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Robustezza delle procedure di stima dei parametri nei modelli multilivello

Author

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  • Pieralda FERRARI
  • Nadia SOLARO

Abstract

Scopo del presente studio è l'esame della robustezza delle procedure iterative di stima di massima verosimiglianza nei modelli multilivello, ottenute assumendo che gli errori di primo livello e gli effetti casuali abbiano legge di distribuzione normale mul-tivariata. Alcuni autori (Verbeke and Lesaffre (1997), Hox and Maas (2001)) hanno già affrontato il problema della robustezza ipotizzando per gli effetti casuali distribuzioni alternative alla normale, quali: un miscuglio di distribuzioni normali, la distribuzione lognormale, la distribuzione chi-quadrato. Qui si assume che gli effetti casuali abbiano distribuzione multivariata con potenza esponenziale (MEP). L'indagine in merito alla ro-bustezza ` e condotta mediante simulazione; a tal fine, si ` e reso necessario sviluppare una procedura originale per generare le pseudo-determinazioni dalla distribuzione MEP

Suggested Citation

  • Pieralda FERRARI & Nadia SOLARO, 2004. "Robustezza delle procedure di stima dei parametri nei modelli multilivello," Departmental Working Papers 2004-19, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    • Handle: RePEc:mil:wpdepa:2004-19
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    Cited by:

    1. Pieralda FERRARI & Nadia SOLARO, 2004. "On parameters estimation procedures in multilevel models," Departmental Working Papers 2004-20, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.

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