IDEAS home Printed from https://ideas.repec.org/p/bep/unimip/unimi-1013.html

Robustness of parameter estimation procedures in multilevel models when random effects are MEP distributed

Author

Listed:
  • Nadia Solaro

    (University of Milan-Bicocca, Milan, Italy)

  • Pier Alda Ferrari

    (Department of Economics, Business and Statistics)

Abstract

In this paper we examine maximum likelihood estimation procedures in multilevel models for two level nesting structures. Usually, for fixed effects and variance components estimation, level-one error terms and random effects are assumed to be normally distributed. Nevertheless, in some circumstances this assumption might not be realistic, especially as concerns random effects. Thus we assume for random effects the family of multivariate exponential power distributions (MEP); subsequently, by means of Monte Carlo simulation procedures, we study robustness of maximum likelihood estimators under normal assumption when, actually, random effects are MEP distributed.

Suggested Citation

  • Nadia Solaro & Pier Alda Ferrari, 2005. "Robustness of parameter estimation procedures in multilevel models when random effects are MEP distributed," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1013, Universitá degli Studi di Milano.
    • Handle: RePEc:bep:unimip:unimi-1013
    Note: oai:cdlib1:unimi-1013
    as

    Download full text from publisher

    File URL: http://services.bepress.com/unimi/statistics/art5
    Download Restriction: no
    ---><---

    Other versions of this item:

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. is not listed on IDEAS
    2. Ho-Chul Park & Yang-Jun Joo & Seung-Young Kho & Dong-Kyu Kim & Byung-Jung Park, 2019. "Injury Severity of Bus–Pedestrian Crashes in South Korea Considering the Effects of Regional and Company Factors," Sustainability, MDPI, vol. 11(11), pages 1-17, June.

    More about this item

    Keywords

    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bep:unimip:unimi-1013. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F. Baum (email available below). General contact details of provider: https://edirc.repec.org/data/damilit.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.