MCMC Sampling for a Multilevel Model with Nonindependent Residuals within and between Cluster Units

Autor/inn/en	Browne, William; Goldstein, Harvey
Titel	MCMC Sampling for a Multilevel Model with Nonindependent Residuals within and between Cluster Units
Quelle	In: Journal of Educational and Behavioral Statistics, 35 (2010) 4, S.453-473 (21 Seiten)Infoseite zur Zeitschrift PDF als Volltext Verfügbarkeit
Sprache	englisch
Dokumenttyp	gedruckt; online; Zeitschriftenaufsatz
ISSN	1076-9986
DOI	10.3102/1076998609359788
Schlagwörter	Computation; Sampling; Markov Processes; Monte Carlo Methods; Statistical Analysis; Multivariate Analysis; Models; Exit Examinations; Secondary School Students; Foreign Countries; United Kingdom (England) + Suchen Sie Ihr Suchwort? Markowscher Prozess; Monte-Carlo-Methode; Statistische Analyse; Multivariate Analyse; Analogiemodell; Final examination; Abschlussprüfung; Sekundarschüler; Ausland
Abstract	In this article, we discuss the effect of removing the independence assumptions between the residuals in two-level random effect models. We first consider removing the independence between the Level 2 residuals and instead assume that the vector of all residuals at the cluster level follows a general multivariate normal distribution. We demonstrate how this assumption can allow us to fit higher levels of clustering and school competition effects via an example from education. We then consider removing the assumption of independence between Level 1 residuals within clusters. We show how this extension can allow time series type models. Both normal and binary responses are considered. (Contains 7 tables and 2 figures.) (As Provided).
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Erfasst von	ERIC (Education Resources Information Center), Washington, DC
Update	2017/4/10