Multilevel models with multivariate mixed response types
Goldstein, Harvey, Carpenter, James R., Kenward, Michael G. and Levin, Kate A.. (2009) Multilevel models with multivariate mixed response types. Statistical Modelling.
|Authors||Goldstein, Harvey, Carpenter, James R., Kenward, Michael G. and Levin, Kate A.|
We build upon the existing literature to formulate a class of models for multivariate mixtures of Gaussian, ordered or unordered categorical responses and continuous distributions that are not Gaussian, each of which can be defined at any level of a multilevel data hierarchy. We describe a Markov chain Monte Carlo algorithm for fitting such models. We show how this unifies a number of disparate problems, including partially observed data and missing data in generalized linear modelling. The two-level model is considered in detail with worked examples of applications to a prediction problem and to multiple imputation for missing data. We conclude with a discussion outlining possible extensions and connections in the literature. Software for estimating the models is freely available.
|Publisher||Sage Publications Ltd.|
|Page range||173 - 197|
|Research Group||Institute for Learning Sciences and Teacher Education (ILSTE)|
|Place of publication||India|
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