Bell, A.J. orcid.org/0000-0002-8268-5853, Fairbrother, M. and Jones, K. (2019) Fixed and random effects models: making an informed choice. Quality & Quantity, 53 (2). pp. 1051-1074. ISSN 0033-5177
Abstract
This paper assesses the options available to researchers analysing multilevel (including longitudinal) data, with the aim of supporting good methodological decision-making. Given the confusion in the literature about the key properties of fixed and random effects (FE and RE) models, we present these models’ capabilities and limitations. We also discuss the within-between RE model, sometimes misleadingly labelled a ‘hybrid’ model, showing that it is the most general of the three, with all the strengths of the other two. As such, and because it allows for important extensions—notably random slopes—we argue it should be used (as a starting point at least) in all multilevel analyses. We develop the argument through simulations, evaluating how these models cope with some likely mis-specifications. These simulations reveal that (1) failing to include random slopes can generate anti-conservative standard errors, and (2) assuming random intercepts are Normally distributed, when they are not, introduces only modest biases. These results strengthen the case for the use of, and need for, these models.
Metadata
Item Type: | Article |
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Authors/Creators: |
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Copyright, Publisher and Additional Information: | © The Author(s) 2018. This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made. |
Keywords: | multilevel models; fixed effects; random effects; Mundlak; hybrid models; within and between effects. |
Dates: |
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Institution: | The University of Sheffield |
Academic Units: | The University of Sheffield > Faculty of Social Sciences (Sheffield) |
Depositing User: | Symplectic Sheffield |
Date Deposited: | 03 Aug 2018 09:32 |
Last Modified: | 14 Aug 2020 12:48 |
Status: | Published |
Publisher: | Springer |
Refereed: | Yes |
Identification Number: | 10.1007/s11135-018-0802-x |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:134123 |
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