ERIC Number: EJ906646
Record Type: Journal
Publication Date: 2010-Aug
Pages: 21
Abstractor: As Provided
ISBN: N/A
ISSN: ISSN-1076-9986
EISSN: N/A
MCMC Sampling for a Multilevel Model with Nonindependent Residuals within and between Cluster Units
Browne, William; Goldstein, Harvey
Journal of Educational and Behavioral Statistics, v35 n4 p453-473 Aug 2010
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. (Contains 7 tables and 2 figures.)
Descriptors: Computation, Sampling, Markov Processes, Monte Carlo Methods, Statistical Analysis, Multivariate Analysis, Models, Exit Examinations, Secondary School Students, Foreign Countries
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Publication Type: Journal Articles; Reports - Descriptive
Education Level: Secondary Education
Audience: N/A
Language: English
Sponsor: N/A
Authoring Institution: N/A
Identifiers - Location: United Kingdom (England)
Grant or Contract Numbers: N/A