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On the effect of ignoring correlation in the covariates when fitting linear mixed models

Yoon, Hwan-Jin; Welsh, Alan

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]

CollectionsANU Research Publications
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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