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J Stat Softw. 2013 Mar;52(12):1-38.

MIXREGLS: A Program for Mixed-Effects Location Scale Analysis.

Author information

1
Center for Biostatistical Development, Division of Epidemiology & Biostatistics (M/C 923), School of Public Health, University of Illinois at Chicago, 1603 West Taylor Street, Room 955, Chicago, IL, 60612-4336.

Abstract

MIXREGLS is a program which provides estimates for a mixed-effects location scale model assuming a (conditionally) normally-distributed dependent variable. This model can be used for analysis of data in which subjects may be measured at many observations and interest is in modeling the mean and variance structure. In terms of the variance structure, covariates can by specified to have effects on both the between-subject and within-subject variances. Another use is for clustered data in which subjects are nested within clusters (e.g., clinics, hospitals, schools, etc.) and interest is in modeling the between-cluster and within-cluster variances in terms of covariates. MIXREGLS was written in Fortran and uses maximum likelihood estimation, utilizing both the EM algorithm and a Newton-Raphson solution. Estimation of the random effects is accomplished using empirical Bayes methods. Examples illustrating stand-alone usage and features of MIXREGLS are provided, as well as use via the SAS and R software packages.

KEYWORDS:

Fortran; R; SAS; ecological momentary assessment; heteroscedasticity; intensive longitudinal data; mixed models; multilevel; variance modeling

PMID:
23761062
PMCID:
PMC3676904

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