Avoiding Data Snooping in Multilevel and Mixed Effects Models
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- David Afshartous & Michael Wolf, 2007. "Avoiding ‘data snooping’ in multilevel and mixed effects models," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 170(4), pages 1035-1059, October.
References listed on IDEAS
- Joseph P. Romano & Michael Wolf, 2005.
"Stepwise Multiple Testing as Formalized Data Snooping,"
Econometrica, Econometric Society, vol. 73(4), pages 1237-1282, July.
- Joseph P. Romano & Michael Wolf, 2003. "Stepwise multiple testing as formalized data snooping," Economics Working Papers 712, Department of Economics and Business, Universitat Pompeu Fabra.
- Joseph P. Romano & Michael Wolf, 2015. "Stepwise Multiple Testing as Formalized Data Snooping," Working Papers 17, Barcelona School of Economics.
- Harvey Goldstein & Michael J. R. Healy, 1995. "The Graphical Presentation of a Collection of Means," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 158(1), pages 175-177, January.
- James R. Carpenter & Harvey Goldstein & Jon Rasbash, 2003. "A novel bootstrap procedure for assessing the relationship between class size and achievement," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 52(4), pages 431-443, October.
- Valerie S. L. Williams & Lyle V. Jones & John W. Tukey, 1999. "Controlling Error in Multiple Comparisons, with Examples from State-to-State Differences in Educational Achievement," Journal of Educational and Behavioral Statistics, , vol. 24(1), pages 42-69, March.
- Joseph P. Romano & Azeem M. Shaikh & Michael Wolf, 2010. "multiple testing," The New Palgrave Dictionary of Economics,, Palgrave Macmillan.
- Joseph P. Romano & Michael Wolf, "undated". "Control of Generalized Error Rates in Multiple Testing," IEW - Working Papers 245, Institute for Empirical Research in Economics - University of Zurich.
- Harvey Goldstein & David J. Spiegelhalter, 1996. "League Tables and Their Limitations: Statistical Issues in Comparisons of Institutional Performance," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 159(3), pages 385-409, May.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- George Leckie & Harvey Goldstein, 2009.
"The limitations of using school league tables to inform school choice,"
Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 172(4), pages 835-851, October.
- George Leckie & Harvey Goldstein, 2009. "The Limitations of Using School League Tables to Inform School Choice," The Centre for Market and Public Organisation 09/208, The Centre for Market and Public Organisation, University of Bristol, UK.
- Anders Skrondal & Sophia Rabe‐Hesketh, 2009. "Prediction in multilevel generalized linear models," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 172(3), pages 659-687, June.
- Afshartous, David & Preston, Richard A., 2010. "Confidence intervals for dependent data: Equating non-overlap with statistical significance," Computational Statistics & Data Analysis, Elsevier, vol. 54(10), pages 2296-2305, October.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Romano, Joseph P. & Shaikh, Azeem M. & Wolf, Michael, 2008.
"Formalized Data Snooping Based On Generalized Error Rates,"
Econometric Theory, Cambridge University Press, vol. 24(2), pages 404-447, April.
- Joseph P & Romano & Azeem M. Shaikh & Michael Wolf, 2005. "Formalized Data Snooping Based on Generalized Error Rates," IEW - Working Papers 259, Institute for Empirical Research in Economics - University of Zurich.
- Giuseppe Cavaliere & Dimitris N. Politis & Anders Rahbek & Paul Doukhan & Gabriel Lang & Anne Leucht & Michael H. Neumann, 2015.
"Recent developments in bootstrap methods for dependent data,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 36(3), pages 290-314, May.
- Giuseppe Cavaliere & Dimitris N. Politis & Anders Rahbek & Michael Wolf & Dan Wunderli, 2015. "Recent developments in bootstrap methods for dependent data," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(3), pages 352-376, May.
- Heath, Davidson & Ringgenberg, Matthew C. & Samadi, Mehrdad & Werner, Ingrid M., 2019.
"Reusing Natural Experiments,"
Working Paper Series
2019-21, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Werner, Ingrid M & Heath, Davidson & Ringgenberg, Matthew & Samadi, Mehrdad, 2020. "Reusing Natural Experiments," CEPR Discussion Papers 14710, C.E.P.R. Discussion Papers.
