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Questions tagged [nested-models]

One model is "nested" in another if it is a constrained version of it. Nested models can be compared with a likelihood-ratio test. Use this tag for questions about comparing non-nested models too.

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Nested variable in regression model where factor has multiple levels

I have a situation where I have a factor variable $F$ and a continues variable say $X$. The factor variable takes on three levels, say ('x', 'y', 'z'), and $X$ is only defined if the value is $x$ or $...
clog14's user avatar
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Should I use mixed effects model?

I have a sample of real sales data about plant-based products. These data are collected across a monthly period from 2019 to 2023. So I have some labels for this like "1-2019", "2-2019&...
Margherita's user avatar
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30 views

Interpreting results with a cox test

I am trying to compare 2 non nested models using coxtest from lmtest library. Lamentably I can not find some explanation about the results from this test. My first ...
Rodrigo Badilla's user avatar
1 vote
0 answers
66 views

Bread freshness in bread basket, Multi-Level Analysis in R; 2 time points [closed]

This is my first attempt with multi-level analysis. My research question is; How does the freshness of different types of bread (6 level) within a bread basket, change over two time points (ranging 4-...
Jackson's user avatar
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7 votes
2 answers
105 views

LR statistics add up for nested models. What about the Wald test?

Consider models M0, M1, M2. Let M0 $\subset$ M1 $\subset$ M2, i.e. let the models nest each other. I test the following pairs of models using the likelihood-ratio (LR) test: M0 vs. M2, M0 vs. M1, M1 ...
Richard Hardy's user avatar
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13 views

Unpaarametered Mediation paths SEM with same degree of freedom comparison

I am modelling multilevel mediation paths for my data. The idea is that a1,a2,b1, b2, c1, c2,d1,d2 all contribute to outcome variable y, and b-level, c-level, and d-level variables also affect y ...
Courtney's user avatar
2 votes
2 answers
43 views

How to compare 2 multiply imputed nested Cox proportional hazards models?

I've got 2 nested Cox models, which I fit to 10 imputed datasets. Pooling the regression coefficient estimates and associated p-values I've done already. I'm trying to work out if adding one extra ...
Isaac Allen's user avatar
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13 views

Factors in a multi-factor design

I have trouble distinguishing between a factor and a replicate. For instance, in my class notes, there is a question: To study the variability in CO2 emission rate by global regions 4 countries: US, ...
Matata's user avatar
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5 votes
1 answer
109 views

Does performing Likelihood Ratio Test to compare two nested LASSO models make statistical sense?

From what I've studied, the LRT is used to compare two nested models, i.e. 2 models having different sets of nested features, in my case e.g. Model1: binary_outcome ~ X1 + X2 Model2: binary_outcome ~ ...
Argh__1's user avatar
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3 votes
1 answer
68 views

Multilevel Modeling and Alternatives for Repeated Measures Design

I am conducting a study on the effect of different characteristics of urban space on human physiological response. The study is a "repeated measures" design. For this example, each of 5 ...
Mark S.'s user avatar
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5 votes
1 answer
137 views

How to model nested data with repeated measures

My data is like this: I have N students from different courses (variable course_id) that where asked about household income (...
LulY's user avatar
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0 answers
22 views

Nonparametric MANOVA with nested problem

I would like to find out if my dependent variable Y which is a measure of the similarity of two shapes to each other and has no normal distribution, is dependent on factors A, B and C. To do this, 4 ...
Listek's user avatar
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20 views

Unusually High Variance in a Nested Model

I have a dataset containing lizard home range estimates and several environmental variables. My end goal is to create a model that uses the best combination of environmental variables to predict home ...
Jason Edelkind's user avatar
2 votes
2 answers
79 views

Variance partitioning with crossed and nested factors: A simulation study

I'm working on a variance partitioning study, where I've simulated a dataset with crossed and nested factors. I have three predictor variables and one response variable. The first predictor is crossed ...
Diego Pujoni's user avatar
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18 views

Sensitivity Analysis selection for nested data?

So the data I'm working with is GPS tracking data of pelicans and Offshore rigs with the goal of seeing if pelicans are positively or negatively affected to the presence of rigs. But before I can do ...
Jackson Grady's user avatar
1 vote
1 answer
42 views

Pooling data after a nested anova

I have a general question (data can be provided if needed). If I ran a nested anova and there is no significant effect of the nested factor on the model, is it reasonable to remove that variable and ...
Liam T Sullivan's user avatar
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0 answers
32 views

How to fit a nested glm model using deviance for selectio?

