Linked Questions
19
votes
5
answers
18k
views
Fixed effect vs random effect when all possibilities are included in a mixed effects model
In a mixed effects model the recommendation is to use a fixed effect to estimate a parameter if all possible levels are included (e.g., both males and females). It is further recommended to use a ...
16
votes
2
answers
10k
views
"Dummy variable" versus "indicator variable" for nominal/categorical data
"Dummy variable" and "indicator variable" are labels frequently used terms to describe membership in a category with 0/1 coding; usually 0: Not a member of category, 1: Member of category.
On 11/26/...
- 29.2k
9
votes
3
answers
9k
views
What are the differences between the linear regression and mixed models?
What are the key differences between the following two models?
...
- 2,335
10
votes
1
answer
7k
views
What are the fitted values in a random effects model?
Consider a linear random intercept model:
\begin{align}
y_{ij} &= A_{i} + \varepsilon_{ij} \\
A_{i} &\sim N(0,\tau^2) \\
\varepsilon_{ij} &\sim N(0,\sigma^2)
\end{align}
where, $A_i$ ...
- 103
3
votes
1
answer
6k
views
How to compute the residual standard deviation from `glmer()` function in R?
I want to extract standard deviation of residual from glmer() function in R .
So I wrote :
...
- 771
9
votes
2
answers
3k
views
Why is the estimated variance of a random effect not equal to the variance of its BLUP estimates? [duplicate]
I am learning mixed effect model from here.
I built a simplified model and trying to extract the $\gamma$ vector from linear mixed effect model
$$y=X\beta+Z\gamma+\epsilon$$
then calculate ...
- 36.1k
6
votes
1
answer
774
views
Is there something called "mean coding" (like dummy coding & effect coding) in regression models?
When we perform a regression analysis with categorical predictors, we can use (1, 0), called "dummy coding". The coefficients in this case represent the deviation of the groups' means from the mean of ...
- 1,583
2
votes
1
answer
1k
views
How to calculate "by hand" between group variance and the ICC for a three-level hierarchical model?
Introduction:
This question is related to this and this questions that were answered before, but I would like a more detailed answer on how between-groups variance are calculated in a (null) three-...
- 121
1
vote
1
answer
1k
views
Error terms and random effects standard deviation in multilevel modeling with R
While interpreting random effects part of the multilevel modeling with R, are standard deviations the same as error terms?
For example, when the result is:
...
- 13
1
vote
1
answer
662
views
How do the random effects relate to the fixed effects in the output from a mixed model?
When I run my output from the lmer function for random effects, I get something like this:
...
- 163
2
votes
1
answer
452
views
Comparison between a multilevel and an unpooled model
Suppose we have fitted two models: a multilevel model and an unpooled model:
m1=lmer(y~x+(1|group))
m2=lm(y~x+factor(group)-1)
How can I understand which ...
- 2,097
4
votes
0
answers
691
views
What's the difference between a random intercept and a dummy variable?
I usually work in SAS or R, so when I code a GLM with a random intercept, it's usually pretty easy. However, I've been running into a few problems (too complicated to get into here) where it might be ...
- 551
2
votes
2
answers
276
views
Compare differences in dependent frequencies
I would like to compare two error rates (proportion of incorrect answers in questions with dichotomous response-format) for two different items, and I am looking for some advice on how to do that.
...
- 645
2
votes
1
answer
116
views
How to adjust estimates to account for regression to the mean?
Let us consider an example where we have a number of runners and an estimate of speed in mph for each runner. The estimate for each runner may be based on an equal or unequal number of independent and ...
- 1,848
2
votes
1
answer
59
views
How do panel regression estimates differ from those obtained from multiple time series regressions?
I am trying to familiarise myself with panel regression techniques and I would like to know how the parameter estimates obtained from a panel regression model differ from those obtained from multiple ...
- 1,347