The Effect of Multicollinearity on Multilevel Modeling Parameter Estimates and Standard Errors  

Oleh:

Shieh, Yann-Yann ; Fouladi, Rachel T.

Jenis: Article from Journal - ilmiah internasional
Dalam koleksi: Educational and Psychological Measurement vol. 63 no. 6 (2003), page 951-985.
Topik: multilevel; hierachical linear model; multilevel model; multi collinearity
Fulltext: 951.pdf (186.77KB)

Ketersediaan

Perpustakaan Pusat (Semanggi) Nomor Panggil: EE30.10 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada

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Isi artikel

This study investigates the quality of multilevel model parameter estimates and standard errors as a function of varying magnitudes of correlation among level 1 predictors and model characteristics. The results of the study show that with multi collinearity presented at level 1 of a two - level mixed - effects linear model, the fixed - effect parameter estimates produce relatively unbiased values, however the variance and covariance component estimates produce downwardly biased values expect for level 1 variance (< 5%). The standard errors associated with the parameter estimates are also biased undervaried magnitudes of level 1 predictor correlation.

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