Chapter TEN. Random Effects
Published Online: 11 AUG 2003
DOI: 10.1002/0471467979.ch10
Copyright © 2003 John Wiley & Sons, Inc.
Book Title
Quantitative Methods in Population Health: Extensions of Ordinary Regression
Additional Information
How to Cite
Palta, M. (2003) Random Effects, in Quantitative Methods in Population Health: Extensions of Ordinary Regression, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/0471467979.ch10
Publication History
- Published Online: 11 AUG 2003
- Published Print: 15 AUG 2003
Book Series:
Book Series Editors:
- Walter A. Shewhart,
- Samuel S. Wilks
ISBN Information
Print ISBN: 9780471455059
Online ISBN: 9780471467977
- Summary
- Chapter
Keywords:
- random effects;
- mixed effects;
- hierarchical model;
- two stage model;
- variance components;
- RANDOM command;
- random intercept;
- random slope;
- empirical Bayes;
- omitted covariate
Summary
We explain random effects from different viewpoints, including as omitted covariates that are not confounders. Models are explained as both two-stage (hierarchical) and as overall models with variance components. Random intercept model is shown to be equivalent to compound symmetry model. PROC MIXED commands for random effects are introduced. Random slopes are introduced. Likelihood ratio tests are discussed for choosing random effects structure. Results based on random effects and other covariance structures are compared for the blood pressure data. Empirical Bayes estimation of individual random effects is briefly discussed. The distribution of random effects is examined for the blood pressure data.