- Davidson Heath & Matthew Ringgenberg & Mehrdad Samadi & Ingrid M. Werner, 2022. "Reusing Natural Experiments," International Finance Discussion Papers 1339, Board of Governors of the Federal Reserve System (U.S.).
- Dichtl, Hubert & Drobetz, Wolfgang & Neuhierl, Andreas & Wendt, Viktoria-Sophie, 2021. "Data snooping in equity premium prediction," International Journal of Forecasting, Elsevier, vol. 37(1), pages 72-94.
- George Leckie & Harvey Goldstein, 2009.
"The limitations of using school league tables to inform school choice,"
Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 172(4), pages 835-851, October.
- George Leckie & Harvey Goldstein, 2009. "The Limitations of Using School League Tables to Inform School Choice," The Centre for Market and Public Organisation 09/208, The Centre for Market and Public Organisation, University of Bristol, UK.
- Sergei Bazylik & Magne Mogstad & Joseph P. Romano & Azeem Shaikh & Daniel Wilhelm, 2021.
"Finite- and Large-Sample Inference for Ranks using Multinomial Data with an Application to Ranking Political Parties,"
NBER Working Papers
29519, National Bureau of Economic Research, Inc.
- Sergei Bazylik & Magne Mogstad & Joseph Romano & Azeem Shaikh & Daniel Wilhelm, 2024. "Finite- and Large-Sample Inference for Ranks using Multinomial Data with an Application to Ranking Political Parties," Papers 2402.00192, arXiv.org.
- Sergei Bazylik & Magne Mogstad & Joseph P. Romano & Azeem M. Shaikh & Daniel Wilhelm, 2021. "Finite- and large-sample inference for ranks using multinomial data with an application to ranking political parties," CeMMAP working papers CWP40/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Daniel Wilhelm & Magne Mogstad & Azeem Shaikh, 2021. "Finite- and Large-Sample Inference for Ranks using Multinomial Data with an Application to Ranking Political Parties," RF Berlin - CReAM Discussion Paper Series 2132, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM).
- Joseph P. Romano & Azeem M. Shaikh & Michael Wolf, 2010.
"Hypothesis Testing in Econometrics,"
Annual Review of Economics, Annual Reviews, vol. 2(1), pages 75-104, September.
- Joseph P. Romano & Azeem M. Shaikh & Michael Wolf, 2009. "Hypothesis testing in econometrics," IEW - Working Papers 444, Institute for Empirical Research in Economics - University of Zurich.
- Armin Falk & Ernst Fehr & Christian Zehnder, "undated".
"The Behavioral Effects of Minimum Wages,"
IEW - Working Papers
247, Institute for Empirical Research in Economics - University of Zurich.
- Fehr, Ernst & Falk, Armin & Zehnder, Christian, 2005. "The Behavioural Effects of Minimum Wages," CEPR Discussion Papers 5115, C.E.P.R. Discussion Papers.
- Falk, Armin & Fehr, Ernst & Zehnder, Christian, 2005. "The Behavioral Effects of Minimum Wages," IZA Discussion Papers 1625, Institute of Labor Economics (IZA).
- Isabella Sulis & Mariano Porcu & Vincenza Capursi, 2019. "On the Use of Student Evaluation of Teaching: A Longitudinal Analysis Combining Measurement Issues and Implications of the Exercise," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 142(3), pages 1305-1331, April.
- Tania Singer & Ernst Fehr, 2005.
"The Neuroeconomics of Mind Reading and Empathy,"
American Economic Review, American Economic Association, vol. 95(2), pages 340-345, May.
- Singer, Tania & Fehr, Ernst, 2005. "The Neuroeconomics of Mind Reading and Empathy," IZA Discussion Papers 1647, Institute of Labor Economics (IZA).
- Fehr, Ernst & ,, 2005. "The Neuroconomics of Mind Reading and Empathy," CEPR Discussion Papers 5128, C.E.P.R. Discussion Papers.
- Nicholas Tibor Longford, 2016. "Decision Theory Applied to Selecting the Winners, Ranking, and Classification," Journal of Educational and Behavioral Statistics, , vol. 41(4), pages 420-442, August.
- Hassler Uwe & Werkmann Verena, 2014. "Multiple Comparisons and Joint Significance in Panel Unit Root Testing with Evidence on International Interest Rate Linkage," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 234(1), pages 23-43, February.
