I

NATIONAL UNIVERSITY OF SINGAPORE

ST4242

Analysis of Longitudinal Data

Semester II: 2013-2014

Time allowed: 2 hours

INSTRUCTIONS TO CANDIDATES

1. This examination paper consists of TWO (2) sections: Section A and Section B. It
contains a total of FIVE (5) questions and comprises FOUR (4) printed pages.
2. Answer TWO (2) questions of Section A. The marks for each question in Section A
are 30 and indicated at the beginning of the question.
3. Section B contains THREE (3) questions carrying total marks 40. The marks for each
question in Section B are indicated at the beginning of the question.
4. Candidates may use the provided computer and share the printer, no personal machine
is allowed. Please do not use the printer until you are informed.
5. This is an open book examination.
6. Programmable calculators are not allowed.

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ST4242

SECTION A

Section A consists of two computational questions and carries a total of 60 marks. You
are advised to spend about 75 minutes on it.

Question 1 [30 marks]

The data in TS.doc are a study of dental growth. Measurements of the distance (mm)

from the center of the pituitary gland to the pteryomaxillary fissure were obtained on

11 girls and 16 boys at ages 8, 10, 12, and 14.

The raw data are stored in an external file dental.dat

Each row of the data set contains the following six variables:

ID Gender Y1 Y2 Y3 Y4

Note: The categorical (character) variable Gender is coded F= Female, M = Male.

The 3rd measurement (at age 12) on subject ID=20 is a potential outlier.

1.1 On a single graph, construct a time plot that displays the mean distance (mm)
versus age (in years) for boys and girls. Describe the time trends for boys and
girls.
1.2 Perform profile analysis to test whether there are differences between the two
groups, fitting the following models for the covariance:

[(a)] unstructured covariance

[(b)1 compound symmetry

[(c) 1 autoregressive
1.3 Choose a model for the covariance that adequately fits the data.
SAS code and print, state the reason of your selection.)

(write out the

Question 2 [30 marks]

2.1 Given the choice of model for the covariance from Problem 1.3, treat age (or time)
as a categorical variable and fit the model which includes the effects of age, gender
and their interactions. Determine whether the change over time is different for boys
and girls.
2.2 Compare the predicted means estimated by the regression coefficients from Prob
lem 2.1 with the sample means in the two groups at ages 8 and 14.
2.3 Given the choice of model for the covariance from Problem 1.3, treat age as a
continuous variable and fit a model which includes the effects of a linear trend in age,
gender and their interaction. Compare and contrast the results with those obtained
in Problem 2.1.

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ST4242

SECTION B
Section B consists of three theoretic questions and carries a total of 40 marks. You
are advised to spend about 45 minutes on it.
Question 3 [15 marks]
Suppose that Ykij , i 1 , ' ..

,n, j

= 1" .. ,p, k = 1,2 is the j-th observation on the i-th

subject of the k-th group.

(i) State the null hypothesis of no group effect in profile analysis.

(ii) State the hypothesis of no time effect.
(iii) State the hypothesis that there is no group by time interaction effect.
(iv) Draw graphs to show the differences of the three hypothesis above.

Question 4 [15 marks]

Consider the general linear model Yij

X:jf3

+ Cij)

1,' .. ,n and j

1"" ,po

(i) For any working matrix W (positive definite), show that

n

2)Yi-Xi~YW-l(Yi-Xi~)+(~-f3Y L X;W- 1 Xi(~-f3):

i=l
i=l

I/Yi-Xi (3)'W- (Yi-X i f3)

i=l

where

Yi

= (Yil)"', Yip)'

and X;

(X: 1,"') X: p)'

(ii) Show that ~ is the general least squares estimator of 13 with respect to the non
negative target function
n

Q(f3) = L(Yi - X i (3)IW- 1 (Yi - Xi(3).

i=l

(iii) Show that ~ is an unbiased estimator of 13 no matter what working matrix is

chosen.
(vi) Suppose the covariance matrix of Yi is L:, show that the covariance of ~ is

. . . -4

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ST4242

Question 5 [10 marks]

Consider the mixed effect model Yij
(i)

X~j(3

+ Z:b i + Eij,

i = I, - - -, nand j

Derive the Least Squares Estimator of (3

(ii) Derive the BLUP (Best Linear Unbiased Predictor)

(iii) Derive the covariances of

bi -

END OF PAPER

bi

I, - - - ,p_