I have weight as response variable which is continuous variable. And 3 explanatory variables viz; Parity(Count), Age(continuous) and Sex(Factor). I want to fit a glm model using deviances analysis to ...
A M Bello's user avatar
1 vote
1 answer
113 views

Nested Linear Mixed Effects Model for Region-of-Interest to Region-of-Interest (ROI-to-ROI) Analysis

I am trying to examine the effects of language (English/Mother Tongue) on functional connectivity between different regions of interest (ROI). Hence, I employed a nested Linear Mixed Effects Model ...
Wei Ting Chua's user avatar
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0 answers
102 views

Post-hoc test for comparing nested linear models in R

I'm taking a stats class, and we're working in R and doing a bunch of different types of regression. Where I'm having issues is that we're doing an F-test on nested models (or a partial F-test, I ...
Heather Marie's user avatar
1 vote
0 answers
94 views

Partially nested ANOVA

I have a data set that I would describe as unbalanced or partially nested and I am unclear about how to proceed. My data is nested as follows. The number of samples I have is listed in parentheses. ...
mels's user avatar
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2 votes
0 answers
37 views

Whats the model of this experiment

$36$ blood samples are collected at random from a blood bank and $6$ samples are sent to $6$ laboratories for studies. The assignment of each sample to each laboratory is random. A friend of mine told ...
Jonathan Baram's user avatar
3 votes
2 answers
584 views

Multilevel regression question: can you use level 2 variable as a predictor variable?

I was just reading a paper in the field of education and there was a part I couldn't comprehend. The author did a multilevel regression analysis with the data which was nested in a school level. So ...
Danielle G.'s user avatar
1 vote
1 answer
73 views

Do I need a nested random effect if I do not care about decomposing variance within clusters?

Consider I have a linear mixed effect model fitted via the R package lme4 with a nested random effect structure as: model<-lmer(y~x+(1|A/B/C)) If I look at the ...
Jmmer's user avatar
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21 views

Crossed effects without all combinations

There are a number of posts on Cross Validated explaining the difference between nested and crossed random-effects. In this example, it is noted that all feasible random effects categories are linked ...
geoscience123's user avatar
1 vote
0 answers
468 views

Nested ANOVA in Python and singular matrices [closed]

TL;DR: Models with nested categorical factors in Statsmodels lead to singular matrices and incorrect results. I am trying to specify a nested model in the Python Statsmodels formula API to describe ...
gunport987's user avatar
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1 answer
29 views

Is it possible to get a stable hyperparameter with unstable generalization error from a nested CV?

I have created the following pipeline: ...
randomname876's user avatar
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0 answers
35 views

Multilevel model won't run in RStudio [duplicate]

I have a repeated measures dataset with provider-level data (i.e., provider's responds to questionnaires on a scale) and patient outcomes. The providers are nested within clinics and the clinics are ...
Daniel Bromberg's user avatar
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0 answers
26 views

Statistical comparison of clustered variables

I have a data set consisting of 50 measurements of cytokine concentrations in 70 patients, resulting in a (70, 50) data frame. In addition, I have a data set containing covariables related to the ...
svalkiers's user avatar
3 votes
2 answers
465 views

AIC for nested models: is the AIC of a smaller model A always smaller than that of the nesting model B?

Is it true that if models A and B are such that the covariates of B are a subset of A, the AIC of model A is always smaller than that of model B? Why?
Yvonne Shi's user avatar
3 votes
1 answer
324 views

Testing a Null Hypothesis Nested by the Alternative Hypothesis

Consider a parameter of interest $\beta \in \mathcal{B}$, and two hypotheses $$H_0:\;\beta\in\mathcal{B_0}\quad versus \quad H_1:\;\beta\in\mathcal{B}_1$$ where $\mathcal{B}_0\cup\mathcal{B_1}=\...
M.C. Park's user avatar
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36 views

cannot reproduce the example for nested anova

I'm working on the example for nested ANOVA from the Handbook of Biological Statistics. Copy-pasteable data can be found at https://www.biostathandbook.com/nestedanova.html and below shows my ...
foehn's user avatar
  • 131
5 votes
2 answers
73 views

How to choose number of sites and number sub-sites within each site in planning stage of a study? (ecology)

I have a situation in which I am going to perform a study on live blue mussels. The research question is how the prevalence of mussels affects the prevalence of other animals living on the sea floor. ...
Yung Gud's user avatar
4 votes
0 answers
94 views

Confused about the correct model specification given the study design (fully-crossed factors with nested repeated measures)

THE ISSUE Apologies in advance, being primarily a biologist and only tangentially a statistician I hesitate to ask this question for fear of overly complicating a simple situation. That said, I have ...
Wu Wei's user avatar
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1 vote
0 answers
47 views

Difference between nested anova coded with "/" and linear mixed model with nested random factors

I'm trying to analyze data where site is nested within habitat which is then nested within region. Site is a random variable, but habitat should technically be fixed based on how the study was ...
Erin Voigt's user avatar
1 vote
1 answer
118 views

Does there always exist for n small, a non-chi-squared test-statistic for the likelihood-ratio (neyman-pearson, karlin-rubin), score, and wald-tests?

