Linked Questions

19 votes
5 answers

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 ...
gung - Reinstate Monica's user avatar
16 votes
2 answers

"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/...
Alexis's user avatar
  • 29.2k
9 votes
3 answers

What are the differences between the linear regression and mixed models?

What are the key differences between the following two models? ...
Luna's user avatar
  • 2,335
10 votes
1 answer

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, $A_i$ ...
snarfblaat's user avatar
3 votes
1 answer

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 : ...
user81411's user avatar
  • 771
9 votes
2 answers

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 ...
Haitao Du's user avatar
  • 36.1k
6 votes
1 answer

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 ...
Bahgat Nassour's user avatar
2 votes
1 answer

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-...
Socrates's user avatar
  • 121
1 vote
1 answer

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: ...
Leo's user avatar
  • 13
1 vote
1 answer

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: ...
nak5120's user avatar
  • 163
2 votes
1 answer

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 ...
John M's user avatar
  • 2,097
4 votes
0 answers

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 ...
Reid's user avatar
  • 551
2 votes
2 answers

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. ...
grey's user avatar
  • 645
2 votes
1 answer

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 ...
Ryan Volpi's user avatar
  • 1,848
2 votes
1 answer

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 ...
Constantin's user avatar
  • 1,347