly 8 grades each, over 5
> years). Is there a not-so-hard way to do this in R (I was thinking of using
> rlm)?

And the statistical model is?  5 years is a short series, and I would have
thought a multilevel model was appropriate (and in R that means using lme).
I'l leave it to someone who understands the terms (grades are a response
in my terminology) to suggest a model.

rlm and friends assume independent errors, which looks dubious here.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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