Multi-Unit Longitudinal Models with Random Coefficients and Patterned Correlation Structure: Modelling Issues

Johannes Ledolter

Publication: Working/Discussion PaperWU Working Paper


The class of models which is studied in this paper, multi-unit longitudinal models, combines both the cross-sectional and the longitudinal aspects of observations. Many empirical investigations involve the analysis of data structures that are both cross-sectional (observations are taken on several units at a specific time period or at a specific location) and longitudinal (observations on the same unit are taken over time or space). Multi-unit longitudinal data structures arise in economics and business where panels of subjects are studied over time, biostatistics where groups of patients on different treatments are observed over time, and in situations where data are taken over time and space. Modelling issues in multi-unit longitudinal models with random coefficients and patterned correlation structure are illustrated in the context of two data sets. The first data set deals with short time series data on annual death rates and alcohol consumption for twenty-five European countries. The second data set deals with glaceologic time series data on snow temperature at 14 different locations within a small glacier in the Austrian Alps. A practical model building approach, consisting of model specification, estimation, and diagnostic checking, is outlined. (author's abstract)
Original languageEnglish
Place of PublicationVienna
PublisherDepartment of Statistics and Mathematics, WU Vienna University of Economics and Business
Publication statusPublished - 1999

Publication series

NameForschungsberichte / Institut für Statistik

WU Working Paper Series

  • Forschungsberichte / Institut für Statistik

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