Multivariate Longitudinal Analysis with Bivariate Correlation Test

Abstract : In the context of multivariate multilevel data analysis, this paper focuses on the multivariate linear mixed-effects model, including all the correlations between the random effects when the dimensional residual terms are assumed uncorrelated. Using the EM algorithm, we suggest more general expressions of the model's parameters estimators. These estimators can be used in the framework of the multivariate longitudinal data analysis as well as in the more general context of the analysis of multivariate multilevel data. By using a likelihood ratio test, we test the significance of the correlations between the random effects of two dependent variables of the model, in order to investigate whether or not it is useful to model these dependent variables jointly. Simulation studies are done to assess both the parameter recovery performance of the EM estimators and the power of the test. Using two empirical data sets which are of longitudinal multivariate type and multivariate multilevel type, respectively, the usefulness of the test is illustrated.
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Eric Houngla Adjakossa, Ibrahim Sadissou, Mahouton Norbert Hounkonnou, Gregory Nuel. Multivariate Longitudinal Analysis with Bivariate Correlation Test. PLoS ONE, Public Library of Science, 2016, 11 (8), pp.e0159649. 〈10.1371/journal.pone.0159649〉. 〈hal-01378473〉

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