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Efficient maximum likelihood estimation of multiple membership linear mixed models, with an application to educational value-added assessments

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  • Karl, Andrew T.
  • Yang, Yan
  • Lohr, Sharon L.
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    Abstract

    The generalized persistence (GP) model, developed in the context of estimating “value added” by individual teachers to their students’ current and future test scores, is one of the most flexible value-added models in the literature. Although developed in the educational setting, the GP model can potentially be applied to any structure where each sequential response of a lower-level unit may be associated with a different higher-level unit, and the effects of the higher-level units may persist over time. The flexibility of the GP model, however, and its multiple membership random effects structure lead to computational challenges that have limited the model’s availability. We develop an EM algorithm to compute maximum likelihood estimates efficiently for the GP model, making use of the sparse structure of the random effects and error covariance matrices. The algorithm is implemented in the package GPvam in R statistical software. We give examples of the computations and illustrate the gains in computational efficiency achieved by our estimation procedure.

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    File URL: http://www.sciencedirect.com/science/article/pii/S0167947312003544
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    Bibliographic Info

    Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

    Volume (Year): 59 (2013)
    Issue (Month): C ()
    Pages: 13-27

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    Handle: RePEc:eee:csdana:v:59:y:2013:i:c:p:13-27

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    Web page: http://www.elsevier.com/locate/csda

    Related research

    Keywords: EM algorithm; Generalized persistence model; Sparse matrices; Unbalanced data; Variable persistence model;

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    Cited by:
    1. Karl, Andrew T. & Yang, Yan & Lohr, Sharon L., 2014. "Computation of maximum likelihood estimates for multiresponse generalized linear mixed models with non-nested, correlated random effects," Computational Statistics & Data Analysis, Elsevier, vol. 73(C), pages 146-162.

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