Last November I was invited to give a couple of talks at Indiana University. I really enjoyed the visit and I thought I’d go ahead and post the talk. I’ve given versions of it previously at UK and the University…
Analytic Methods Robinson, G. K. (1991). “That BLUP is a good thing: the estimation of random effects.” Statistical Science: 15-32. Swamy, P. and S. S. Arora (1972). “The exact finite sample properties of the estimators of coefficients in the error…
Centering and Model Structure Jim Savage Random Effects, Partial Pooling, and Exchangeability. Blog Post Enders, C. K. (2013). Centering predictors and contextual effects. SAGE Handbook of Multilevel Modeling. M. A. Scott, J. S. Simonoff and B. D. Marx. Bafumi, J….
This week is a standard introduction to fixed, random, and mixed effects models and choices between them. This is mostly a mix of readings debating the econometric point of view and the statistical point of view on fixed and random…
This week is focused on the historical background and usage of multilevel models across statistics, psychometrics, biostatistics, and econometrics. In particular, it’s to try to get at general definitions of fixed, random, and mixed effects and how/why different fields define…
This Spring I went through a set of advanced readings on multilevel modeling with my teaching assistants for the ICPSR summer program this coming July/August. The goal was to give them a pretty deep dive into how I think about…
It’s been pretty quiet on the blogging front for the last year or so. I finished up my PhD, started my postdoc, and taught advanced multilevel modeling at ICPSR in the time since I tried to blog semi-regularly. So things…
Variational Bayes came up in conversation on expectation maximization recently and I remembered that I’ve had this reading list sitting in my “to be published” queue for months. Variational Bayes is just a Bayesian version of expectation maximization but it can…
Here’s a list of readings on Bayesian Hierarchical Models with specific reference to multilevel modeling. This is a work in progress but it would work reasonably well as the basic reading list for an advanced topics course in Bayesian multilevel modeling….
Over the last few years I’ve been getting more interested in how to deal with high dimensional integration of random effects. In straightforward nonlinear mixed effects models¹ you typically try to approximate a random effect by numerical integration. The standard…