Autor: |
MINERVA MONTERO DÍAZ, VALIA GUERRA ONES |
Jazyk: |
angličtina |
Rok vydání: |
2005 |
Předmět: |
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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. |
Databáze: |
Directory of Open Access Journals |
Externí odkaz: |
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