Determining dependence among random variables across observations

Autor:	Peter J. Veazie
Jazyk:	angličtina
Rok vydání:	2024
Předmět:	clustered standard errors data generating process dependent random variables hierarchical models nested data Mathematics QA1-939 Probabilities. Mathematical statistics QA273-280
Zdroj:	Ratio Mathematica, Vol 51, Iss 0 (2024)
Druh dokumentu:	article
ISSN:	1592-7415 2282-8214
DOI:	10.23755/rm.v51i0.1464
Popis:	It is common in applied research to analyze data from data generating processes with dependencies among random variables across observations. Such dependencies impact power calculations and standard errors. However, it is also common to mistake the structure of data for the structure of the data generating process and thereby to use inappropriate standard error estimators. The challenge is not merely to distinguish data from data generating processes but also to determine dependence. This paper discusses the problem and provides a four-step guide, with examples, for determining dependence of random variables across observations.
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/b178c72e29eb46b1bcce180a57995130 Zobrazit plný text záznamu View record in DOAJ