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Robustezza delle procedure di stima dei parametri nei modelli multilivello

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Author Info
Pieralda FERRARI ()
Nadia SOLARO ()

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Abstract

Scopo del presente studio è l'esame della robustezza delle procedure iterative di stima di massima verosimiglianza nei modelli multilivello, ottenute assumendo che gli errori di primo livello e gli effetti casuali abbiano legge di distribuzione normale mul-tivariata. Alcuni autori (Verbeke and Lesaffre (1997), Hox and Maas (2001)) hanno già affrontato il problema della robustezza ipotizzando per gli effetti casuali distribuzioni alternative alla normale, quali: un miscuglio di distribuzioni normali, la distribuzione lognormale, la distribuzione chi-quadrato. Qui si assume che gli effetti casuali abbiano distribuzione multivariata con potenza esponenziale (MEP). L'indagine in merito alla ro-bustezza ` e condotta mediante simulazione; a tal fine, si ` e reso necessario sviluppare una procedura originale per generare le pseudo-determinazioni dalla distribuzione MEP

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Publisher Info
Paper provided by Department of Economics University of Milan Italy in its series Departemental Working Papers with number 2004-19.

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Date of creation: 01 Jan 2004
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Handle: RePEc:mil:wpdepa:2004-19

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Related research
Keywords: modello multilivello; distribuzione multivariata con potenza esponenziale;

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  1. Pieralda FERRARI & Nadia SOLARO, 2004. "On parameters estimation procedures in multilevel models," Departemental Working Papers 2004-20, Department of Economics University of Milan Italy. [Downloadable!]
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This page was last updated on 2009-12-18.

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