COVARIANCE STRUCTURE SELECTION IN GENERAL MIXED MODELS

This article describes a unified approach to variance modeling and inference in the context of a general form of the normal-theory linear mixed model. The primary variance-modeling objects are parameterized covariance structures, examples being diagonal, compound-symmetry, unstructured, time-series, and spatial. These structures can enter in two different places in the general mixed model, and the combination of one or both of these places with the variety of structures provides a rich class of variance models. The approach is likelihood-based, and involves the use of both maximum likelihood and restricted maximum likelihood. Two examples provide illustration.