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 variability of such estimators, since the MEPs have a noteworthy influence upon it
Solaro, N., Ferrari, P. (2006). The effects of MEP distributed random effects on variance component estimation in multilevel models. In Data Analysis, Classification and the Forward Search (pp. 143-152). Berlin-Heidelberg : Springer-Verlag [10.1007/3-540-35978-8_17].
The effects of MEP distributed random effects on variance component estimation in multilevel models
SOLARO, NADIA;
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 variability of such estimators, since the MEPs have a noteworthy influence upon it
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