Recovering Crossed Random Effects in Mixed-Effects Models Using Model Averaging

Random effects contain crucial information to understand the variability of the processes under study in mixed-effects models with crossed random effects (MEMs-CR). Given that model selection makes all-or-nothing decisions regarding to the inclusion of model parameters, we evaluated if model averagi...

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Detalhes bibliográficos
Autores: Olmos, Ricardo, Martínez Huertas, José Ángel
Tipo de documento: artigo
Data de publicação:2022
País:España
Recursos:Universidad Nacional de Educación a Distancia
Repositório:e-spacio. Repositorio Institucional de la UNED
Idioma:inglês
OAI Identifier:oai:e-spacio.uned.es:20.500.14468/12598
Acesso em linha:https://hdl.handle.net/20.500.14468/12598
Access Level:Acceso aberto
Palavra-chave:mixed-effects models
crossed random effects
random effects
model averaging
Akaike weights
Bayesian model averaging
AIC
BIC
Descrição
Resumo:Random effects contain crucial information to understand the variability of the processes under study in mixed-effects models with crossed random effects (MEMs-CR). Given that model selection makes all-or-nothing decisions regarding to the inclusion of model parameters, we evaluated if model averaging could deal with model uncertainty to recover random effects of MEMs-CR. Specifically, we analyzed the bias and the root mean squared error (RMSE) of the estimations of the variances of random effects using model averaging with Akaike weights and Bayesian model averaging with BIC posterior probabilities, comparing them with two alternative analytical strategies as benchmarks: AIC and BIC model selection, and fitting a full random structure. A simulation study was conducted manipulating sample sizes for subjects and items, and the variance of random effects. Results showed that model averaging, especially Akaike weights, can adequately recover random variances, given a minimum sample size in the modeled clusters. Thus, we endorse using model averaging to deal with model uncertainty in MEMs-CR. An empirical illustration is provided to ease the usability of model averaging.