Previously, I alluded to being able to deal with clustering problems by using something called Hubert-White cluster robust standard errors –also known as a sandwich estimator because the formula looks like a little sandwich. Instead of effectively modeling a multilevel data…
I wanted to take a moment to plug the Centre for Multilevel Modelling at Bristol University. They are probably the leading research organization for multilevel modeling in the world. I took their free online course a while back and found it quite useful….
Fixed and random effects are one of the more confusing concepts in applied statistics because they mean different things in different fields so that “fixed effects” in economics are not the same “fixed effects” that you find in statistics. A…
One of the basic assumptions of most standard statistical models is that the data are independent and identically distributed or that they do not have meaningful correlations among observations once we account for all of your independent variables of interest….
If there’s one methodological area that I know better than and use more than any other it’s multilevel/mixed effects modeling. These are models that fit data with unobserved heterogeneity from some missing variables. In other words, your model isn’t perfect…
Hello! This blog serves a kind of public notebook for problems that I’m thinking through at any given moment designed to force me to write something coherent. I reserve the right to edit and re-post anything on here so don’t assume something…