Very interesting book!
However, it doesn't cover multivariate models (I have 9 moderately
correlated, categorical dependent variables).

Again, I'm trying to find out whether 5 time-varying variables
(dichotomous; five different life events "yes"/"no"; subjects can have
several life events at the same time) cause differential profiles of my 9
depression variables in a longitudinal sample, controlling for
time-invariant covariates - exploratory.

Is this possible in R? If so, how? I thought about multilevel multivariate
mixed-effects models (random effect = subjects), but hardly find literature
for R.

Thanks a bunch!
Eiko



I recommend looking at chapter 6 of Paul Allison's *Fixed Effects
> Regression Models*.  This chapter outlines how you can use a structural
> equation modeling framework to estimate a multi-level model (a random
> effects model).  This approach is slower than just using MLM software like
> lmer() in the lme4 package, but has the advantage of being able to specify
> correlations between errors across time, the ability to control for
> time-invariant effects of time-invariant variables, and allows you to use
> the missing data maximum likelihood that comes in structural equation
> modeling packages.
>
> Hello,
>
> I've been trying to answer a problem I have had for some months now and
> came across multivariate multilevel modeling. I know MPLUS and SPSS quite
> well but these programs could not solve this specific difficulty.
>
> My problem:
> 9 correlated dependent variables (medical symptoms; categorical, 0-3), 5
> measurement points, 10 time-varying covariates (life events; dichotomous,
> 0-1), N ~ 900. Up to 35% missing values on some variables, especially at
> later measurement points.
>
> My exploratory question is whether there is an interaction effect between
> life events and symptoms - and if so, what the effect is exactly. E.g. life
> event 1 could lead to more symptoms A B D whereas life event 2 could lead
> to more symptoms A C D and less symptoms E.
>
> My question is: would MMM in R be a viable option for this? If so, could
> you recommend literature?
>
> Thank you
> --T
>
>
>

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