\documentclass[11pt]{article} \setlength{\oddsidemargin}{0.0truein} \setlength{\evensidemargin}{0.0truein} \setlength{\textwidth}{6.5truein} \setlength{\topmargin}{0.0truein} \setlength{\textheight}{9.0truein} \setlength{\headsep}{0.0truein} \setlength{\headheight}{0.0truein} \setlength{\topskip}{10.0pt} \setlength{\parskip}{5mm} \usepackage{url} \begin{document} \begin{center} \textbf{\textsc{STANFORD UNIVERSITY}}\\[5pt] \textbf{\textsc{DEPARTMENT OF STATISTICS}}\\[5pt] \Large{\textbf\textsc{{DEPARTMENTAL SEMINAR}}} \end{center} \begin{center} 4:15 p.m., Tuesday, May 16, 2006\\ Sequoia Hall Room 200\\ (Cookies at 3:45 in 1st Floor Lounge) \end{center} \begin{center} \textsl{ Raja Velu }\\ Whitman School of Management, Syracuse University \end{center} \begin{center} \textbf{ Reduced-Rank Regression Models for Longitudinal Data } \end{center} \noindent The random effects models discussed in Laird and Ware (1982) are widely used in the analysis of longitudinal data. The principal advantage of the models is that they provide a unified framework to deal with a variety of important special problems that arise in practice. The models can account for serial correlations and also deal with the unbalanced data. The two-stage modeling approach allow for modeling both between and within unit variations. But when the dimensions of the response and the predictor variables are large, it is possible that there is some redundancy in the number of parameters. We will demonstrate how reduced-rank regression methods can be used to build more parsimonious models. The ideas can also be related to latent variable models. An example based on scanner data will be presented to illustrate the methods. \noindent Raja Velu is a Professor, Whitman School of Management at Syracuse University. Currently he is on sabbatical visiting the statistics department at Stanford and at IBM-Almaden. \end{document}