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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13 views

Excel - Generate n sample with a certain level of confidence [on hold]

I was wondering if it's possible to generate n samples that will show the right average/number (or above) with a certain level of confidence. Let's imagine that I have an average of 100 and I want to ...
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1answer
20 views

Why are the Wald standard errors often very poor estimates of the uncertainty of variances?

As from this post as @Ben Bolker pointed out that : .. note that these (as often pointed out by Doug Bates) the Wald standard errors are often very poor estimates of the uncertainty of variances, ...
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1answer
43 views

Random effects--mixed model

I have 2 study sites containing data from a species of wildlife. I am trying to evaluate resource selection use a use vs. availability analysis where used animal locations = 1 and random locations = ...
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0answers
36 views

Modelling clustered data using boosted regression trees

I'm modelling habitat selection using boosted regression trees (BRTs), which I prefer over linear models for a variety of reasons (modeling complex nonlinear relationships and interactions, ...
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1answer
47 views

Difference between two lmer model

Can you please explain where is the difference between the following two models : ...
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0answers
34 views

Interpretation of various output of “lmer” function in R

library(lme4) fm1 <- lmer(Reaction ~ Days + (Days | Subject), sleepstudy) The notation (Days | Subject) says to allow the ...
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0answers
20 views

Difference between Prais-Winsten regression and Random effects cluster robust

after reading a lot about the various types of regressions, I came to the conlusion that I have to either a prais-winsten regression or a random effects regression with the option "cluster robust" in ...
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0answers
24 views

Plotting and interpreting residuals in Stata - How to identify a structural break?

I am researching firm level data with Stata 13. My endogenous variable is (unfortunately only) of binary nature and indicates whether a firm engaged in R&D activities or not (0;1). I use a panel ...
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0answers
26 views

Interpretation of SPSS output mixed model

I have an spss output, whereby I included the variable education in the fixed as well as random part of the SPSS mixed model syntax. A multilevel model is estimated whereby Level 2 represents ...
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0answers
9 views

Cross-Classified Random Effects: within and between subject predictors

I'm doing a linguistic experiment where participants have to respond to several items, so I have a cross classified structure where items are nested within participants and participants are nested ...
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2answers
48 views

Fixed effects or random effects model

I am currently writing my Master's thesis in which I aim at two things: 1) I try to find out if there are efficiency differences between public, private and non-profit hospitals 2) If efficiency ...
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2answers
35 views

Random effects: Can location be nested within time period?

This is a bit philosophical: I have mutiple responses at multiple sites in multiple years. Can I legitimately nest the random effect Site within Year, or must Site and Year be crossed effects? Given ...
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0answers
14 views

Comparing dependent pearson's r coefficients - second level

I would like to test whether activation in condition A is more similar to activation in condition B or C. Activation is measured by sampling every two seconds throughout the experiment, and all three ...
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1answer
28 views

gam models with random effect R

I am modeling fishery CPUE as a function of a number of a number of covariates using a GAM approach that includes fixed and random effects. I understand that there are limitations with regards to ...
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1answer
66 views

Panel data regression of crowdfunding projects

I never did something with panel data before, and could use some help. I have data of 173 crowdfunding projects, measured at four different time points, with %funded, if the project contains a video, ...
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0answers
16 views

Longitudinal analysis time invariant outcome

I want to assess the relationship between a predictor measured at multiple (4) time points and a dependent variable measured at a single time point. What would be most appropriate analytic strategy ...
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1answer
153 views

How Stata estimates a random effects for an unbalanced panel

I have estimated a random effects model with an unbalanced panel. I would like to know if Stata gives each individual the same weight when estimating the coefficients or whether each individual is ...
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0answers
11 views

Conditioning on random effects?

To protect the innocent, I'm going to fabricate an example. Suppose I've got 100 musicians: 50 attended school A, 50 attended school B. I'm interested in determining which school tends to produce ...
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0answers
40 views

Get predictions from mgcv:gam model with a new level in a random effect smooth

Is there a way to get a prediction from an gam model (from package mgcv) that contains random effect smooths, where the new data contains a level of the random effect that didn't exist in the training ...
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1answer
52 views

How to choose between fixed effects and random effect meta-analysis

In meta-analysis packages, both fixed effects and random effects models are available. How do one choose between these 2 models? Since one is assessing different studies, should one not choose random ...
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1answer
87 views

Random forest for binary panel data

I have a dataset with observations from about 50 countries and 20 years. My dependent variable is binary and I was wondering if I could use random forest to do out-of-sample predictions. My problem ...
2
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1answer
52 views

latent class analysis which modifies “given a certain class, probability for a respondent to show observed response”

Context I am trying to model a latent class model, which i give a priori restriction for the class-specific probabilities I'm using an SP data, for which respondents chose an alternative in 3 ...
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0answers
42 views

Sample size calculation for crossover design using dependent t-test - role of $\rho$?

I am trying to do a sample size calculation for a 2x2 crossover study. I have access to previous studies whereby I can get covariate adjusted estimates of the variability of the responses (from a ...
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0answers
22 views

How to define random effects for nested LMM

I investigated the behaviour of 125 individuals in 25 groups of 5 individuals across 4 days. The data is structured as follows (only showing 2 dummy groups and 2 individuals in each group): ...
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0answers
8 views

Is there an supervised learning method (a classifier) that can account for unobserved heterogeneity like a mixed logit can?

