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1、LectureNotesinStatistics192EditedbyP.Bickel,S.FienbergDavidB.DunsonEditorRandomEffectandLatentVariableModelSelectionABCEditorDavidB.DunsonNationalInstituteofEnvironmentalHealthSciencesResearchTrianglePark,NCUSAdunson@stat.duke.eduISBN:978-0-387-76720-8e-ISBN:978-0-387-76721-
2、5DOI:10.1007/978-0-387-76721-5LibraryofCongressControlNumber:2008928920°c2008SpringerScience+BusinessMedia,LLCAllrightsreserved.Thisworkmaynotbetranslatedorcopiedinwholeorinpartwithoutthewrittenpermissionofthepublisher(SpringerScience+BusinessMedia,LLC,233SpringStreet,NewYor
3、k,NY10013,USA),exceptforbriefexcerptsinconnectionwithreviewsorscholarlyanalysis.Useinconnectionwithanyformofinformationstorageandretrieval,electronicadaptation,computersoftware,orbysimilarordissimilarmethodologynowknownorhereafterdevelopedisforbidden.Theuseinthispublicationo
4、ftradenames,trademarks,servicemarks,andsimilarterms,eveniftheyarenotidentifiedassuch,isnottobetakenasanexpressionofopinionastowhetherornottheyaresubjecttoproprietaryrights.Coverillustration:FolliclesofcolloidinthyroidPrintedonacid-freepaper987654321springer.comPrefaceRandomEf
5、fectandLatentVariableModelSelectionInrecentyears,therehasbeenadramaticincreaseinthecollectionofmultivariateandcorrelateddatainawidevarietyoffields.Forexample,itisnowstandardprac-ticetoroutinelycollectmanyresponsevariablesoneachindividualinastudy.Thedifferentvariablesmaycorres
6、pondtorepeatedmeasurementsovertime,toabatteryofsurrogatesforoneormorelatenttraits,ortomultipletypesofoutcomeshavinganunknowndependencestructure.Hierarchicalmodelsthatincorporatesubject-specificparametersareoneofthemostwidely-usedtoolsforanalyzingmultivariateandcorrelateddata.
7、Suchsubject-specificparametersarecommonlyreferredtoasrandomeffects,latentvariablesorfrailties.Therearetwomodelingframeworksthathavebeenparticularlywidelyusedashierarchicalgeneralizationsoflinearregressionmodels.Thefirstisthelinearmixedeffectsmodel(LairdandWare,1982)andthesecon
8、disthestructuralequationmodel(Bollen,1989).Linearmixedeffects(LME)modelsext
