Linked Questions

261
votes
9answers
473k views

What is the difference between fixed effect, random effect and mixed effect models?

In simple terms, how would you explain (perhaps with simple examples) the difference between fixed effect, random effect and mixed effect models?
55
votes
5answers
6k views

How exactly does a “random effects model” in econometrics relate to mixed models outside of econometrics?

I used to think that "random effects model" in econometrics corresponds to a "mixed model with random intercept" outside of econometrics, but now I am not sure. Does it? Econometrics uses terms like "...
24
votes
5answers
4k views

What is the mathematical difference between random- and fixed-effects?

I have found a lot on the internet regarding the interpretation of random- and fixed-effects. However I could not get a source pinning down the following: What is the mathematical difference between ...
14
votes
3answers
5k views

Concepts behind fixed/random effects models

Can someone help me to understand fixed/random effect models? You may either explain in your own way if you have digested these concepts or direct me to the resource (book, notes, website) with ...
11
votes
1answer
10k views

Marginal model versus random-effects model – how to choose between them? An advice for a layman

In searching for any info about marginal model and random-effects model, and how to choose between them, I have found some info but it was more-or-less mathematical abstract explanation (like for ...
6
votes
1answer
13k views

Difference between random effect and random intercept model

I am looking at clustered data and because I was trained in economics I tend to look at fixed effects and random effects as solutions. An alternative would clearly be multi-level modelling. However, ...
4
votes
1answer
21k views

What is the best technique for panel regressions (ols, fixed, between, random effects)?

I have panel data which includes American states (1-48) and years (1900-1917). All the variables are time-varying with one exception. This exception is time invariant and a three level categorical ...
4
votes
1answer
8k views

Conditional logistic regression vs GLMM in R

I have paired data (GWAS case/control study) and I have heard using conditional logistic regression or generalized linear mixed models (GLMM) is appropriate. Which should I use in this case? Why would ...
7
votes
1answer
3k views

Can a variable be included in a mixed model as a fixed effect and as a random effect at the same time?

I am building a mixed model, where the same 4 groups are tested repeatedly 5 weeks on the measure M. I want to test the effect of group on the measure M. Can I build a model as following (let's say ...
7
votes
2answers
1k views

Longitudinal data: baseline effect versus random intercept

The variable $Y$ is measured at time points $t_1$, $\ldots$, $t_9$ for each of five objects. Also available for each object is the value of $Y$ at time $t_0 = 0$ (baseline). Thus, the sample size is $...
2
votes
1answer
3k views

Random-effects probit model

I am currently using a mixed binomial model with the following specification in a paper I recently submitted (using lme4): ...
5
votes
1answer
470 views

Covariance pattern models versus generalized estimating equation models

Can somebody please explain the major differences between covariance pattern models (Hedeker and Gibbons, Chapter 6, 2006; Jennrich and Schluchter 1986) and generalized estimating equation models (...
1
vote
2answers
889 views

Meaning of “Pre-Post estimation model”

The model given just looks like a time series panel data with added controls but then I noticed that there was only one constant (so not a Fixed Effects Model) and but the error term changes between ...
1
vote
1answer
595 views

Random effects vs. fixed effects in twin studies

I am conducting a study on identical twins, such that the data can be considered as paired observations. I want to run a co-twin control analysis on the data to study the relationship between the ...
1
vote
1answer
414 views

Regularization models with random effects

Non-statisticians tend to use step-wise regressions which is strongly argued by statisticians. This is something that I don't understand (unfortunately, I am not a statistician), but I just obey them. ...
3
votes
1answer
198 views

Interpreting BLUPs or VarCorr estimates in mixed models?

I am referring to the question. When estimating random effect (RE) variance or correlation, the estimations are different in VarCorr(mod) function and when ...
1
vote
2answers
218 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. ...
0
votes
2answers
221 views

Mathematical notation for glmer (GLMM)?

I'm looking for the mathematical notation equivalent of: glmer(ret15i~AARC_Ret+(1|METRO)+ret02i) I have a model; it is neither a HLM nor a GLM, but both. It is ...
0
votes
0answers
221 views

What is the difference between fixed effect and random effect model of ANOVA and when these should apply? [duplicate]

ANOVA Test is used on mean score of individual studies' parametric estimates with fixed and Known population or random unknown population.
3
votes
0answers
131 views

What is the difference between bi-level linear models and models with interaction terms?

My question is triggered by this question. I can't see that it has been asked here before, even though it looks like a natural enough question. Suppose I have hierarchical data. The Wikipedia article ...