Random Effects Models

  • Ludwig Fahrmeir
  • Gerhard Tutz
Part of the Springer Series in Statistics book series (SSS)

Abstract

This chapter is concerned with random effects models for analyzing nonnormal data that are assumed to be clustered or correlated. The clustering may be due to repeated measurements over time, as in longitudinal studies, or to subsampling the primary sampling units, as in cross-sectional studies. In each of these cases the data consist of repeated observations (yit, xit), t = 1, ... , T i , for each individual or unit i = 1, ... , n, where y denotes a response variable of primary interest and x a vector of covariates. Typical examples include panel data, where the cluster-specific data
$$\left( {{y_i},{x_i}} \right) = \left( {{y_{i1}},...,{y_i}{T_i},{x_{i1}},...,{x_i}{T_i}} \right)$$
correspond to a time series of length T i , or large-scale health studies, where (y i , x i ) represents the data of a primary sampling unit, say a hospital or a geographical region.

Keywords

Random Effect Model Quadrature Point Monte Carlo Integration Posterior Mode Well Linear Unbiased Estimator 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer Science+Business Media New York 2001

Authors and Affiliations

  • Ludwig Fahrmeir
    • 1
  • Gerhard Tutz
    • 2
  1. 1.Department of StatisticsUniversity of MunichMünchenGermany
  2. 2.Department of StatisticsUniversity of MunichMünchenGermany

Personalised recommendations