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Say you have a longitudinal data set with 5 measurement points, which begins at 200-300 participants and declines to about 50. There is an intervention between time-point 2 and 3. There's 3 continuous IVs and 1 continuous DV measured at all timepoints. One group. The key interest is the predictive value of the IVs as far into the future as possible, not the effect of the intervention. What alternative types of modeling are applicable? Do you do a bunch of regressions of the IVs on the DV between all interesting 2 timepoint-spans? Or is there some more effective type of modeling which extracts the same information in a more compact manner using less analyses? Is there any idea to do anything but a linear model given the low number of time-points?

I am thankful for any answers.

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The first thing I would do is a lot of graphing. Then I'd look at why there is such high attrition. Then I'd probably go with some kind of multi-level model. – Peter Flom Sep 3 '12 at 23:51
Could you perhaps point me towards some study or example in a book that uses a multilevel model in a similar fashion to what you would suggest? @Peter Flom – Missing Bob Sep 4 '12 at 0:07
My favorite book on this is Hedeker & Gibbons, Longitudinal Data Analysis. But there are lots of good ones. – Peter Flom Sep 4 '12 at 0:19
I figured that since the sample isn't really from a hierarchically structured sample, a multilevel model is not applicable, so I am curious: How would you define the hierarchical levels? @PeterFlom – Missing Bob Sep 4 '12 at 12:30
If you have the same people at multiple times, then it is hierarchical. If it's different people at each time, then I misunderstood your question. – Peter Flom Sep 4 '12 at 21:50
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