I recommend looking at chapter 6 of Paul Allison's *Fixed Effects Regression Models*. This chapter outlines how you can use a structural equation modeling framework to estimate a multi-level model (a random effects model). This approach is slower than just using MLM software like lmer() in the lme4 package, but has the advantage of being able to specify correlations between errors across time, the ability to control for time-invariant effects of time-invariant variables, and allows you to use the missing data maximum likelihood that comes in structural equation modeling packages.
Andrew Miles [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.