This monograph is written for students at the graduate level in biostatistics, statistics or other disciplines that collect longitudinal data. It concentrates on the state space approach that provides a convenient way to compute likelihoods using the Kalman filter.

chapter 1|25 pages


chapter 2|26 pages

A General Linear Mixed Model

chapter 3|25 pages

First Order Autoregressive Errors

chapter 4|23 pages

State Space Representations

chapter 5|20 pages

The Laird-Ware Model in State Space Form

chapter 6|19 pages

Autoregressive Moving Average Errors

chapter 7|17 pages

Nonlinear Models

chapter 8|30 pages

Multivariate Models