Random-Effects Models for Longitudinal Data Using Gibbs Sampling

Analysis of longitudinal studies is often complicated through differences amongst individuals in the number and spacing of observations. Laird and Ware (1982, Biometrics 38, 963-974) proposed a linear random-effects model to deal with this problem. We propose a generalisation of this model to accommodate multiple random effects, and show how Gibbs sampling can be used to estimate it. We illustrate the methodology with an analysis of long-term response to hepatitis B vaccination, and demonstrate that the methodology can be easily and effectively extended to deal with censoring in the dependent variable.