Questions tagged [random-effects-model]

Parameters associated with the particular levels of a covariate are sometimes called the “effects” of the levels. If the levels that are observed represent a random sample from the set of all possible levels we call these effects "random."

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Variance Components of a Random-Intercept Covariance Matrix

My professor wants me to explain how the parameters of my model are estimated via penalized quasi likelihood. However, my understanding of (generalized linear) mixed models is still very basic and ...
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Random effects for mutually inclusive grouping factors

I am trying to fit a model on a set of data (e.g. 10,000 observations with 20 explanatory variables). The observations belong to 30 groups, G1, G2, G3, ... G30, so I need to account for the grouping ...
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Hausman Test when doing Fixed Effects Panel Regression

I'm currently doing a Fixed Effects panel regression on my data and would like to know whether it would be useful to carry out Hausman tests. From what I understood from lectures, the Hausman test ...
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Multiple Nested Random Effects affecting a Mixed Model

I have a quite complex psychophysiological data dependant of different nested data in a repeated measures experiment. The first nested structure comes from the data collection were there are several ...
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How to specify several random slopes in glmer()? [closed]

I'm currently running some mixed models in R (which I'm new to) and behind each and every corner I'm running into new hurdles. At the moment I'm working on constructing my mixed model. I've ...
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65 views

GAM factor-smooth interactions and model selection [on hold]

I'm working with a dataset which is a long-term animal abundance survey collected from 11 sites, which have different average temperature(also there are some missing years for some sites). Here, the ...
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How do I use clinical trials as random effects in a cox regression model stratified according to trial for an individual patient data meta-analysis? [closed]

I am performing an individual patient data meta-analysis and pooling several trials. I have the data all combined in a single data set and want to fit it in a Cox regression model stratified according ...
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36 views

Variance Partitioning Coefficient to help random effect interpretation in lme4 model with both random intercepts and slopes?

I am working on a project having to do with disadvantaged families accessing support services from a charity. The structure of the data places us within a mixed model context: for the random side, we ...
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specify random effects in lme4 [closed]

I would like to ask for your help in specifying the random effects of a model I have been working on in lme4. I have data from a field survey. The objective of the ...
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1answer
44 views

Is there a difference between averaging individual regressions and including a random effect?

I have a bit of a theoretical question about random effects models and regression. If I have a set of clustered, longitudinal data (say repeated measurements of $y$ on a number of different ...
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What is the difference between Generalized Linear Models(GLM), Fixed-effect models (FE), and Random-effect models (RE)? [duplicate]

I am new to statistics and I am looking for a general answer. Can someone explain (very simply) what is the relationship between Fixed-effect & Random-effect models with Generalized Linear Models? ...
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Gradient Boosting with Random Effects [duplicate]

I want to run gradient boosting regression on a dataset whose rows are not independent. Specifically, the rows are clustered, and you could consider the clustering variable to be a random effect. ...
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Likelihood Formulation of a Time Dynamic Bradley Terry Model with Random Effects

Let us assume a mixed logit model with a binary dependent variable $y_{i, t } $ that is explained by a fixed effect matrix X and a simple random intercept for each individual $i$ $y_{i,t}^* = x_{i,t}'...
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Can I include random slope for a fixed effect if I only have 1 sample from a few subject ID's

This is my first post here at Cross Validated. Im new to both R-programming and statistics and I have a few questions regarding the statistics of a clinical study I'm currently working on that relate ...
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Mixed Effects, Doctors & Operations: predicting on new data containing previously unobserved levels, and updating our confidence accordingly

Here's a quick sketch of a hypothetical situation. There are Doctors $\{1, \ldots, J\}$ who perform different types of operations $\{1, \ldots, K\}$. Our response variable is whether the operation ...
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Is it possible to have exactly identical output of random effects and fixed effect models in a network meta-analysis?

I conducted a network meta-analysis in frequentist framework using the R package netmeta (https://cran.r-project.org/web/packages/netmeta/netmeta.pdf), statistical details of this package are ...
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Parameter Estimation in Generalized Linear Mixed Models

Let us assume a generalized linear mixed model with a binary dependent variable $y_{i, t } $ that is explained by a fixed effect matrix X and a simple random intercept for each individual $i$ $y_{i,t}...
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Using Random Effects for ordered probit model

I am trying to estimate an ordered probit model, where the data in question comes from two separate counties. I was thinking that I should use fixed effects to account for unobserved heterogeneity ...
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Panel Data for 20 countries with same independent variable for each country

I am analyzing the impact of US monetary policy variables on capital flows to emerging markets and intend to use panel data analysis. I have data on capital flows for 20 countries individually from ...
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lme4::glmer : Get the covariance matrix of the fixed and random effect estimates

My problem may seem easy but I have found no satisfactory solution. I am stuck on this problem for a few days already. How to obtain the covariance matrix of the fixed AND random effects estimates ...
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Modeling repeated measure effect with linear mixed effect models (lmer) in R

this is the first time I'm posting a question here, I hope someone will read it soon :) I have the following problem: I have three groups of people (ADHD patients, ADHD patients under medication, ...
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Is is possible to estimate a mixed logit model with only individual specific parameters?

I am analyzing some data and I do not have any alternative specific variables in the dataset. The question is about the preference between taxi, uber and automated vehicle if all three have the same ...
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Variable selection for mixed models

Longtime lurker here. I have a question about determining informative variables in generalized linear mixed models (GLMMs). My background is ecology, and I primarily examine habitat selection under ...
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Interpreting Durbin–Wu–Hausman test with large sample size

I'm trying to determine whether to use random-effects or fixed-effects. The Durbin–Wu–Hausman is significant which suggests that fixed-effects are more appropriate. However, looking at the details, ...
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1answer
72 views

zeroed random effects after fitting a mixed effect model [closed]

I am fitting a linear mixed effect model with two categorical factors: mPair with 6 levels, and spd_des with 3 levels. This is a ...
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1answer
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Is it correct to treat a confounding variable as random with mixed modelling?

