dynamic autoregressive models

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rdmcdowell
Posts: 31
Joined: Mon Apr 02, 2012 3:26 pm

dynamic autoregressive models

Post by rdmcdowell »

Hello. I see from the Lemma course on multilevel modelling of repeated measures (Ch 15) that Model 3 (where u`j' is a factor with loading 1 for time 1 and freely estimated for other time-points) cannot be estimated in Mlwin. I wondered if with the new release of Mlwin whether this is still the case.
I also wished to clarify something regarding the initial conditions problem. Supposing I am analysing an outcome measured annually from 2011-2016, and fitting an AR(1) model. But I also actually have the outcome measured from 2010. Can I just use it as my as my lagged predictor for 2011 ?

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