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Multilevel Mixed Linear Model Analysis Using Iterative Generalized Least Squares

H. Goldstein
Biometrika
Vol. 73, No. 1 (Apr., 1986), pp. 43-56
Published by: Oxford University Press on behalf of Biometrika Trust
DOI: 10.2307/2336270
Stable URL: http://www.jstor.org/stable/2336270
Page Count: 14
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Multilevel Mixed Linear Model Analysis Using Iterative Generalized Least Squares
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Abstract

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.

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