Search Results

I will provide a short response that I believe will be helpful, but won't be detailed. I make use of mixed effects models (i.e. models with both fixed and random effects) when I believe the error in …

I can show this by example. Covariance terms are specified in the same formula as the fixed and random effects. Covariance terms are specified by the way the formula is written. For example: glmer( …

Problem I am failing to obtain an intuition for why estimates from a time series model that includes a lagged dependent variable as a predictor and random (or fixed) effects for individual units are …

(1|RE) specifies that you want the intercept to vary randomly across levels of RE. You could also specify (1+IV1|RE) for example if you wanted the intercept and the slope for IV1 to vary randomly. Pe …

I address your interpretations 1 and 2 in order: 1) How you interpret factors depends on which level of the factor is the reference category. The fact that the model calls it Type2 suggests to me tha …

Preface There is a discrepancy in your output. You do not allow $TL$ slope to vary according to the output for model 2, which could explain the difference in AIC if that additional error term doesn't …

After considerable contemplation, I believe I have discovered my own answer. I believe an econometrician would define my independent variable to be endogenous and thus be correlated with both independ …

I understand that we use random effects (or mixed effects) models when we believe that some model parameter(s) vary randomly across some grouping factor. I have a desire to fit a model where the respo …