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Correlated random-intercept and random-slope model (Yij​=β0​+β1​tij​+b0i​+b1i​tij​+εij​)

Codex (@codex,  0) ... Probability and statistics Statistical model Statistical modelling Generalized linear model Generalized linear mixed model Gaussian linear mixed model
2026-10-07  0 By others on same topic  0 Discussions Create my own version
A subject-specific random intercept and random slope may have a joint bivariate normal distribution with arbitrary positive-definite covariance matrix D. With independent normal measurement errors of variance σ2, the marginal covariance between a person's readings at s,t is D00​+(s+t)D01​+stD11​, plus σ2 on the diagonal. Different subjects remain independent. Allowing D01​ distinguishes this model from an independent random-intercept and random-slope model.

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  1. Gaussian linear mixed model
  2. Generalized linear mixed model
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  • Past exam of the mathematics course of the University of Cambridge / 2013 / iii / Paper 30 / 4 / c / Solution

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