IDEAS home Printed from https://ideas.repec.org/a/sae/jedbes/v29y2004i2p201-218.html
   My bibliography  Save this article

Asymptotic Effect of Misspecification in the Random Part of the Multilevel Model

Author

Listed:
  • Johannes Berkhof
  • Jarl Kennard Kampen

Abstract

The authors examine the asymptotic effect of omitting a random coefficient in the multilevel model and derive expressions for the change in (a) the variance components estimator and (b) the estimated variance of the fixed effects estimator. They apply the method of moments, which yields a closed form expression for the omission effect. In practice, the model parameters are estimated by maximum likelihood; however, since the moment estimator and the maximum likelihood estimator are both consistent, the presented expression for the change in the variance components estimator asymptotically holds for the maximum likelihood estimator as well. The results are illustrated with an analysis of mathematics performance data.

Suggested Citation

  • Johannes Berkhof & Jarl Kennard Kampen, 2004. "Asymptotic Effect of Misspecification in the Random Part of the Multilevel Model," Journal of Educational and Behavioral Statistics, , vol. 29(2), pages 201-218, June.
  • Handle: RePEc:sae:jedbes:v:29:y:2004:i:2:p:201-218
    DOI: 10.3102/10769986029002201
    as

    Download full text from publisher

    File URL: https://journals.sagepub.com/doi/10.3102/10769986029002201
    Download Restriction: no

    File URL: https://libkey.io/10.3102/10769986029002201?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

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


    Cited by:

    1. Heisig, Jan Paul & Schaeffer, Merlin, 2019. "Why You Should Always Include a Random Slope for the Lower-Level Variable Involved in a Cross-Level Interaction," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 35(2), pages 258-279.
    2. Heisig, Jan Paul & Schaeffer, Merlin, 2018. "Why You Should Always Include a Random Slope for the Lower-Level Variable Involved in a Cross-Level Interaction," SocArXiv bwqtd, Center for Open Science.

    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:sae:jedbes:v:29:y:2004:i:2:p:201-218. 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: SAGE Publications (email available below). General contact details of provider: .

    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.