Chapter

Examining the Multilevel Model’s Error Covariance Structure

Judith D. Singer and John B. Willett

in Applied Longitudinal Data Analysis

Published in print May 2003 | ISBN: 9780195152968
Published online September 2009 | e-ISBN: 9780199864980 | DOI: http://dx.doi.org/10.1093/acprof:oso/9780195152968.003.0007
Examining the Multilevel Model’s Error Covariance Structure

More Like This

Show all results sharing this subject:

  • Public Health and Epidemiology

GO

Show Summary Details

Preview

The previous chapters emphasized the fixed effects in the multilevel model for change. This chapter, in contrast, focuses on the model's random effects as embodied in its error covariance structure. Section 7.1 begins by reviewing the “standard” multilevel model for change, expressed in composite form. Section 7.2 examines this model's random effects, demonstrating that the composite error term is indeed both heteroscedastic and autocorrelated, as preferred for longitudinal data. Section 7.3 compares several alternative error covariance structures and provide strategies for choosing among them.

Keywords: multilevel model; individual change; composite model; error covariance matrix

Chapter.  7289 words. 

Subjects: Public Health and Epidemiology

Full text: subscription required

How to subscribe Recommend to my Librarian

Buy this work at Oxford University Press »

Users without a subscription are not able to see the full content. Please, subscribe or login to access all content.