Could I use maximum likelihood method or any other frequenist method to estimate parameters for 3-level hierarchical model? Is there any references help me in this case? Thank you
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$\begingroup$ What's the problem? You mean in theory? Or in practice? Did you try anything? $\endgroup$– GijsCommented Nov 13, 2017 at 17:25
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$\begingroup$ I mean in practice. Yes I tried to use the maximum likelihood to estimate the parameters in the first level, then I use these estimates as data and I use it to estimate parameters in second level ( I use rma function from metafor package in r), then I consider estimates from second level as data and I use it to estimate parameters in third level also by using rma function. $\endgroup$– ZainabCommented Nov 13, 2017 at 17:39
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You can fit a mixed model with three levels, or more, with lme4. There's not a lot mentioned in their vignette. You need the : operator. Here is a link to a tutorial: http://rpsychologist.com/r-guide-longitudinal-lme-lmer.
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$\begingroup$ Thank you, I am going to look at this tutorial and I hope that will help me. $\endgroup$– ZainabCommented Nov 14, 2017 at 16:39