Analysis of Longitudinal Data

Lecturer: Jan Beyersmann

Time and Venue


Tuesday 10:15-12:00 am, Thursday 8:15-10:00
Helmholtzstr. 18, Room 2.20

ExerciseWednesday: 4:00-5:45 pm, Helmholtzstr. 18, Room 120

General Informations:


The level of the course is roughly that of a first year's master course
in Mathematical Biometry. Some basic understanding of linear models is required.


Written exam: 16th July, 12:15-14:15, H15
Retake exam: 1st October, 10:00-12:00, Helmholtzstr. 18, Room 220


Longitudinal data arise when the same individual/experiment unit is measured at a sequence of observation times. Such data combine aspects of both multivariate data and time series. Specific to longitudinal data is that the temporal interdependence implies a highly structured pattern and that typical data sets consist of a moderate to large number of short series, one from each subject. If time permits, we will also look at joint models for both longitudinal and time-to-event (survival) data.

Exercise Sheets:

Sheet 1
Sheet 2Solution2.R   (updated 12.05.13)
Sheet 3Solution3.R
Sheet 4Solution4.R
Sheet 5Solution5.R
Sheet 6Solution6.R
Sheet 7Solution7.R (updated (Line 72) 13.09.13)
Sheet 8Solution8.R
Sheet 9Solution9.R
Sheet 10Solution10.R
Sheet 11Solution11.R
Sheet 12Solution12.R




Lecture notes


P Diggle et al., Analysis of Longitudinal Data, Oxford University Press 2002
G Fitzmaurice et al., Applied Longitudinal Analysis, Wiley 2011
D Hedecker and R Gibbons, Longitudinal Data Analysis, Wiley 2006


Die Klausurergebnisse können persönlich bei Frau Renate Jäger (Raum 161, Helmholtzstr. 18 ) erfragt werden.

Klausureinsicht Nachklausur: 15.10.2013 um 10:00 Uhr (Raum 1.41)

Retake exam