Parsimonious Mixed Models
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Abstract
The analysis of experimental data with mixed-effects models requires decisions about the specification of the appropriate random-effects structure. Recently, Barr, Levy, Scheepers, and Tily, 2013 recommended fitting `maximal' models with all possible random effect components included. Estimation of maximal models, however, may not converge. We show that failure to converge typically is not due to a suboptimal estimation algorithm, but is a consequence of attempting to fit a model that is too complex to be properly supported by the data, irrespective of whether estimation is based on maximum likelihood or on Bayesian hierarchical modeling with uninformative or weakly informative priors. Importantly, even under…
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Keywords
- Random effects model
- Bayesian probability
- Prior probability
- Convergence (economics)
- Estimation
- Mixed model
- Econometrics
- Computer science
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