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Re: st: baseline adjustment in linear mixed models
From
Clyde B Schechter <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: baseline adjustment in linear mixed models
Date
Sat, 9 Feb 2013 23:03:23 +0000
Giulio Formoso raises a question that comes up from time to time on Statalist: he plans to do a linear mixed model analysis of repeated-observations on a sample of units of observation, and asks if it is appropriate to include the baseline outcome value as a covariate.
Back to basics. Let's think about a very simple statistical model that could be analyzed with the command:
-xtmixed y || participant: -
with no independent variables. And let's assume that there are 2 observations for each participant. In equation form, this model is:
y_ij = mu + u_i + eps_ij, where i indexes participants, j = 1,2 indexes observations. The standard assumptions are the u_i ~ N(0, sig_u), eps_ij ~ N(0, sig_e), iid. From this, we can deduce that y_i1 and y_i2 have a joint bivariate normal distribution with mean mu and variance V = sig_u^2 + sig_e^2, and correlation r = sig_u^2/(sig_u^2 + sig_e^2).