A nondegenerate penalized likelihood estimator for variance parameters in multilevel models

DOI10.1007/S11336-013-9328-2zbMATH Open1288.62178OpenAlexW2149719430WikidataQ46714505 ScholiaQ46714505MaRDI QIDQ2452355FDOQ2452355

Authors: Yeojin Chung, S. Rabe-Hesketh, Vincent Dorie, Jingchen Liu, Andrew Gelman 

Publication date: 2 June 2014

Published in: Psychometrika (Search for Journal in Brave)

Full work available at URL: https://escholarship.org/uc/item/7bp6d8x3

Recommendations

• Maximum softly-penalized likelihood for mixed effects logistic regression
• Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
• A comparison of Bayesian and likelihood-based methods for fitting multilevel models
• A prior for the variance in hierarchical models
• Conservative prior distributions for variance parameters in hierarchical models

zbMATH Keywords

penalized likelihoodvariance estimationmixed modelmultilevel modelweakly informative priorhierarchical linear modelBayes modal estimation

Mathematics Subject Classification ID

Applications of statistics to psychology (62P15)

Cites Work

• Random-Effects Models for Longitudinal Data
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• Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
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• When Should Epidemiologic Regressions Use Random Coefficients?
• Avoiding Boundary Estimates in Latent Class Analysis by Bayesian Posterior Mode Estimation
• Classical asymptotic properties of a certain estimator related to the maximum likelihood estimator

Cited In (9)

• Random effects multinomial processing tree models: a maximum likelihood approach
• Estimating across-trial variability parameters of the diffusion decision model: expert advice and recommendations
• A penalized likelihood method for multi‐group structural equation modelling
• Level-specific correction for nonparametric likelihoods
• Clinical heterogeneity in random-effect meta-analysis: between-study boundary estimate problem
• A Bayesian-bandit adaptive design for \(N\)-of-1 clinical trials
• Maximum softly-penalized likelihood for mixed effects logistic regression
• Testing Sparsity-Inducing Penalties
• Large-Scale Replication Projects in Contemporary Psychological Research

Uses Software

• lme4
• Stata
• BayesDA
• Latent GOLD

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