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

Frequentist Mixed Models: Diagnosis and Model Validation

Public introduction · full guide in Eikos

Introduction

What this guide covers

Introduction Frequentist Inference · Advanced Diagnosis

Overview

Topics covered

  • Introduction
  • Structure and Formulation of Mixed Models
  • The Fundamental Assumptions of the Mixed Model
  • 2.1 The Endogeneity of Random Effects
  • Typology of Residues in Mixed Models: Marginal vs. Conditionals
  • 3.1 Marginal Residuals

Related concepts

Main connections

  • Variance & standard deviation
  • Residual analysis & diagnostics
  • Mixed & multilevel models (GLMM)
  • Linear algebra & matrices
  • Maximum likelihood estimation
  • p-value & significance

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 + \varepsilon_i