EconPapers    
Economics at your fingertips  
 

Chain graphs for multilevel models

Anna Gottard and Carla Rampichini ()

Statistics & Probability Letters, 2007, vol. 77, issue 3, 312-318

Abstract: In this paper, we propose a way to incorporate multilevel models within graphical models. We introduce three types of nodes for chain graphs to represent (1) individual within clusters, (2) clusters as latent variables and (3) interactive effects. In this way, the chain graph shows both the associations among individuals introduced by clusters and the random coefficients of a multilevel model. Then, independencies implied by the model can be read off the chain graph as well as the additional independence constraints under which the multilevel model reduces to a fixed effect regression model. The paper focuses on hierarchical Gaussian data structures, considering two-level models.

Keywords: Graphical; models; Conditional; independence; Hierarchical; data; Markov; properties (search for similar items in EconPapers)
Date: 2007
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1) Track citations by RSS feed

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(06)00238-0
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:77:y:2007:i:3:p:312-318

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Haili He ().

 
Page updated 2020-07-16
Handle: RePEc:eee:stapro:v:77:y:2007:i:3:p:312-318