Correlated random-intercept and random-slope model

ID: correlated-random-intercept-and-random-slope-model

A subject-specific random intercept and random slope may have a joint bivariate normal distribution with arbitrary positive-definite covariance matrix . With independent normal measurement errors of variance , the marginal covariance between a person's readings at is , plus on the diagonal. Different subjects remain independent. Allowing distinguishes this model from an independent random-intercept and random-slope model.

New to topics? Read the docs here!