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:
Examining the Multilevel Model’s Error Covariance Structure

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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

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