Statistical Modelling of Data from Hierarchical Structures Using Variance Component Analysis

Longford, N. T.

doi:10.1007/978-1-4615-7070-7_12

N. T. Longford²

Part of the book series: Lecture Notes in Statistics ((LNS,volume 32))

501 Accesses
4 Citations

Abstract

A general statistical modelling framework for variance component analysis of clustered observations (subjects within groups) is set up and demonstrated on a data set originating from a survey of house prices. It may be possible to interface the software used for the data analysis with the new version of GLIM through the $PASS command.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Log in via an institution

Chapter: USD 29.95; Price excludes VAT (USA)

eBook: USD 84.99; Price excludes VAT (USA)

Softcover Book: USD 109.99; Price excludes VAT (USA)

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

References

Aitkin, M., and Longford, N.T. (1985) Statistical modelling issues in school effectiveness studies. J. Roy. Stat. Soc., to appear.
Google Scholar
Belsley, D., Kuh, E., and Welsch, R.E. (1980) Regression Diagnostics — Identifying Influential Data and Sources of Collinearity. Wiley Series in Probability and Mathematical Statistics.
Book MATH Google Scholar
Dempster, A.P., Laird, N.M., and Rubin, D.B. (1977) Maximum likelihood for incomplete data via the EM algorithm. J. Roy. Stat. Soc. B 39, 1 – 38.
MathSciNet Google Scholar
Dempster, A.P., Rubin, D.B., and Tsutakawa, R.K. (1981) Estimation in covariance component models. J. Amer. Stat. Assoc.76, 341 – 353.
Article MathSciNet MATH Google Scholar
Goldstein, H. (1985) Multilevel mixed linear model analysis using iterative generalized least squares. Biometrika, to appear.
Google Scholar
Harrison, D., and Rubinfeld, D.L. (1978) Hedonic prices and the demand for clean air. J. Env. Econ. Manag. 5, 81–102.
Article MATH Google Scholar
Laird, N.M., and Ware, J.H. (1982) Random-effects models for longitudinal data. Biometrics 38, 963–974.
Article MATH Google Scholar
Longford, N.T. (1985) A fast scoring algorithm for maximum likelihood estimation in unbalanced mixed models with nested random effects. Submitted to J. Amer. Stat. Assoc.
Google Scholar
Mason, U.M., Wong, G.Y., and Entwisle, B. (1984) The multilevel linear model: A better way to do contextual analysis. Sociological Methodology. Jossey Press, London.
Google Scholar

Download references

Author information

Authors and Affiliations

Centre for Applied Statistics, Lancaster University, UK
N. T. Longford

Authors

N. T. Longford
View author publications
You can also search for this author in PubMed Google Scholar

Editor information

Editors and Affiliations

Department of Mathematics, Statistics and Computing, The Polytechnic of North London, Holloway Road, London, N7 8DB, UK
Robert Gilchrist , Brian Francis & Joe Whittaker , &

Rights and permissions

Reprints and permissions

Copyright information

About this paper

Cite this paper

Longford, N.T. (1985). Statistical Modelling of Data from Hierarchical Structures Using Variance Component Analysis. In: Gilchrist, R., Francis, B., Whittaker, J. (eds) Generalized Linear Models. Lecture Notes in Statistics, vol 32. Springer, New York, NY. https://doi.org/10.1007/978-1-4615-7070-7_12

Download citation

DOI: https://doi.org/10.1007/978-1-4615-7070-7_12
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-96224-5
Online ISBN: 978-1-4615-7070-7
eBook Packages: Springer Book Archive

Publish with us

Policies and ethics