All Questions
1,272 questions with no upvoted or accepted answers
13
votes
1
answer
4k
views
Varying dispersion parameter (=dispformula) in glmmTMB in R to account for heteroscedasticity that originates from one predictor
I struggle with understanding the dispersion model and dispersion parameter of glmmTMB , and could not find answers anywhere.
I constructed a GLMM using ...
- 131
9
votes
0
answers
1k
views
Should I cluster my standard errors even when using a multilevel model?
I've been reading up on multilevel modeling, and have noticed that many sources seem to frame it as an "alternative" to using cluster-robust standard errors.
My question: Are they really alternatives?...
- 91
9
votes
0
answers
2k
views
When and why do I have to use "trait" for multinomial multilevel models with MCMCglmm in R?
I want to estimate a multilevel multinomial logit model but I am struggling with the terminology and notation used by the R-package MCMCglmm. There is documentation ...
9
votes
1
answer
831
views
Comparing coefficients in multilevel models
Is it meaningful to compare the coefficients of two different predictors in multilevel model when the two are at different levels?
Specifically I have two variables which measure the same construct ...
- 1,039
8
votes
0
answers
226
views
Regression with dependent data with low dependence
Suppose you have data that is grouped in one way or another and therefore the assumption of independence is suspect. But you look at the intraclass correlation (or autocorrelation) and it is very ...
- 128k
8
votes
0
answers
923
views
Cross-validation in multi-level model
Suppose I want to estimate the out-of-sample prediction error of a boosted regression model that has random intercepts and slops. There are $G$ groups and $N$ observations. If I want to estimate the ...
- 3,925
8
votes
1
answer
802
views
How to subset alternatives in nested multinomial logistic regression?
I am trying to predict whether or not captains in a particular groundfish fishery choose to fish on any given day and what variables may influence that decision. Originally I had planned on using ...
- 81
8
votes
1
answer
405
views
What to do if your regression residuals aren't normally distributed, cannot be transformed and do not conform even when outliers are removed?
I ran a regression on R and my shapiro wilk test showed that some of my residuals are not normally dsitributed. I cannot transform the data to fit a normal distribution and even when i remove outliers,...
- 491
7
votes
0
answers
3k
views
Meaning of the weight argument in glmer and lmer
I have been looking into how to use the weight argument of glmer/lmer to represent "frequency" weights. I was ...
- 3,275
7
votes
0
answers
872
views
Time series models (e.g. ARMA) a type or extension of GLM? Particular/stipulated forms of dependence in time series models
I am trying to understand the relationship between ARMA Time Series models and the GLM (Generalized Linear Model) family of models. As far I know, all GLMs have the following 3 components: 1) random ...
- 4,792
7
votes
0
answers
1k
views
Identification of peer/neighborhood effects in a multilevel framework
My question concerns estimation of “peer effects“ or “neighborhood effects” in a multilevel framework. The idea of such an effect is that the behavior of a household (on level-1) is influenced by the ...
- 175
6
votes
0
answers
1k
views
What can I do whith this random effect conditional variance in lme4?
In the R package lme4, upon estimating a mixed-effects model I can retrieve the random effects and a corresponding variance using as.data.frame(ranef(model)). ...
- 71
6
votes
0
answers
229
views
What can Ido if I get patterns in residuals vs predicted values using `lme4::glmer()` with a GAMMA distribution?
I want to model a response variable (y) as a function of two explanatory variables (x and z)....
- 401
6
votes
0
answers
433
views
Simple trend analysis with unbalanced & short panel data
I have the following (unbalanced) panel data: yearly sustainability ratings (ESG) of ca. 2000 individual firms over a 11-year period. The average observations per firm only covers 5.3 periods. These ...
- 61
6
votes
0
answers
2k
views
Hierarchical time-series forecasting with complex aggregation constraints
I'm trying to forecast multiple time-series with a hierarchical structure using the hts package by prof. Hyndman. However, the aggregation constraints are not sums ...
- 412
5
votes
0
answers
125
views
Nested mixed effects model- am I missing an additional random effect?
Let's suppose that data is collected for clinics across the state. The clinics are located in different counties, but also some of the clinics are owned by large healthcare systems that are located in ...