An additional reason that the chi-squared distribution is widely used is that it turns up as the large sample distribution of generalized likelihood ratio tests (LRT).[6] LRTs have several desirable ...
user avatar
2 votes
0 answers
38 views

Can log-likelihood test be applied to test two models which are not nested but nested within a full model?

If we have a response variable y and three predictor variables x1, x2, and x3 and M1 and M2 are nested within M3 where ...
wkde's user avatar
  • 131
4 votes
1 answer
948 views

how to compare the AUCs of ROC from nested models and non-nested models from published papers

I'm interested in comparing two AUCs from ROC in two nested models and two AUCs in non-nested models but using the same dataset in a paper. I know DeLong test can be used to compare them, but the ...
Zhoufeng's user avatar
  • 143
1 vote
1 answer
78 views

Is ARIMA-GARCH nested within ARIMA?

I wanted to compare ARIMA(1,1,1)-GARCH(1,1) and ARIMA(1,1,1) model forecasts with a Diebold-Mariano test, but I know that it cannot be used for nested models. Is ARIMA-GARCH technically nested within ...
Ula 's user avatar
  • 25
1 vote
1 answer
576 views

How to determine if a model is nested?

I have two models for prospect theory utility functions and want to compare their fits. However, I'm not sure if the models are nested or not. The first model is given by: $U(x) = x^α$ for $x ≥ 0$ ...
user277044's user avatar
0 votes
0 answers
133 views

Non-orthogonal Nested ANOVA

I am running a nested statistical analysis of variance on a field study I preformed. Unfortunately due to the conditions of the field it is non-orthogonal nested design where the number of sub-factors ...
Erin Voigt's user avatar
0 votes
0 answers
325 views

Strange residuals vs. fitted values plot for linear mixed model / hierarchical model

I have read a couple of related questions and their answers, but nothing really fits to my specific case. I have a model like this: ...
Mika2019's user avatar
1 vote
1 answer
36 views

Hierarchical mixed-effects models notation

I have a hierarchical mixed-effects model where observations i, from group S_2 (representing municipalities), are nested inside group S_1 (representing states), which in turn are nested inside N (...
TWest's user avatar
  • 347
0 votes
0 answers
45 views

Determine feature importance of nested regression model

For remote sensing purposes, I'm trying to combine data from two different satellites. To do so, one of the two has a much higher weight than the other, but this is area specific. My goal is to use a ...
Anne0102's user avatar
1 vote
1 answer
2k views

How I can compare three models (nested) using lavaan with R?

I want to test a new model, and for doing this, as I only have cross sectional data, I need to compare different models. My model is like this: ...
JUB's user avatar
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0 votes
0 answers
120 views

How to choose the right analysis for a partially nested design?

I am not even sure if it is appropriate to call this scenario a partially nested design, but I settled for it for lack of a better term. My design is similar to the following in terms of its overall ...
Freya's user avatar
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1 vote
0 answers
294 views

How to implement nested logit model if the choice set for each individual is dynamic changing

I think this question is similar to Discrete choice model with different choice set for each sample, but that question does not have an answer. I have a dataframe in which individuals have dynamic ...
Jacob2309's user avatar
2 votes
0 answers
41 views

How to represented nested model with a varying slope?

I have a study wherein we enrolled about 40 subjects and from each subject we have collected repeated images of burns on subject's body. Approx. 2 burn locations on the body are selected initially and ...
jeffalltogether's user avatar
6 votes
3 answers
1k views

How to correctly do a nested test (t-test, rank-sum, etc)

Let's say there are two groups of participants. Each group is randomly split into control subgroup A and task subgroup B. For each of the 4 cases some random variable $x$ is measured, whose mean is ...
Aleksejs Fomins's user avatar
3 votes
1 answer
622 views

Nested repeated measures linear mixed-effects model without time as a variable

I want to build a linear repeated measures mixed-effects model in R. I have a sample N=105 that completed measures at two timepoints (baseline and follow-up), and small group (N= 29) that received an ...
Ann's user avatar
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1 vote
0 answers
36 views

Estimating the mean and variance for a set of probabilities (bounded by 0 and 1) based on Image Segmentation results

Data My data is from a set of images wherein I am computing the Sensitivity of an image segmentation algorithm. Sensitivity is computed as: $$Sensitivity=\frac{TP_{pixels}}{TP_{pixels}+FN_{pixels}}$$ ...
jeffalltogether's user avatar