Variance components in two-level models
Posted on
Mike Cheung
Joined: 10/08/2009
| Attachment | Size |
|---|---|
| test-2L-model.pdf | 219.77 KB |
Hello all,
I want to estimate the variance components in a two-level model. The estimated variances seem correct when there is only one variable. However, the estimated variances appear incorrect when more than one variable. The observation is that the between-level variances are under-estimated, whereas the within-level variances are over-estimated.
Attached is an example with 1,000 level-2 units, each with 100 level-1 units. This ensures that sampling error does not play a critical role.
Did I do something wrong here? Thanks in advance.
Mike
Hello all,
I just figured that I had made an error in the code.
Incorrect:
mxMatrix("Full", p, p, F, 1, name = "T", joinKey = "cluster", joinModel = "B", dimnames = list(man_W, lat_B)),
Correct:
mxMatrix("Diag", p, p, F, 1, name = "T", joinKey = "cluster", joinModel = "B", dimnames = list(man_W, lat_B)),
It works okay after correcting it. I have attached the updated version for the record.
Mike
Log in or register to post comments