Intra-cluster correlation as serial vs. equicorrelation in a hierarchical linear model

This paper proposes a simple hierarchical model and a testing strategy to identify intra-cluster correlations. Intra-group correlations are modeled as a combination of nested random effects and serially correlated error components in a hierarchical model. A Neyman C(α) framework is used to derive LM...

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Detalles Bibliográficos
Autores principales: Alejo, Javier, Montes Rojas, Gabriel, Sosa Escudero, Walter
Formato: Objeto de conferencia
Lenguaje:Inglés
Publicado: 2015
Materias:
Ciencias Económicas
clusters
random effects
serial correlation
Acceso en línea:http://sedici.unlp.edu.ar/handle/10915/170216
Aporte de:
SEDICI (UNLP) de Universidad Nacional de La Plata
id I19-R120-10915-170216
record_format dspace
spelling I19-R120-10915-1702162024-09-16T20:08:37Z http://sedici.unlp.edu.ar/handle/10915/170216 Intra-cluster correlation as serial vs. equicorrelation in a hierarchical linear model Alejo, Javier Montes Rojas, Gabriel Sosa Escudero, Walter 2015-11 2015 2024-09-16T17:58:47Z en Ciencias Económicas clusters random effects serial correlation This paper proposes a simple hierarchical model and a testing strategy to identify intra-cluster correlations. Intra-group correlations are modeled as a combination of nested random effects and serially correlated error components in a hierarchical model. A Neyman C(α) framework is used to derive LM-type tests to identify the appropriate level of clustering and the type of intra-group correlation. Facultad de Ciencias Económicas Objeto de conferencia Objeto de conferencia http://creativecommons.org/licenses/by-nc-sa/4.0/ Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0) application/pdf
institution Universidad Nacional de La Plata
institution_str I-19
repository_str R-120
collection SEDICI (UNLP)
language Inglés
topic Ciencias Económicas
clusters
random effects
serial correlation
spellingShingle Ciencias Económicas
clusters
random effects
serial correlation
Alejo, Javier
Montes Rojas, Gabriel
Sosa Escudero, Walter
Intra-cluster correlation as serial vs. equicorrelation in a hierarchical linear model
topic_facet Ciencias Económicas
clusters
random effects
serial correlation
description This paper proposes a simple hierarchical model and a testing strategy to identify intra-cluster correlations. Intra-group correlations are modeled as a combination of nested random effects and serially correlated error components in a hierarchical model. A Neyman C(α) framework is used to derive LM-type tests to identify the appropriate level of clustering and the type of intra-group correlation.
format Objeto de conferencia
Objeto de conferencia
author Alejo, Javier
Montes Rojas, Gabriel
Sosa Escudero, Walter
author_facet Alejo, Javier
Montes Rojas, Gabriel
Sosa Escudero, Walter
author_sort Alejo, Javier
title Intra-cluster correlation as serial vs. equicorrelation in a hierarchical linear model
title_short Intra-cluster correlation as serial vs. equicorrelation in a hierarchical linear model
title_full Intra-cluster correlation as serial vs. equicorrelation in a hierarchical linear model
title_fullStr Intra-cluster correlation as serial vs. equicorrelation in a hierarchical linear model
title_full_unstemmed Intra-cluster correlation as serial vs. equicorrelation in a hierarchical linear model
title_sort intra-cluster correlation as serial vs. equicorrelation in a hierarchical linear model
publishDate 2015
url http://sedici.unlp.edu.ar/handle/10915/170216
work_keys_str_mv AT alejojavier intraclustercorrelationasserialvsequicorrelationinahierarchicallinearmodel
AT montesrojasgabriel intraclustercorrelationasserialvsequicorrelationinahierarchicallinearmodel
AT sosaescuderowalter intraclustercorrelationasserialvsequicorrelationinahierarchicallinearmodel
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