In a semi-controlled experiment, seeds were sown in about 20 boxes, associated with 3 types of soil. A few months later, the morphological characteristics of the shoots were measured. We would like to ...
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diagonal var-cov matrix for random slope in lme4

I am fitting a mixed effect model with a random slope on a factor with 6 levels using the function lmer(). ...
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Problem with Assumptions of Panel data with random effects

I am studying with a Panel data 316 of observations and 73 groups. First, when I examine the homoskedasticity issue, I got following results with df(72,243) by using Levene et al. Test: W0: 2.5 (Pr>F =...
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Random-effects-meta-analysis-simulation: zero-estimates for tau^2

I am working on simulating a random-effects-model for comparison of the DerSimonian-Laird-method vs. Hartung-Knapp-Sidik-Jonkman-method in R. To do so, I chose different combinations of mu (true ...
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Repeated measures/pseudoreplication - Comparing all samples against all other samples

I am currently analysing some data, and I am not confident that I am going about it in as statistically sound way. We are trying to determine whether our treatments affect the distance between two ...
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Beginners question on panel data/random model and variables depending on change to previous year

This might be a silly question, but... I have panel data including time variant variables (funding, number of investors and postsperday) as well as time invariant variables (city) that looks like ...
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What is the difference between random-effects models, multilevel models and hierarchical models?

In the Bayesian paradigm, I have found examples of models that could be called any of the following: random-effects models multilevel models hierarchical models. Each of these categories even has ...
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How to Determine typical rate of progression with haphazardly collected data?

We are studying various parameters in extant patient records. Some patients were tested once. Some patients many times. All at different ages. but all have the same disease. We would like to use the ...
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GLMM with Variable Selection and Non-Negativity Constraint

I am trying to run a fairly complex GLMM with random effects and smooths. There are about 10 of these independent variables. There is also another set of 1000 variables. From this set of 1000 ...
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1answer
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random factos really significant?

I have some confusion about random factors inclusion or not. I've used the function glmer.nb of the library MASS to analyse the effects of two fixed factors (temperature: 2 levels and salinity:3 ...
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1answer
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Hierachical Random Mixed effect sizes

When using a mixed effect model the rule of thumb seems to be that you need at least 5 levels to use a random factor . Is this still True when you have a hieachical model. i.e A - 4 level factor B - ...
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Interpreting very high conditional and very low marginal R^2 in linear mixed effect model [closed]

I've fit a linear random slope mixed effect model to some time series data from multiple participants. Here time is the fixed effect and participant is the random effect. I've received a very high ...
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1answer
54 views

nested random effects in mixed effect models across different levels, and associated DF

I would like to fit a mixed effect model to the following dataset, but I am having difficulties figuring out the best way to define the random effects. For each subjects (...
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1answer
33 views

How do you use panel data to isolate the relationship of interest for a particular individual within your panel?

I have a panel data set where Canadian provinces are the individuals. (I have annual data from 1997-2017). I am using a random effects model to see the impact of an explanatory variable $X_{it}$ on ...
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1answer
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variance-covariance matrix with negative entries on mixed model fit

I am fitting a linear mixed effect model in R (function lme), and I get a Var-Cov matrix with negative entries (Log-Cholesky). This does not allow me to compute confidence intervals on the standard ...
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3answers
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Is a specific mixed model within the class of models generated by lme4?

Given $i = 1, ..., n$ people, we measure a continuous response $y$, a group $g = 1, ..., G$ and a class $c = 1,2$. All members ...
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Is it possible to resolve collinearity between a categorical and a continuous variable using a random effects model?

This question is related to Multicollinearity between categorical and continuous variable. Consider a regression model x ~ y + z + ... + w with outcome x and ...
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Using random intercepts in a multilevel model as dependent variables in a linear model

I have a mixed model with 3 levels: individual, city, and state, and so I get random intercepts for both cities and states. I understand that since cities are nested in their state, their intercepts ...
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What is the most common number appearing at the units digit of the scores in NBA game?

In the lottery market of NBA, the boss will divide the numbers(0-9)to 5 groups: 0and5, 1and6, 2and7, 3and8, 4and9, and the five groups will be given the same odds. How and why does the host of the ...
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46 views

Random effect VS Pooled OLS

I am a second year MSc ACFN student at Addis Ababa University, Ethiopia. Now, I am conducting my research on the "effect of leverage on profitability and I use a panel data". When I was trying to ...
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1answer
34 views

Its my model a Mixed model?

I am running some analysis with mixed model with R. I get differents measures from differents persons (person as random effect), during this analysis and looking plots for each people vs measures I ...
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51 views

Under what conditions does it make sense to fit random intercepts for an interaction, but not the main effects?

I am aware that when specifying the random structure for one factor (B) nested within another factor (A), we can use: ...
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2answers
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How to combine random effect and nested random effect with lme

I'm doing a mixed linear model. And I have subjects who have been select in 20 schools. So I want to take this to account. For this, I want to put a random intercept for the "SCHOOL" variable and a ...
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1answer
145 views

Random effects in GAM

I'm modelling some biological function, outcome, in patients over 8 hours. Over time, I measure two additional covariates x and ...
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1answer
42 views

Should I treat these variables as random? (ecology/recruitment question)

I'm working with recruitment data for caribou. There are 13 different herds, sampled over 20+ years, once per year. Some herds are sampled consistently, some only a few times over 20 years. I'm ...