An in-depth investigation on maximum likelihood estimators for variance components is proposed, where the reference is a multilevel model with misspecifications on random effect distribution. The multivariate distributions here introduced for the random effects belong to the family of the Multivariate Exponential Power (MEP) distributions. Our primary interest is devoted to the vaxiability of such estimators, since the MEPs have a noteworthy influence upon it.
The effects of MEP distributed random effects on variance component estimation in multilevel models / N. Solaro, P.A. Ferrari (STUDIES IN CLASSIFICATION, DATA ANALYSIS, AND KNOWLEDGE ORGANIZATION). - In: Data Analysis, Classification and Forward Search / [a cura di] S. Zani, A. Cerioli, M. Riani, M. Vichi,. - Berlin : Springer, 2006. - ISBN 978-3-540-35977-7. - pp. 143-152
The effects of MEP distributed random effects on variance component estimation in multilevel models
P.A. FerrariUltimo
2006
Abstract
An in-depth investigation on maximum likelihood estimators for variance components is proposed, where the reference is a multilevel model with misspecifications on random effect distribution. The multivariate distributions here introduced for the random effects belong to the family of the Multivariate Exponential Power (MEP) distributions. Our primary interest is devoted to the vaxiability of such estimators, since the MEPs have a noteworthy influence upon it.
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