Parameters associated with the particular levels of a covariate are sometimes called the “effects” of the levels. If the levels that are observed represent a random sample from the set of all possible levels we call these effects "random."

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Correlated Random Effects Probit vs. GEE Population-Averaged Probit

My question relates to recent work on correlated random effects probit models (see these slides from Wooldridge) and comparing them to GEE population averaged probit models: Is one approach better as ...
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30 views

Fixed / Random Effects Model

I have the following kind of panel data set, without a time variable. 20 countries are the panel variable and provide data on 48 other countries. The independent variables are 6 (intercorrelated) ...
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22 views

Expected mean square of random effect in CRD model

Random effect in CRD model: \begin{align} y_{ij} &= \mu + \tau_{i} + \varepsilon_{ij} \\ \tau_{i} &\sim \mathcal N(0,\sigma_{\tau}^2) \\ \varepsilon_{ij} &\sim ...
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9 views

How do I partition variance among nested random effects for non-normal data and an unbalanced design?

I have a dataset of plant drought tolerance values (called TLP_DRY) that I would like to partition variance for among the nested levels Biome/Study site/Species to figure out whether most variation in ...
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23 views

Iterative solving of ML estimators

I have derived this likelihood function \begin{equation} \begin{split} &-\frac{1}{N}\log L(\eta,\beta,\mathit{\Omega})\\ &=\frac{1}{2}\log ...
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16 views

Hausman test VS Mundlak model; the choice between fixed and random effects

I am using panel data and I have to choose between fixed-effect and random-effect models. I run the Hausman test, the H0 (i.e., the difference in the coefficients from the two models is not ...
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1answer
74 views

Using glmer to estimate treatment interactions

In my data, I have two treatment conditions with repeated measures for each subject. I would like to run a mixed logistic regression separately for each of my two conditions where my binary outcome DV ...
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1answer
69 views

How do I “nest” data in a mixed-effects model? and MANY related questions about mixed effects models!

I treated 80 people with drug X and 80 with drug Y. I presented the drugs to them in groups of 10 (meow groups). The drug was consumed for 15 weeks. They reported the severity of their headaches (from ...
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10 views

Random effects assumption and testing level 2 predictor variables

I was wondering if someone has any advice about the analysis I’m carrying out, or just give a recommended reference? I’m using a random effects modelling approach to account for clustering of patients ...
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19 views

Standard errors in Fixed and Random Effects

If the appropriate model choice is Fixed Effects in a panel study, will the inference derived from the standard errors in an Random Effects model still be valid?
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17 views

Poisson Regression Nested Design

At the moment, I'm trying to do a 'Poisson Regression'. I have several years (2004 to 2012) with four seasons in each year. My dataset consists of the amount of carcasses found every 10 days, and the ...
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23 views

Including a nested factor as random effect in a GLMM

Good afternoon, I'd like to ask for advice on including a nested factor as a random effect in a GLMM. I've read other threads in this forum, but still am not able to answer my question. Any help is ...
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29 views

How to incorporate time varying group covariates in linear mixed effects model

I have a continuous response $Y_{ij}$ after taking repeated measures in an individual $i$. Altogether I measure $Y_{ij}$ 5 times (j=1..5) under different types of subject motion: still1, still2, nod, ...
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12 views

Interpretation of Random Slope in Multilevel models

i got a question regarding random slopes in hierarchical models (multilevel). I fit two models: Model 1: without random slope for covariate x (only random intercept) Model 2: random slope for ...
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1answer
18 views

Time varying predictors at higher aggregation levels in multilevel survival analysis

The case: I am trying to estimate event history models (also known as survival models) with time-varying predictors at two different levels of (geographical) aggregation. More precisely, I am using a ...
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25 views

What plots should be used for diagnostics for linear mixed model?

Before fitting a linear mixed model, can any plots be used to show a random intercept/slope is justifiable in the model? I.e. these plots may indicate a different pattern for each individual over ...
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35 views

Can (should?) regularization techniques be used in a random effects model?

By regularization techniques I'm referring to lasso, ridge regression, elastic net and the like. Consider a predictive model on health care data containing demographic and diagnosis data where length ...
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33 views

Random effects model with PLM: “System is computationally singular”-Error?

I am currently trying to estimate some panel data models in R using PLM package. This includes the estimation of basic pooled, fixed effects and random effects models. Therefore I make use of this ...
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36 views

Fixed, random effect and nested factor in lme

I have a dataset with the following variables: Treatment : (fixed,3 levels) Location : (fixed, 4 levels) Sample (random, 5 levels): 5 samples are taken in each location (randomly) Subsample ...
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35 views

Different estimates of crossed random factor variance using nlme and lme4

I want to fit a model with two crossed random factors that also allow heteroscedasticity. Whereas nlme4 allows non-constant error variance, I was not sure how to ...
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52 views

Repeated observations on the same unit at the same time point, how to solve xtset repeated time values?

I’m interested in testing the impact of gender on personal selling. I have data on each salespeople’s amount of sales per customer for 22 months from Jan 2002 to Oct 2003 (amount of sales per customer ...
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8 views

Random effects structure of unbalanced design

The random effects structure of the following experiment puzzles me. I am interested in the consumption (quantity) differences between two types (A and B) of cattle forage. Therefore, I selected four ...
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17 views

Paired t-test and random intercept model

It's known that the paired t-test is equivalent to the random intercept model in the sense that the data for paired t-test is actually two repeated measures on the same subject and we can use a ...
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38 views

What are the potential problems associated with using negative binomial regression with random effects?

