Estimating multilevel models for categorical data via generalized least squares

Autor: MINERVA MONTERO DÍAZ, VALIA GUERRA ONES
Jazyk: angličtina
Rok vydání: 2005
Předmět:
Zdroj: Revista Colombiana de Estadística, Vol 28, Iss 1, Pp 63-76 (2005)
Druh dokumentu: article
ISSN: 0120-1751
Popis: Montero et al. (2002) proposed a strategy to formulate multilevel models related to a contingency table sample. This methodology is based on the application of the general linear model to hierarchical categorical data. In this paper we applied the method to a multilevel logistic regression model using simulated data. We find that the estimates of the random parameters are inadmissible in some circumstances; large bias and negative estimates of the variance are expected for unbalanced data sets. In order to correct the estimates we propose to use a numerical technique based on the Truncated Singular Value Decomposition (TSVD) in the solution of the problem of generalized least squares associated to the estimation of the random parameters. Finally a simulation study is presented to shows the effectiveness of this technique for reducing the bias of the estimates.
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