Hi,
I'm running cross-classified models with neighbourhoods, schools and children. This might be a basic question - but how can I best determine whether the between-group variances are statistically significant? Can I treat the standard deviation of the random effect estimates like a standard error?
Many thanks!
Anja
Significance of random effects in cross-classified model
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Re: Significance of random effects in cross-classified model
Hi Anja,
Sound like you are suggesting calculating a z-ratio for the between-group variance by dividing the point-estimate (mean of the MCMC chain for the between-group variance) by its standard error (standard deviation of the MCMC chain for the between-group variance) and then checking whether the test statistic is bigger than 1.96.
Don't do this!
This implicitly assumes that the between-group variance has a normal (i.e. symmetric) sampling distributions when variances typically have skewed sampling distributions. A better approach is to use the DIC statistic to compare the model with the between-group variance to the model without the between-group variance.
Best wishes
George
Sound like you are suggesting calculating a z-ratio for the between-group variance by dividing the point-estimate (mean of the MCMC chain for the between-group variance) by its standard error (standard deviation of the MCMC chain for the between-group variance) and then checking whether the test statistic is bigger than 1.96.
Don't do this!
This implicitly assumes that the between-group variance has a normal (i.e. symmetric) sampling distributions when variances typically have skewed sampling distributions. A better approach is to use the DIC statistic to compare the model with the between-group variance to the model without the between-group variance.
Best wishes
George
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- Posts: 9
- Joined: Wed Mar 21, 2012 10:01 pm
Re: Significance of random effects in cross-classified model
Many thanks George!