On parameters estimation procedures in multilevel models
AbstractWe examine maximum likelihood estimation procedures in multilevel models re-latedto two-level hierarchically structured data. Usually, for fixed effects and variance com-ponentsestimation, multivariate normal distribution is assumed. Here we consider for randomeffects multivariate exponential power distribution (MEP), which represents one of the possiblegeneralizations of multivariate normal distribution. We examine robustness of maximum like-lihoodestimators under normal assumption when, indeed, random effects are MEP distributed. The study is conducted through MC simulation procedures
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Bibliographic InfoPaper provided by Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano in its series Departmental Working Papers with number 2004-20.
Date of creation: 01 Jan 2004
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- Pieralda FERRARI & Nadia SOLARO, 2004. "Robustezza delle procedure di stima dei parametri nei modelli multilivello," Departmental Working Papers 2004-19, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
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