MCMC Sampling for a Multilevel Model With Nonindependent Residuals Within and Between Cluster Units

Browne, William and Goldstein, Harvey (2010) MCMC Sampling for a Multilevel Model With Nonindependent Residuals Within and Between Cluster Units. Journal of Educational and Behavioral Statistics, 35 (4). pp. 453-473. ISSN 1076-9986

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Official URL: http://jeb.sagepub.com/content/35/4/453

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.

Item Type:Article
Uncontrolled Keywords:correlated residuals; education; MCMC; multilevel models; time series
Subjects:5. Quantitative Data Handling and Data Analysis > 5.6 Multilevel Modelling
5. Quantitative Data Handling and Data Analysis > 5.7 Longitudinal Data Analysis
ID Code:1957
Deposited By: LEMMA user
Deposited On:04 Dec 2011 14:51
Last Modified:04 Dec 2011 14:51

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