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Asymptotic Effect of Misspecification in the Random Part of the Multilevel Model

Author

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  • Johannes Berkhof
  • Jarl Kennard Kampen

Abstract

The authors examine the asymptotic effect of omitting a random coefficient in the multilevel model and derive expressions for the change in (a) the variance components estimator and (b) the estimated variance of the fixed effects estimator. They apply the method of moments, which yields a closed form expression for the omission effect. In practice, the model parameters are estimated by maximum likelihood; however, since the moment estimator and the maximum likelihood estimator are both consistent, the presented expression for the change in the variance components estimator asymptotically holds for the maximum likelihood estimator as well. The results are illustrated with an analysis of mathematics performance data.

Suggested Citation

  • Johannes Berkhof & Jarl Kennard Kampen, 2004. "Asymptotic Effect of Misspecification in the Random Part of the Multilevel Model," Journal of Educational and Behavioral Statistics, , vol. 29(2), pages 201-218, June.
    • Handle: RePEc:sae:jedbes:v:29:y:2004:i:2:p:201-218
    DOI: 10.3102/10769986029002201
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    Cited by:

    1. Heisig, Jan Paul & Schaeffer, Merlin, 2019. "Why You Should Always Include a Random Slope for the Lower-Level Variable Involved in a Cross-Level Interaction," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 35(2), pages 258-279.
    2. Heisig, Jan Paul & Schaeffer, Merlin, 2018. "Why You Should Always Include a Random Slope for the Lower-Level Variable Involved in a Cross-Level Interaction," SocArXiv bwqtd, Center for Open Science.

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