On the effect of ignoring correlation in the covariates when fitting linear mixed models
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Description
We study in detail the effects of fitting the standard two-level linear mixed model with a single explanatory variable to clustered data. This model ignores clustering in the explanatory variable and we make explicit the effect of (the usually ignored) withincluster correlation in the explanatory variable. This approach produces a number of unexpected findings. (i) Ignoring clustering in the explanatory variable affects estimators of both the regression and variance parameters and the...[Show more]
Collections | ANU Research Publications |
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Date published: | 2020 |
Type: | Journal article |
URI: | http://hdl.handle.net/1885/224485 |
Source: | Journal of Statistical Planning and Inference |
DOI: | 10.1016/j.jspi.2019.04.001 |
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File | Description | Size | Format | Image |
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01_Yoon_On_the_effect_of_ignoring_2020.pdf | 1.36 MB | Adobe PDF | Request a copy |
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