Variance Component Testing in Multilevel Models
By Johannes Berkhof, Tom A. B. Snijders. 2001
87 citations recorded by the source corpus.
Subfields: Artificial Intelligence, Economics and Econometrics, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/ceb64cc8f7007b5b7294402e0aef36ff135afd0f
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Artificial Intelligence
- Joop J. Hox
- Cora J. M. Maas
- Maria Iannario
- S. Lane
- Tom A. B. Snijders
- Johannes Berkhof
- Erin P. Hennes
- Sourav Chatterjee
In Economics and Econometrics
In Statistics and Probability
- Joop J. Hox
- Cora J. M. Maas
- Maria Iannario
- S. Lane
- Tom A. B. Snijders
- Johannes Berkhof
- Erin P. Hennes
- Oi-man Kwok
Citations in the corpus
- Power struggles (2018, background): “Moreover, the choice of statistical test can affect the calculation of the standard error and corresponding estimates of power (Berkhof & Snijders, 2001).”
- The effect of estimation method and sample size in multilevel structural equation modeling (2010, background): “Other studies focusing on multilevel regression also found that the Wald test for variances is not very accurate; for a discussion, see Berkhof and Snijders (2001).”
- Hierarchical CUB Models for Ordinal Variables (2012, background): “However, the null hypothesis specifies a parameter on the boundary of the admissible parametric space, and classical LRT asymptotic theory is not more valid (Berkhof and Snijders, 2001; Verbeke and Molenberghs, 2007).”
- Diagnostic Checks for Multilevel Models (2008, background): “The score test also has good power properties in a small sample setting [6].”
- Sufficient Sample Sizes for Multilevel Modeling (2005, background): “A variety of alternative approaches have been proposed (cf. Berkhof & Snijders, 2001, for a review ).”
- An Introduction to Growth Modeling (2004, unknown): “As noted by Berkhof and Snijders (2001), this bias can largely be corrected by dividing the p-value obtained from the likelihood ratio test (of variance terms) by 2.”