- Mathur, Maya B & VanderWeele, Tyler, 2018. "Statistical methods for evidence synthesis," Thesis Commons kd6ja, Center for Open Science.
- Michael Wolf & Dan Wunderli, 2012. "Bootstrap joint prediction regions," ECON - Working Papers 064, Department of Economics - University of Zurich, revised May 2013.
- Laurent Barras & Olivier Scaillet & Russ Wermers, 2010.
"False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas,"
Journal of Finance, American Finance Association, vol. 65(1), pages 179-216, February.
- Olivier Scaillet & Laurent Barras & Russell R. Wermers, 2005. "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Working Papers CEB 05-014.RS, ULB -- Universite Libre de Bruxelles.
- Barras, Laurent & Scaillet, Olivier & Wermers, Russ, 2009. "False discoveries in mutual fund performance: Measuring luck in estimated alphas," CFR Working Papers 06-02, University of Cologne, Centre for Financial Research (CFR).
- Laurent BARRAS & Olivier SCAILLET & Russ WERMERS, 2008. "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Swiss Finance Institute Research Paper Series 08-18, Swiss Finance Institute.
- Laurent BARRAS & Olivier SCAILLET & Russ WERMERS, 2005. "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," FAME Research Paper Series rp163, International Center for Financial Asset Management and Engineering.
- Yang, Junmin & Cao, Zhiguang & Han, Qiheng & Wang, Qiyu, 2019. "Tactical asset allocation on technical trading rules and data snooping," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
- Magne Mogstad & Joseph P Romano & Azeem M Shaikh & Daniel Wilhelm, 2024.
"Inference for Ranks with Applications to Mobility across Neighbourhoods and Academic Achievement across Countries,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(1), pages 476-518.
- Magne Mogstad & Joseph P. Romano & Azeem Shaikh & Daniel Wilhelm, 2020. "Inference for Ranks with Applications to Mobility across Neighborhoods and Academic Achievement across Countries," NBER Working Papers 26883, National Bureau of Economic Research, Inc.
- Magne Mogstad & Joseph P. Romano & Azeem M. Shaikh & Daniel Wilhelm, 2023. "Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries," CeMMAP working papers 03/23, Institute for Fiscal Studies.
- Magne Mogstad & Joseph P. Romano & Azeem M. Shaikh & Daniel Wilhelm, 2021. "Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries," CeMMAP working papers CWP17/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Magne Mogstad & Joseph P. Romano & Azeem M. Shaikh & Daniel Wilhelm, 2020. "Inference for Ranks with Applications to Mobility across Neighborhoods and Academic Achievement across Countries," Working Papers 2020-16, Becker Friedman Institute for Research In Economics.
- Magne Mogstad & Joseph P. Romano & Daniel Wilhelm & Azeem M. Shaikh, 2020. "Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries," CeMMAP working papers CWP10/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Magne Mogstad & Joseph P. Romano & Azeem M. Shaikh & Daniel Wilhelm, 2020. "Inference for Ranks with Applications to Mobility across Neighborhoods and Academic Achievement across Countries," RF Berlin - CReAM Discussion Paper Series 2008, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM).
- Omotilewa, Oluwatoba J. & Ricker-Gilbert, Jacob & Ainembabazi, John Herbert & Shively, Gerald E., 2018. "Does improved storage technology promote modern input use and food security? Evidence from a randomized trial in Uganda," Journal of Development Economics, Elsevier, vol. 135(C), pages 176-198.
- Columbu, Silvia & Porcu, Mariano & Sulis, Isabella, 2021. "University choice and the attractiveness of the study area: Insights on the differences amongst degree programmes in Italy based on generalised mixed-effect models," Socio-Economic Planning Sciences, Elsevier, vol. 74(C).
- Heikki Pursiainen & Mika Kortelainen & Jenni Pääkkönen, 2014. "Impact of School Quality on Educational Attainment - Evidence from Finnish High Schools," ERSA conference papers ersa14p711, European Regional Science Association.
More about this item
Keywords
Data snooping; hierarchical linear models; hypothesis testing; pairwise comparisons; random e�ects; rankings;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2006-01-24 (Econometrics)
Statistics
Access and download statisticsCorrections
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:zur:iewwpx:260. 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.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with 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: Severin Oswald (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.