Skip to main content
Tweeted twitter.com/StackStats/status/1598738829581717505
Became Hot Network Question
added 2 characters in body
Source Link
rnorouzian
  • 4.1k
  • 4
  • 28
  • 59

I'm following-up on this great answer. Essentially, I was wondering how could misspecification of random-effects bias the estimates of fixed-effects?

So, can the same set of fixed-effect coefficients become biased if we create models that only differ in their random-effect specification?

Also as a conceptual matter, can we say in mixed-effect models, the fixed-effect coef is some kind of (weighted) average of the individual regression counterparts fit to each individual cluster and that is why fixed-effect coefs in mixed models can prevent something like this Simpson's Paradox case from happening?

A possible R demonstration is appreciated.

I'm following-up on this great answer. Essentially, I was wondering how could misspecification of random-effects bias the estimates of fixed-effects?

So, can the same set of fixed-effect coefficients become biased if we create models that only differ in their random-effect specification?

Also as conceptual matter, can we say in mixed-effect models, the fixed-effect coef is some kind of (weighted) average of the individual regression counterparts fit to each individual cluster and that is why fixed-effect coefs in mixed models can prevent something like this Simpson's Paradox case from happening?

A possible R demonstration is appreciated.

I'm following-up on this great answer. Essentially, I was wondering how could misspecification of random-effects bias the estimates of fixed-effects?

So, can the same set of fixed-effect coefficients become biased if we create models that only differ in their random-effect specification?

Also as a conceptual matter, can we say in mixed-effect models, the fixed-effect coef is some kind of (weighted) average of the individual regression counterparts fit to each individual cluster and that is why fixed-effect coefs in mixed models can prevent something like this Simpson's Paradox case from happening?

A possible R demonstration is appreciated.

added 396 characters in body
Source Link
rnorouzian
  • 4.1k
  • 4
  • 28
  • 59

I'm following-up on this great answer. Essentially, I was wondering how could misspecification of random-effects bias the estimates of fixed-effects?

So, can the same set of fixed-effect coefficients become biased if we create models that only differ in their random-effect specification?

Also as conceptual matter, can we say in mixed-effect models, the fixed-effect coef is some kind of (weighted) average of the individual regression counterparts fit to each individual cluster and that is why fixed-effect coefs in mixed models can prevent something like this Simpson's Paradox case from happening?

A possible R demonstration is appreciated.

I'm following-up on this great answer. Essentially, I was wondering how could misspecification of random-effects bias the estimates of fixed-effects?

So, can the same set of fixed-effect coefficients become biased if we create models that only differ in their random-effect specification?

A possible R demonstration is appreciated.

I'm following-up on this great answer. Essentially, I was wondering how could misspecification of random-effects bias the estimates of fixed-effects?

So, can the same set of fixed-effect coefficients become biased if we create models that only differ in their random-effect specification?

Also as conceptual matter, can we say in mixed-effect models, the fixed-effect coef is some kind of (weighted) average of the individual regression counterparts fit to each individual cluster and that is why fixed-effect coefs in mixed models can prevent something like this Simpson's Paradox case from happening?

A possible R demonstration is appreciated.

Source Link
rnorouzian
  • 4.1k
  • 4
  • 28
  • 59

Can fixed-effects become biased due to random structure misspecification

I'm following-up on this great answer. Essentially, I was wondering how could misspecification of random-effects bias the estimates of fixed-effects?

So, can the same set of fixed-effect coefficients become biased if we create models that only differ in their random-effect specification?

A possible R demonstration is appreciated.