Fixed Effects Regression Methods for Longitudinal Data Using SAS

2.1. Introduction

In chapter 1, I showed how the conventional paired-comparisons t-test could be interpreted as a fixed effects method that controlled for all stable characteristics of the individual. The model discussed there was actually a special case of a more general linear model for quantitative response variables. That model is the subject of this chapter.

First some notation. Let y_it be the value of the response variable for individual i on occasion t. To keep things concrete, I'll refer to the individuals as persons and the occasions as different times at which the person is measured. However, in some applications i could index groups and t could index different individuals within those groups.

We also have some predictor variables: ...