Multilevel mixed linear model analysis using iterative generalized least squares

作者：Harvey Goldstein · 发表于：Biometrika · 年份：1986 · DOI：10.1093/biomet/73.1.43 · 被引用次数：786 · 研究领域：Spatial and Panel Data Analysis、Statistical Methods and Bayesian Inference、Korean Urban and Social Studies

Models for the analysis of hierarchically structured data are discussed. An iterative generalized least squares estimation procedure is given and shown to be equivalent to maximum likelihood in the normal case. There is a discussion of applications to complex surveys, longitudinal data, and estimation in multivariate models with missing responses. An example is given using educational data.