It would be nice if the complete separation always occurred at the last observation.  Then you could truncate without too much trouble.   Most of what I have come across suggests analyzing without the separated data, but in a repeated measures design where we are really pretty certain that the responses/errors are correlated, that doesn't fly too well.  One thing that might work is "coarsening" the repeats, where adjacent days are collapsed.  Another is to try (and this might be hard) fitting a spline to the "non-separated" data points, in order to capture the time dependence in the covariance matrix.   Steve Denham ... View more