Regressor and random-effects dependencies in multilevel models. (English) Zbl 1050.62070
Summary: The objectives of this paper are (1) to review methods that can be used to test for different types of random effects and regressor dependencies, (2) to present results from Monte Carlo studies designed to investigate the performance of these methods, and (3) to discuss estimation methods that can be used when some but not all of the random effects and regressor independence assumptions are violated. Because current methods are limited in various ways, we will also present a list of open problems and suggest solutions for some of them.
As we show, the issue of regressor random-effects independence has received some attention in the econometrics literature, but this important work has had little impact on current research practices in the social and behavioral sciences.
As we show, the issue of regressor random-effects independence has received some attention in the econometrics literature, but this important work has had little impact on current research practices in the social and behavioral sciences.
MSC:
| 62J05 | Linear regression; mixed models |
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