The data arise from a trial of estrogen patches in the treatment of postnatal depression. Women who had suffered an episode of postnatal depression were randomly allocated to two groups: the members of one group received an estrogen patch, and the members of the other group received a “dummy” patch—the placebo. The dependent variable was a composite measure of depression, which was recorded on two occasions prior to randomization and for each of 6 months posttreatment. A number of observations are missing (indicated by −9) because some women dropped out of the study. Begin by fitting an independence model to the data using multiple linear regression with the depression score as dependent variable, and treatment time and the two baseline measurements as explanatory variables. Next, fit both a random intercept and random intercept and slope model, and test which model is best. Use the estimated treatment effect from the model you choose to find a confidence interval for the treatment effect. What do you conclude from this confidence interval?
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