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Jan
18
comment Finding a trend in variance
Hi again. Sorry that I'm not explaining it very well. It's not that the variance of any particular variable has a trend. It's the variance of the hospital-level effects (random effects) that has a trend. It is hypothesized that the variation in hospital-level effects has decreased linearly over the period of the data, due to more /consistency/ in clinical diagnosis and treatment (not necessarily /better/ treatment/outcomes, though that is also likely, but not the point).
Jan
18
comment Finding a trend in variance
...Cont... At this point I am searching for published papers, in any field/discipline, where a trend in variance has been modeled at level 1 in a multilevel model. So far I have not found any, but I am pretty sure that there should be some. If anyone can point me in the right direction, or provide links to published research I would be very grateful.
Jan
18
comment Finding a trend in variance
Thank you. I'll mark this as the accepted answer soon. First, if you don't mind I'd like to ask a related question which refers to the points @whuber and yourself made. I asked about this because it arose as a consequence of other modelling I am doing. The /real/ problem is described in this open question: stats.stackexchange.com/questions/19911/… It is thought that there has been a near-linear change in randoms effects variance, and that is actually what I'm eventually hoping to model. Cont......
Jan
17
comment Finding a trend in variance
Hi Erik and thanks. You know, I almost posted the question on mapleprimes, not SE ! I ran your code and also got good results, albeit with a "Warning, undefined value encountered"
Jan
17
comment Finding a trend in variance
Thank you very much for those suggestions - I will look into them :)
Jan
17
comment Finding a trend in variance
Thanks for your comment. It seems to be trivial to you, but it's unwieldy to me and I don't know how to solve such equations in R.
Jan
17
comment Finding a trend in variance
Thanks, but I don't know how to do that in R. Wouldn't the likelihood function would be unwieldy with n=1000 ? I fiddled around a little in Maple and didn't have much success there either.
Jan
17
asked Finding a trend in variance
Jan
16
answered Introduction to structural equation modeling
Dec
19
comment Temporal analysis of variation in random effects
Around 100 hospitals, on average around 500 patients per hospital (but of course it's not balanced)
Dec
18
comment Temporal analysis of variation in random effects
Thank you. What about using a 3 level hierarchical approach, with patients within years within hospitals. Would this make sense ?
Dec
16
asked Temporal analysis of variation in random effects
Dec
15
awarded  Critic
Dec
15
awarded  Enthusiast
Dec
14
accepted Illustrative datasets and analysis for multilevel modelling
Dec
13
revised Most famous statisticians
added url
Dec
13
awarded  Necromancer
Dec
12
comment Illustrative datasets and analysis for multilevel modelling
As for the books in the tag, I have Venables and Ripley (2002) and Gelman & Hill (2006) and haven't found anything there. I also just got Pinheiro & Bates - Mixed Effects Models in S and S-Plus from the library - there are a some pharmacokinetics datasets there, but nothing very close to what I'm looking for.
Dec
12
comment Illustrative datasets and analysis for multilevel modelling
Thanks - I have looked at the bristol.ac.uk course and it was quite helpful. However, at this stage I'm really looking for some analysis of patient & hospital data, and unfortunately all their examples (that I saw) were from the social sciences.
Dec
12
revised Illustrative datasets and analysis for multilevel modelling
added info about the data I will be working with.