全部版块 我的主页
论坛 计量经济学与统计论坛 五区 计量经济学与统计软件 HLM专版
2137 1
2014-01-04


My quesion is  to find out which fixed factors (and cross-level interactions) had the strongest effects. I know as per Snijders and Bosker there are methods by which to extract effect sizes for these nested structures (e.g., using the variance components for  PRE statistic), but many examples I've seen are for single- predictor models.
Where I am stuck is how to rank-order magnitude of effect for individual variables when you have multiple predictors and/or cross-level interactions (i.e., time varying x time invariant interaction).  I'm assuming that similar to the problems encountered when rank ordering strength of explanatory variables in linear or logistic regression models,  one needs to factor in the extent of collinearity (which dominance analysis and relative weights does).

Somebody suggested standardizing all of the explanatory variables and then rank ordering (or squaring) the fixed standardized coefficients, but this does not address the extent of collinearity.  I was thinking of possibly freeing up the stochastic parameters for each of the fixed predictors and using those as a PRE statistics, but when I have done so for multiple predictors the model tends to implode (took over 1000 iterations in HLM7.0!).

So I was curious how to address the relative importance of multiple predictors/effect sizes (and partitioning of variance) for a random coefficient model,  and whether it be of a cross-sectional or longitudinal design?

Thank you very much.

二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

全部回复
2014-1-4 09:28:40
提示: 作者被禁止或删除 内容自动屏蔽
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

相关推荐
栏目导航
热门文章
推荐文章

说点什么

分享

扫码加好友,拉您进群
各岗位、行业、专业交流群