Tagged Questions

Statistical methods appropriate for the analysis of data sets comprising several levels of hierarchy of units of analysis (e.g., students nested in classes nested in schools; observations nested in patients nested in hospitals). If you can refer to more specific models like mixed-model or glmm, ...

241 views

Estimating correlated parameters with multi-level model

I would like to estimate a multi level model in Stata or R (using lmer) where the first level coefficients are the same for all observations, but the coefficients within observation are correlated. ...
2k views

Stepwise model selection, Hosmer-Lemeshow statistics and prediction success of model in nested logistic regression in R

is it possible to do stepwise (direction = both) model selection in nested binary logistic regression in R? I would also appreciate if you can teach me how to get: Hosmer-Lemeshow statitistic, Odds ...
64 views

Testing for the effect of an intervention when it is applied on a group of which each individual is measured

Suppose we have 500 students nested in 20 classes (different classrooms), 25 students per class student<-factor(1:500) class<-rep(LETTERS[1:20],each=25) ...
99 views

Statistics of events and invitations

I am going to be hosting a number (~10) of potluck meals over the course of the summer, my pool of people to invite is about 40 people with about 10-15 coming to each meal. So I figure this would be a ...
2k views

R package for multilevel structural equation modeling?

I want to test a multi-stage path model (e.g., A predicts B, B predicts C, C predicts D) where all of my variables are individual observations nested within groups. So far I've been doing this through ...
245 views

Possible identifiability issue in hierarchical model

I'm trying to fit some data using a hierarchical normal model $y_i \sim N(\theta_i,\sigma^2)$ $\theta_i \sim N(\mu, \sigma_\theta^2)$ $(\mu,\sigma^2,\sigma_\theta^2) \sim diffuse$ I fit this ...
225 views

Why the exchangeability of random variables is essential in hierarchical bayesian models?

Why the exchangeability of random variables is essential for the hierarchical Bayesian modeling?
714 views

Correct specification of longitudinal model in lme4

I am trying to fit a multilevel longitudinal model and i have a question regarding how to specify it. The data consist of about 8k observations collected from about 3k individuals at four time ...
379 views

Deriving mathematical model of pLSA

After knowing how LSA works, I went on continue reading on pLSA but couldn't really make sense of the mathematical formula. This is what I get from wikipedia (other academic papers/tutorial show ...
167 views

Fisher information in a hierarchical model

Given the following hierarchical model, $$X \sim {\mathcal N}(\mu,1),$$ and, $$\mu \sim {\rm Laplace}(0, c)$$ where $\mathcal{N}(\cdot,\cdot)$ is a normal distribution. Is there a way to get an ...
986 views

Clustered standard errors and multi-level models

Stata allows estimating clustered standard errors in models with fixed effects but not in models random effects? Why is this? By clustered standard errors, I mean clustering as done by stata's ...
654 views

Multiple imputation for clustered data

I have a few questions regarding multiple imputation for nested data. Context: I have repeated measures (4 times) from a survey and these are clustered in workplaces (205 workplaces). There are about ...
1k views

Why is a $p(\sigma^2)\sim\text{IG(0.001, 0.001)}$ prior on variance considered weak?

Background One of the most commonly used weak prior on variance is the inverse-gamma with parameters $\alpha =0.001, \beta=0.001$ (Gelman 2006). However, this distribution has a 90%CI of ...
411 views

Equations in the news: Translating a multi-level model to a general audience

The New York Times has a long comment on the 'value-added' teacher evaluation system being used to give feedback to New York City educators. The lede is the equation used to calculate the scores - ...
2k views

Evaluating effect sizes of interactions in multiple regression

I have been running 3-level multilevel models with HLM, and my main interest is in some cross-level interaction effects that I am finding. My concern is that the effect sizes of these interactions ...
798 views

Multi-stage selection model with panel data in R

My data consists of individual level observations nested within countries over time. I would like to use multilevel models along with some sort of selection model. I have three related questions. ...
3k views

How to test random effects in a multilevel model in R

I have been reading a good book called Applied Longitudinal Data Analysis: Modeling Change and Event Occurrence by Judith Singer and John Willet. The book shows that by modeling in 2 levels, we can ...
1k views

What's the relation between hierarchical models, neural networks, graphical models, bayesian networks?

They all seem to represent random variables by the nodes and (in)dependence via the (possibly directed) edges. I'm esp interested in a bayesian's point-of-view.
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Are these equivalent representations of the same hierarchical Bayesian model?

If $X$ is a categorical variable, and I am interested in the posterior distributions of $\beta_1$, where $\beta_1$ is a vector of coefficients, one for each level of X, are these equivalent models? ...
236 views

What is a good internet based source of information on Hierarchical Modeling?

I am talking about the regression method that measures the impact of several layers of independent variables upon a dependent variable.