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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18 views

Random effect, how should I interpret the results

I dont know how I should report these numbers, and which number should be reported. The correlation between self-reported confidence with correctness of diagnoses (total score)among medical ...
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1answer
42 views

Predicted probabilities for probit model in R - categorical variable

I am running a probit regression with a random effect: m1<-glmer(Binary~Explan+(1|Random),family=binomial(link="probit")) where Explan is a three-level ...
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1answer
13 views

Random effects in Bayesian network or Decision Tree

I wonder if we can incorporate a random effect model (as it is used a function..for example linear or logistic regression) to other machine learning algorithms such as Bayes network or decision tree? ...
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47 views

Hessian Hell: Why won't this converge

I want to track and compare within-subject trajectories of performance over time in study (TIME) on three within-subject task conditions (task_index) categorical variable. I am using ID as my subject ...
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20 views

Should I include same variable as fixed effect as well as a random effect in random intercept model?

I have a problem in my project work. I have a three level nested model with level-2 cluster and level-3 division. My supervisor suggested me to include division as a explanatory variable as well as a ...
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9 views

Marginal Posterior Distribution of Random Effects in Bayesian Logistic Regression

Suppose I'm fitting a logistic regression, and I would like to include individual variability into the estimation process via a random effect. So I have something like: $$ y \sim ...
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7 views

Under what circumstances would a covariate with an odds ratio of 1 show up in my best model?

I have performed a random effects repeated measures logistic regression for my research. One of my covariates consistently has an odds ratio of 1.000 and a negligible coefficient (<0.00001), yet it ...
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1answer
17 views

Beta regression with “random effect” of source plot in two seasons

I am attempting to model the effect of several continuous and categorical predictors on a continuous proportion response variable. My experiment had 3 treatments, which were replicated in each of 9 ...
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1answer
22 views

Output too similar from FE and REML model meta-analysis on metafor for R

I'm trying to use the metafor package in R to run fixed and random effects model meta-analyses on data with a single continuous ...
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16 views

Secondary moderating effect in limited dependent variable models and graphical ilustration

As part of my research I am using a dynamic random effects discrete choice model. To make it more concrete, I am researching performance persistence with firm level data. I regress a limited ...
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1answer
46 views

Calculating Overall Relative Bias

I am in some trouble to understand how is to calculate the overall relative bias. In this link, there are results of overall relative bias in "Parameter estimates" sub-section under "Results" ...
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31 views

Multilevel Model in Matrix Form

A two-level model, with one explanatory variable at the individual level $(X)$ and one explanatory variable at the group level $(Z)$ : ...
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1answer
43 views

Underestimated Coverage probability

Let $U0$ denotes intercept variance and $U1$ denotes slope variance. Given that the coverage rate for the intercept variance is $91$% $(U0)$ , and the coverage rate for the slope variance is $91.2$% ...
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2answers
199 views

How to account for participants in a study design?

I have a conceptual problem. I want to find out if stress during the day leads to (stronger) teeth grinding (bruxism) at night. I have a number of participants. They will fill in a self-report ...
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21 views

Notation in two-level regression model

In this pdf, formula of two-level regression model is written as : $$Y_{ij}=\beta_{0j}+\beta_{1j}X_{ij}+e_{ij}$$ and in the pdf $e_{ij}$ is referred as individual level Residual . But I am not ...
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1answer
118 views

Statistical Significance Issue in Mixed Model

A multilevel model, with one explanatory variable at the individual level (X) and one explanatory variable at the group level (Z): ...
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67 views

Testing Fixed and Random Effect of Mixed Model

This pdf illustrates nicely how is to test the random effect of multilevel model . But I am simulating data from a two-level model and estimating the parameters of the model for various combination of ...
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30 views

Convergence Criteria in R's lmer

In this article , it is written in the Convergence and estimation bias para that : It is important to consider the minimum number of cases needed to ensure the model converges and that sample ...
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26 views

Problem with Hausman test

Hello and thank you for your time. I am running a Hausman test to choose between FE and RE. The coefficients on random effect and fixed effects are very different. However, I fail to reject the null ...
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38 views

Hierarchical (multilevel, random-effects) Gaussian process regression

If we have a $J$ groups of predictor, outcome (univariate) variable pairs, $$ \{(y_{j1}, x_{j1}) \ldots (y_{jn_j}, x_{jn_j})\}, \quad\text{for $j \in 1\cdots J$}, $$ a hiearchical linear regression ...
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64 views

Calculating Standard Error of Standard Deviation

Following this post , I think first I need to be theoretically sound . In my theory class , I learnt that inverse of information matrix is the variance-covariance matrix of estimates . To find the ...
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16 views

How is the confidence interval of variance component calculated?

How is the confidence interval of variance component calculated ? As far I know , confidence interval of variance is calculated as : ...
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1answer
34 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
55 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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43 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
58 views

Difference between two lmer model

Can you please explain where is the difference between the following two models : ...
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42 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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31 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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28 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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46 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
12 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
63 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
39 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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15 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
39 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 ...
2
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1answer
67 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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17 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
177 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
13 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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56 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
65 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
99 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
59 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
48 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
24 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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9 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 ...
3
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1answer
37 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
55 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
58 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 ...