Abstract
Recall that the type of regression model you use is determined mostly by the properties of the response variable. Well what if you have more than one response variable?
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Notes
- 1.
The mean is written m ij here, not μ ij, because in a hierarchical model, it is a random quantity, not a fixed parameter.
- 2.
Note that fix=1 does not mean “fix the variance to one”; it means “fix the variances for all random effects from the first one onwards”. If a model has three different types of random effects in it, fix=2 would fix the variance of the second and third random effects but not the first.
- 3.
Although if the purpose of the study is prediction, additional features that are known to often help are shrinking parameters (using a LASSO or assuming regression coefficients are drawn from a common distribution), or in large datasets, using flexible regression tools (like additive models) to handle non-linearity.
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Warton, D.I. (2022). More Than One Response Variable: Multivariate Analysis. In: Eco-Stats: Data Analysis in Ecology. Methods in Statistical Ecology. Springer, Cham. https://doi.org/10.1007/978-3-030-88443-7_11
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