terms of theith subject’s mean response:
logitmi¼PðD¼ 1 jRXÞ¼b 0 þb 1 RXiþb 0 iþb 1 iRXi;
whereb 0 ifollows a normal distribution with mean 0 and
variancesb 02 ,b 1 ifollows a normal distribution with mean
0 and variancesb 12 and where the covariance matrix ofb 0 i
andb 1 iis a 22 matrix,G.
It may be helpful to restate the model by rearranging the
parameters such that the intercept parameters (fixed and
random effects) and the slope parameters (fixed and ran-
dom effects) are grouped together:
logitmi¼PðD¼ 1 jRXÞ¼ðb 0 þb 0 iÞþðb 1 þb 1 iÞRXi
- Use the model to obtain the odds ratio for RX¼1 vs.
RX¼0 for subjecti. - Use the model to obtain the baselineriskfor subjecti
(i.e., risk when RX¼0). - Use the model to obtain the odds ratio (RX¼1 vs. RX¼
- averaged over all subjects.
Below are three examples of commonly used covariance
structures represented by 33 matrices. The elements are
written in terms of the variance (s^2 ), standard deviation
(s), and correlation (r). The covariance structures are pre-
sented in this form in order to contrast their structures
with the correlation structures presented in Chap. 14. A
covariance structure not only contains correlation para-
meters but variance parameters as well.
Variance Compound Unstructured
components symmetric
s^2100
s^220
00 s^23
2
4
3
5
s^2 s^2 rs^2 r
s^2 rs^2 s^2 r
s^2 rs^2 rs^2
2
4
3
5
s^21 s 1 s 2 r 12 s 1 s 3 r 13
s 1 s 2 r 12 s^22 s 2 s 3 r 23
s 1 s 3 r 13 s 2 s 3 r 23 s^23
2
4
3
5
The compound symmetric covariance structure has the
additional constraint thatr0,
- Which of the above covariance structures allow for
variance heterogeneity within a cluster? - Which of the presented covariance structures allow for
both variance heterogeneity and correlation within a
cluster. - Consider a study in which there are five responses per
subject. If a model contains two subject-specific ran-
dom effects (for the intercept and slope), then for sub-
jecti, what are the dimensions of theGmatrix and of
theRmatrix?
592 16. Other Approaches for Analysis of Correlated Data