TEN. Random Effects

  1. Mari Palta

Published Online: 11 AUG 2003

DOI: 10.1002/0471467979.ch10

Quantitative Methods in Population Health: Extensions of Ordinary Regression

Quantitative Methods in Population Health: Extensions of Ordinary Regression

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

Author Information

  1. Madison, Wisconsin, USA

Publication History

  1. Published Online: 11 AUG 2003
  2. Published Print: 15 AUG 2003

Book Series:

  1. Wiley Series in Probability and Statistics

Book Series Editors:

  1. Walter A. Shewhart and
  2. Samuel S. Wilks

ISBN Information

Print ISBN: 9780471455059

Online ISBN: 9780471467977

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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.