Statistical Methods for the Analysis of Repeated Measurements

This book provides a comprehensive summary of a wide variety of statistical methods for the analysis of repeated measurements. It is designed to be both a useful reference for practitioners and a textbook for a graduate-level course focused on methods for

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Alfred: Berger: Bilodeau and Brenner: Blom: Brockwell and Davis: Chow and Teicher: Christensen: Christensen: Christensen: Creighton: Davis: Dean and Voss: du Toil, Steyn, and Stumpf: Durrett: Edwards: Finkelstein and Levin: Flury: Jobson: Jobson: Kalbfleisch: Kalbfleisch: Karr: Keyfitz: Kiefer: Kokoska and Nevison: Kulkarni: Lehmann: Lehmann: Lehmann and Casella: Lindman: Lindsey: Madansky: (continued after index)

Charles S. Davis

Statistical Methods for the Analysis of Repeated Measurements

With 20 Illustrations

123

Charles S. Davis Senior Director, Clinical Operations and Biostatistics Elan Pharmaceuticals 7475 Lusk Boulevard San Diego, CA 92121 USA [email protected]

Editorial Board George Casella

Department of Biometrics Cornell University Ithica, NY 14853-7801 USA

Stephen Fienberg

Department of Statistics Carnegie Mellon University Pittsburgh, PA 15213-3890 USA

Ingram Olkin

Department of Statistics Stanford University Stanford, CA 94305 USA

Library of Congress Cataloging-in-Publication Data Davis, Charles S. (Charles Shaw), 1952– Statistical methods for the analysis of repeated measurements/Charles S. Davis. p. cm. — (Springer texts in statistics) Includes bibliographical references and index. ISBN 0-387-95370-1 (alk. paper) 1. Multivariate analysis. 2. Experimental design. I. Title.MIII. Series. QA278.D343M2002 519.5'35—dc21 2001054913 Printed on acid-free paper. © 2002 Springer-Verlag New York, Inc. All rights reserved. This work may not be translated or copied in whole or in part without the written permission of the publisher (Springer-Verlag New York, Inc., 175 Fifth Avenue, New York, NY 10010, USA), except for brief excerpts in connection with reviews or scholarly analysis. Use in connection with any form of information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed is forbidden. The use of general descriptive names, trade names, trademarks, etc., in this publication, even if the former are not especially identified, is not to be taken as a sign that such names, as understood by the Trade Marks and Merchandise Marks Act, may accordingly be used freely by anyone. Production managed by Frank McGuckin; manufacturing supervised by Jerome Basma. Camera-ready copy prepared from the author’s LaTeX2e files using Springer’s svsing2e.sty file. Printed and bound by Edwards Brothers, Inc., Ann Arbor, MI. Printed in the United States of America. 9n8n7n6n5n4n3n2n1 ISBN 0-387-95370-1

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Preface

I have endeavored to provide a comprehensive introduction to a wide variety of statistical methods for the analysis of repeated measurements. I envision this book primarily as a textbook, because the notes on which it is based have been used in a semester-length graduate course I have taught since 1991. This co