I'm just starting to teach myself various machine learning techniques. My background is in more "classical" statistics. I've got an analysis that I've done using a mixed logit to predict linkage in ...
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0answers
8 views

Random effects for analysis on pair of sites

I'm currently working on an analysis where I'm interested in the interaction between two sites. On each combination of my site I have a symmetrical variable (here a genetic correlation indicator ...
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1answer
34 views

different results from lme and lmer function

I am fitting a random slope and random intercept model using R. I used both lme and lmer funciton for the same model. However I got different results as shown below (different variance component ...
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1answer
44 views

Interpretation of model comparison with random slopes using lmer in R

I have a large data set with repeated measurements of same blood value (co) (2 to 7 measurements per patient). Each measurement is coupled with time which is the time interval between surgical ...
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0answers
49 views

Random slope and random intercept correlation at every level of X

Lets say individuals are nested within each ID and I am trying to a predict level 1 outcome Y from a level 1 predictor X1 or X2 with random slopes and intercepts. X1 and X2 are equivalent to each ...
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2answers
163 views

Random slope and intercept correlation. Not consistent in output vs manual calculation

Lets say individuals are nested within each ID and I am trying to a predict level 1 outcome Y from a level 1 predictor X with random slopes and intercepts. Using the nlme package in R, I ran the ...
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0answers
16 views

syntax rules for specifying multiple random effects in lme4 [duplicate]

I’m trying to get my head around the lme4 syntax for multiple random effects. I know there is lots of information out there on the topic, but I still haven’t found a source that provides clear ...
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1answer
55 views

Fixed/Random effects model

I am trying to understand/visualize it in my head how fixed/random effects models work. Can someone explain how can I infer something about the population from which I drew the sample with random ...
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0answers
51 views

Multilevel (Hierarchical) Models - data set example

I am currently trying to find an example that will use a Miltilevel/Hierarchical Model. The data set I am currently looking at is student "success" in a post-test regarding STD education. The data has ...
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0answers
20 views

Autocorrelation in random effects model

I am doing a random effects regression that has first order autocorrelation. When I use a robust method, my results turn insignificant. But if I exclude time dummies from the robust regression, my ...
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0answers
42 views

Formula for pooling variance components across imputations in mixed effects models?

I've had no luck with this question. I see here that someone has asked a very good question about combining confidence intervals. I haven't been able to find anything about even combining the ...
1
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1answer
81 views

Using individuals as a random effect

I would like to compare the average gene expression of three different genes in three different brain structures under two different conditions (see the table below). All means have been ...
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0answers
21 views

Effect size for two-sample test with complications such as multiple data per subject

I have a simple hypothesis, that my dependent variable depends on a two-level factor Condition. Ideally I would like get a measure of Cohen's D, with confidence interval. The problem is my model is ...
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0answers
39 views

Concerns regarding correlation structures and random variance using lme

I’m modeling some variables repeatedly measured over a three months period for a total of 300 individuals. These variables (e.g. activity) were measured at three different time scales: daily (90 ...
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0answers
14 views

What method to use for panel data: Impact of x on stock price volatility?

I have a Panel Data set for 60 companies, 10 years i.e. 600 observations. What I want to do is investigate whether the publication of a specific number (let's assume earnings per share, EPS) has an ...
0
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0answers
49 views

Glmer random effects model vs. dummy-coded fixed effects

I'm trying to analyze the data from an experiment I conducted, and could use some guidance in relation to fixed vs. random effects. The experiment was related to risk-seeking behavior in the context ...
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3answers
63 views

Need to model Panel Data

I have been given a assignment in which I fit various panel data models on a given set of data, and explain the pros and cons of each model. My data has 3 dependent variables, 6 independent variables ...
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0answers
17 views

Why are results different from R mixed effect logistic regression models with nested random effects?

I have a dichotomous outcome on 2500 individuals. From 18 geographical areas, and many households nested within areas. I need to assess the association between various predictors and my outcome, ...
0
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1answer
37 views

Mixed models and longitudinal studies: Is it ok to specify a random slope with time as a categorical?

My model is currently setup as follows either with just random intercepts: ...
0
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0answers
43 views

Linear mixed model with two correlated dependent variables

I'm using the swissmunicipalities dataset in the package sampling of R. I consider two correlated dependent variables, the population between 40 and 65 (Pop4065), and the population aged 65 or more ...
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0answers
18 views

Using Random Effects As Independent Variables in Other Models?

I was having a discussion with a colleague yesterday about an analysis he was doing with some student achievement data. We got into a discussion of value added models (VAM), which in my understanding ...
1
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0answers
96 views

95% CI in nonlinear mixed-effect model {lme4} with two or more crossed random effects

I have fisheries-independent data and am interesting in estimating maturity patterns across 50 lakes that are sampled (with bias) by 4 types of gear-collections. The sampling pattern is very ...
2
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1answer
30 views

Random Effect Model and Response Surface Methodology

In Design and analysis of experiment , Random effect is defined as : An experimenter is frequently interested in a factor that has a large number of possible levels. If the experimenters randomly ...
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0answers
19 views

Help on calculating variance for randon mixed effects

This is related to the post here: Understanding the variance of random effects in lmer() models I'm trying to calculate that proof explicitly and am missing something. The setup is we have a random ...
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1answer
102 views

Nested random effects and interaction terms in lme4

I have a data set containing various vegetation and geomorphic variables sampled in 3 distances on both sides of 43 drainage ...
2
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0answers
55 views

Impute missing data for mixed effects models?

Although I will not provide a reference, because I cannot recall where I did read it, I have several times read or heard that missing data is accommodated automatically in mixed models. Can anyone ...