Statistical Modeling & Regression · Mixed & Multilevel Models (GLMM)

Frequentist mixed models: temporal and spatial correlation structures · Advanced reference treatise

Public introduction · full guide in Eikos

Introduction

What this guide covers

Introduction Multidimensional Statistical Treatise

Overview

Topics covered

  • Introduction
  • Frequentist Mixed Models: Temporal and Spatial Correlation Structures
  • The Linear Mixed Models (LMM) paradigm
  • Model Distribution Assumptions
  • The structure of residual covariance
  • Temporal correlation structures in discrete time I: Autoregressive Processes (AR)

Related concepts

Main connections

  • Linear algebra & matrices
  • Variance & standard deviation
  • Maximum likelihood estimation
  • Mixed & multilevel models (GLMM)
  • Residual analysis & diagnostics
  • Time series & ARIMA

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

yi=Xiβ+Zibi+ϵi
View LaTeX sourcey_i = X_i \beta + Z_i b_i + \epsilon_i