Are there any major potential problems with using negative binomial regression (xtnbreg) with random effects and lagged dependent/independent variables. (Time-series cross-section data) I'm analyzing ...
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1answer
58 views

The right way to report random effects in a Cox survival model

I have a data set (patients (15000) nested in hospitals (50)), with a number of covariates. I built a proportional hazards model in Stata, and entered site as a frailty term. I would like to report ...
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1answer
61 views

Poisson fixed and random effect

I have claim frequency panel data for five years consisting of age, CC, make of car, age and gender of insured person and geographical area. I have run a Poisson regression to model the claim ...
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2answers
75 views

Variance-covariance structure for random-effects in glmer

What is the default variance-covariance structure for random-effects in glmer in lme4 package? How does one specify other ...
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0answers
38 views

mixed model with both random effects and specified covariance structure

A linear mixed effects model allows you to specify random subject-level effects, or a (non-zero) covariance structure for within-subject residuals, or both. I've read a number of separate explanations ...
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1answer
64 views

Linear Mixed Model Interpretation

I'm working on analyzing some data that need to use lme model, but I'm not sure about interpreting the output. Data looks like this: ...
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1answer
134 views

Marginal model versus random-effects model – how to choose between them? An advice for a layman

In searching for any info about marginal model and random-effects model, and how to choose between them, I have found some info but it was more-or-less mathematical abstract explanation (like for ...
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39 views

How to report Stata random effects model

Can anyone tell me what is the best way to report the data from a re model? Should I just reproduce the whole table? Or should I pick out the relevant statistics? I can't find any info on this on ...
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1answer
69 views

Random effects model

I've carried out random effects models on my dependent variables. Some of these give an $F$ statistic that is not significant, meaning my model is not significant. What exactly does this mean? Does it ...
2
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1answer
57 views

Crossed vs. nested & fixed vs. random factors

A barn has 4 sections of animals. Within each section are 4 goats. Each goat is given one of four types of food. One of each goat's kidneys is randomly selected to be inspected after 3 days for level ...
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44 views

Clustering on three levels: time, group, individual –- how to correctly specify the model in R?

I would like to run a lagged random effects regression. The data is from an experiment in which participants were assigned to groups of five and participated in an interactive game for 20 rounds. ...
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33 views

Is it possible to fit a multilevel Weibull/generalised gamma survival model?

I am imagining a situation in which I have individual patient survival data from a number of clinical trials of a particular drug. The drug can be used for a wide variety of cancers which have ...
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13 views

Dynamic linear model and Multilevel models

Can dynamic linear models be seens as special cases of multilevel models/random-coefficient models? If yes, how is the reasonning behind that?
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1answer
58 views

Political preference as independent variable - fixed or random effect?

I'm having a discussion with my colleague about an exam question. Let's say we have a questionnaire in which, among others, the preference for a political party is asked for. How would we model ...
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0answers
26 views

Small data set and validity of Multilevel Regression results

I want to estimate a hierarchical multilevel regression (two levels). My data set is fairly small: 25 groups and 255 individual observations distributed unequally among groups (group member size ...
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2answers
48 views

one-way within subjects anova

Consider an experiment where subjects reaction times are measured in three conditions. Because every subject participates in each condition, this is a typical within-subjects design. Now I'm wondering ...
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28 views

Standardized to Unstandardized Coefficients with Random Effects?

From the following discussion How to convert standardized coefficients to unstandardized coefficients? it appears trivial to compute unstandardized coefficients from a regression using scaled ...
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0answers
30 views

What is the difference between fixed effect and random effect model of ANOVA and when these should apply? [duplicate]

ANOVA Test is used on mean score of individual studies' parametric estimates with fixed and Known population or random unknown population.
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1answer
97 views

Variance estimation in Random Effects model

I'm studying panel data models in my introductory econometrics class, especially random effects models. Consider the model: $$y_{it}=x_{it}'\beta +c_i+u_{it}$$ with the assumptions ...
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0answers
34 views

Panel data Random Effect implications

when using an unbalanced panel with Nxtreg and found the Panel to be a Random effect Model (as results of HAUSMAN test estimations), does it have any implications on the other test? or it means we use ...
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48 views

Help Simulating Random Effects in SAS

I'm trying to create a simulation of drug concentration based on the dose of a drug given. I have some preliminary data and I used a random effects model to analyze the relationship between ...
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0answers
76 views

How to write a (mixed effect?) model for a hypothetical experiment studying exam scores

Consider the following slightly unrealistic experiment: I have an infinitely large pool of questions to write exams from, and suppose that the questions are continuously rated in difficulty from 0 to ...
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31 views

How to specify a repeated-measure random effect, and a nested plot-in-stand in a glmm.admb nbinom?

I'm not sure my glmmadmb syntax correctly specifies: that plots(2,184) are grouped or blocked within stands(24-26 per period), and there are repeated measures -- 3 winters and 3 summers on the ...
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46 views

Validating a model with 2 random effects and fixed effects of different levels

I have been working on this problem for the last little while and trying to write out the code to the below math/description for an ecological dataset in lmer, but ...
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0answers
30 views

How can I get a “whole treatment effect” for a 3 level categorical variable in a GLMM (glmmPQL in R)

I work with habitat use data (summarized binomial data: visited / did not visit) which I fitted with a mixed model of the binomial family with a random factor accounting for repeated sampling of the ...
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1answer
197 views

How to determine effect of random factors and slopes and their variance in Mixed Model

I would like to determine the variance explained by random factors and slopes in a mixed model but am unsure if the analysis I use and my interpretation are correct. Furthermore, comparing models and ...
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0answers
96 views

Random effect with 0 variance in GLMM

In this study, subjects are measured continuously over the day via electrocardiography (ECG). During the day, certain trigger events occur randomly. Once all the data is collected, the trigger events ...