- 133
5
votes
0
answers
250
views
Calculating ICC for a beta-binomial GLMM
I understand that ICC in binomial GLMMs with a logit link can be calculated via R, where the residual deviance is (pi ^ 2) / 3. However, this is assuming that the ...
- 51
5
votes
0
answers
390
views
Interaction plot between categorical and quadratic continuous variable
I ran a GLMM model with a binomial response to analyse bear presence at feeding sites (0 = absent, 1 = present) within two years. My code is:
...
- 351
5
votes
0
answers
309
views
How can I find and categorise the effect size of a single coefficient in a multiple regression?
Question
How do I find the effect size for the different hierarchical multiple-level regressions used by papers in my review? And how do I categorise their effect size?
Detail
I’m publishing a ...
- 51
5
votes
0
answers
909
views
Prediction intervals for HTS forecasting
So I have a lot of time series with a hierarchical structure, and need to produce forecast for each base series and its aggregates by the hierarchical structure.
I have decided to produce forecast ...
- 61
5
votes
0
answers
1k
views
Interpreting Random Effects for Poisson GLMM
There seem to be a few answers for normally distributed models, but after some searching I could only come across this page for Poisson mixed models. I want to be certain I am interpreting the random ...
- 565
5
votes
0
answers
1k
views
Including seasons and months into GLMM: should they be crossed or nested effects?
I have collected data from five consecutive fishing seasons (five factor levels). Each fishing season has five months within (five factor levels). Considering that I have a temporal correlation in my ...
5
votes
1
answer
327
views
Model relation between two rank variables where ranks are nested within subjects in one variable
I have elicited 10 attributes from $N$ subjects. Each subject rank ordered his own 10 attributes from the most to the least important one. I am interested in the relation between the order of ...
- 291
5
votes
0
answers
7k
views
How to validate a Poisson GLMM model?
I’m using the glmer function from the lme4 package in R to model species richness adjacent ...
- 535
5
votes
0
answers
187
views
How to mitigate the hierarchical error propagation in tree-structured classification
Suppose we have a multi-class classification problem, where the number of classes $K \geq 3$
We use a tree structure of multiple SVMs to divide and conquer the problem, with one example in the figure ...
- 51
5
votes
0
answers
2k
views
Interpreting the variance of random effects in Mixed Linear Models?
When fitting the following simple model, using the 'lme4' R package and including a fixed and random slope term, I get:
...
- 429
5
votes
0
answers
760
views
data visualization following glmm in lmer
Everything I know about glmms is from the internet, and after extensive searching, I haven't come across a good clearcut guide for how to visualize your data in a way that is relevant to hypotheses ...
- 51
5
votes
0
answers
2k
views
Hierarchical (multilevel, random-effects) Gaussian process regression
If we have a $J$ groups of predictor, outcome (univariate) variable pairs,
$$
\{(y_{j1}, x_{j1}) \ldots (y_{jn_j}, x_{jn_j})\}, \quad\text{for $j \in 1\cdots J$},
$$
a hiearchical linear regression ...
- 283
5
votes
0
answers
813
views
How does GEE (Generalized Estimating Equation) treat different cluster size?
I have a population of 200,000+ patients and their hospital visit information. I'm trying to see if having a certain disease would have an effect on whether they will have readmission or not (this is ...
- 51
5
votes
0
answers
839
views
Quasipoisson or negative binomial glmm with differing dispersion by group
I have a set of count data, which look something like this:
...
- 203
5
votes
0
answers
1k
views
How can I evaluate spatial autocorrelation in a binomial GLMM?
Following Dormann et al 2007 Ecography, I have employed a GLMM approach in R to account for spatial autocorrelation in a binomial regression model (logistic regression) that does not have random terms....
- 624
5
votes
0
answers
704
views
What GLM family and link function for "proportion of time"?
A simple question to which I don't seem to find the answer anywhere.
I have a response variable duration of time spent doing A of individuals tested for $\text{...
- 878
5
votes
0
answers
610
views
Is this longitudinal data too complicated for GLMM or GEE?
After writing this post, I've realized that I am running around in circles, chasing my tail. Any help approaching this problem would be greatly appreciated, as I think I just need to bounce ideas ...
- 53
5
votes
0
answers
509
views
How to run a multiple membership hierarchical model in Stata?
