Multilevel models with multivariate mixed response types

Goldstein, Harvey and Carpenter, James and Kenward, Mike and Levin, K.A (2009) Multilevel models with multivariate mixed response types. Statistical Modelling, 9 (3). pp. 173-197. ISSN 1471-082X

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Abstract

We build upon the existing literature to formulate a class of models for multivariate mixtures of Gaussian, ordered or unordered categorical responses and continuous distributions that are not Gaussian, each of which can be defined at any level of a multilevel data hierarchy. We describe a MCMC algorithm for fitting such models. We show how this unifies a number of disparate problems, including partially observed data and missing data in generalised linear modelling. The 2-level model is considered in detail with worked examples of applications to a prediction problem and to multiple imputation for missing data. We conclude with a discussion outlining possible extensions and connections in the literature. Software for estimating the models is freely available.

Item Type:Article
Subjects:5. Quantitative Data Handling and Data Analysis > 5.6 Multilevel Modelling
5. Quantitative Data Handling and Data Analysis > 5.17 Quantitative Approaches (other)
ID Code:1965
Deposited By: LEMMA user
Deposited On:04 Dec 2011 15:21
Last Modified:04 Dec 2011 15:21

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