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This version was published on October 1, 2007
Statistical Methods in Medical Research, Vol. 16, No. 5, 387-397 (2007)
DOI: 10.1177/0962280206075305

Random-effects models for multivariate repeated measures

S. Fieuws

Biostatistical Centre, Katholieke Universiteit Leuven, Leuven, Belgium

Geert Verbeke

Biostatistical Centre, Katholieke Universiteit Leuven, Leuven, Belgium, geert.verbeke{at}med.kuleuven.be

G. Molenberghs

Center for Statistics, Hasselt University, Diepenbeek, Belgium

Mixed models are widely used for the analysis of one repeatedly measured outcome. If more than one outcome is present, a mixed model can be used for each one. These separate models can be tied together into a multivariate mixed model by specifying a joint distribution for their random effects. This strategy has been used for joining multivariate longitudinal profiles or other types of multivariate repeated data. However, computational problems are likely to occur when the number of outcomes increases. A pairwise modeling approach, in which all possible bivariate mixed models are fitted and where inference follows from pseudo-likelihood arguments, has been proposed to circumvent the dimensional limitations in multivariate mixed models. An analysis on 22-variate longitudinal measurements of hearing thresholds illustrates the performance of the pairwise approach in the context of multivariate linear mixed models. For generalized linear mixed models, a data set containing repeated measurements of seven aspects of psycho-cognitive functioning will be analyzed.


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