I have a dataset of educators and the courses that they designed. My original thought was to do a multilevel model where courses are nested within educators, and the outcome is whether the course ever ...
- 51
5
votes
0
answers
1k
views
Hierarchical regression with dummy variables
I need to perform hierarchical regression with dummy variables. I also need to check moderation by introducing in the model interactions of these dummy variables and the moderator. My questions are:
...
- 101
5
votes
0
answers
853
views
How to implement a two-stage hierarchical model of time series data in R?
I'm currently working with a data set that consists of a monthly case count for several sites, along with a number of site-specific covariates. We're trying to estimate the effect of one of them on ...
- 23.7k
5
votes
0
answers
236
views
Dynamic consistency and multilevel models using lmer
I've been using nlme and more recently lmer to fit multi-level models of time course data using orthogonal polynomials. My ...
- 940
5
votes
0
answers
270
views
Analysis hierarchical circular mixture data
I have circular data such that multiple human participants were, each shown a color from a color wheel, asked to remember it for a "retention interval", then report it back by clicking a ...
- 14k
4
votes
0
answers
73
views
Major discordance between uncertainties estimated by `predictInterval()` and `bootMer()` for binomial GLMM with cloglog link
We have been using predictInterval() from the merTools package to bootstrap uncertainty for binomial GLMM models (complementary ...
4
votes
1
answer
45
views
How to Simulate a Multilevel Predictor Variable with Both L1 and L2 Variance Components?
I'm working on simulating multilevel data where I have a predictor variable measured at Level 1 (L1), which has both L1 and L2 variance components. For example, I want to simulate a socio-economic ...
- 153
4
votes
0
answers
67
views
Adjustment in a regression for community level aggregation of individual level data
In a cross-sectional study based on geographical multilevel regression, the authors used both individual-level data AND features generated by aggregating the same individual data in the community and ...
- 2,939
4
votes
1
answer
113
views
Methods for drawing population inferences from multiple sub-population datasets
What would be an appropriate model or method for making inferences about a broader population quantity from multiple quantities representing subsets of the population?
Imagine, as an example, that I ...
- 1,312
4
votes
1
answer
706
views
What is the best way to deal with over-dispersion in a poisson GLMM?
I am currently in the process of trying to complete a poisson GLMM analysis with two fixed (with an interaction) and two random effects using the glmer() function of the lme4 package. Using the ...
- 461
4
votes
0
answers
138
views
Mixed Effects Model: Writing and Interpreting Models with Two and Three-Way Interaction Terms and No Random Intercept
Question: Have I correctly translated my lmer models into formulas depicting each individual level, as well as the composite formula? Specific questions about my work below.
Information about my ...
- 363
4
votes
0
answers
219
views
What’s the right multilevel model to address this meta-analysis?
I have a sample of about 4,000 $r$ (that is, Pearson correlation), $\chi^2$, $t-$, or $F-$ tests reported in psychology journals. These tests have been drawn randomly from a larger dataset with about ...
4
votes
0
answers
138
views
Can we identify whether random effects are nested or crossed from a lme4 fit?
My colleagues and I are working on a suite of lmer post-estimation tools for a R package we are developing. One of the tools is an ICC function that would calculate ...
- 5,890
4
votes
0
answers
381
views
AIC Comparison for MLM with Different Distributions
Thank you in advance for your time and consideration! I am a non-mathematically-inclined graduate student in communication just learning multilevel modeling.
We are running different models - some ...
- 61
4
votes
0
answers
1k
views
How to deal with zero-inflated proportional data in GLMM?
I have proportional data, i.e. number of individuals out of 6 that choose a certain option in a multiple choice experiment, so there are just 7 possible outcomes for each option: 0/6; 1/6; 2/6; 3/6; 4/...
- 53
4
votes
0
answers
584
views
Confused about multilevel analysis and non independence of observations
I'm still struggling with my understanding of multilevel analysis, wondering if it applies or not to my problem. I'v read here the following (where author gives an example of a multilevel model with ...
- 393
4
votes
0
answers
3k
views
R: lme4 vs. glmmTMB for binomial GLMM
I am fitting a GLMM to test if parasite prevalence in snails (positive snails divided by total snails) differs between different sites (site_type). Sites were ...
- 299