[R-sig-ME] Multivariate Multilevel Mixed-Effects Model

David Afshartous david.r.afshartous at vanderbilt.edu
Fri Apr 13 17:21:07 CEST 2012


There are a few old threads on this topic that may be useful to you.  
Google "[r-sig-ME]  multivariate mixed effects model" and they should 
come up.   A good place to start is:
Doran, H., Lockwood, J., 2006. Fitting value-added models in R. Journal 
of Educational and Behavioral Statistics 31 (2), p. 205-230.



On 04/13/2012 04:32 AM, Eiko Fried wrote:
> Hello.
>
> I have a problem that I have not been able to solve within the last months.
> Maybe R offers options to tackle this.
>
> My dataset:
>
> * N = 1000, 5 measurement points
> * 9 categorical dependent variables (depressive symptoms, scored 0, 1, 2 or
> 3) that are intercorrelated
> * 7 time-varying covariates that are dichotomous life events (yes/no) at
> each measurement point (people can have multiple life events, therefor this
> is not just one categorical with 0=no life event, 1=life event1, 2=life
> event2 etc.)
> * A bunch of time-invariant baseline predictors (e.g. neuroticism, early
> family environment, genotype, gender, family history of depression ... ),
> measured only once at the first measurement point.
>
> My core question is whether different life events lead to different
> depressive symptom profiles (controlling for baseline variables).
>
> I can confirm this hypothesis in nine univariate repeated measurement
> mixed-models (some life events are predictors for some symptoms but not
> others, and vice versa), but that invites the problem of (1) not being able
> to control for multiple models, and (2) ignoring the correlated structure
> of my categorical response variables.
>
> So I'm looking for multivariate multilevel models currently to do all of
> this in one analysis.
> Could this be achieved with R? The more palpable the recommendations the
> better, I have little experience with R.
>
> Thank you
> Eiko
>
> 	[[alternative HTML version deleted]]
>
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-- 
David Afshartous, Ph.D.
Research Associate Professor
PSTAT®: ASA Accredited Professional Statistician
Department of Biostatistics
Vanderbilt University Medical Center



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