24 Lecture 15 - 2019

24.1 Multilevel models

Most models forget things about the data as they move from one case to the other

Fixed effects: the model forgets everything between clusters. no information is passed between clusters.

Multilevel model: remember and pool information

Default should be multilevel modeling

  • nearly every case is improved by multilevel modeling
  • if not, it’s just as good

Why use multilevel modeling?

  • deal with clustering in data (eg. classroom within schools, students within classrooms, …)
  • handles imbalance in sampling
  • handles pseudo replications

24.2 Varying intercepts

Example tadpole

Outcome: number surviving

Tadpoles in tanks at different densities

Model 1 index for each tank

Model 2 multilevel with varying intercepts

Untitled

Varying intercepts = random intercepts

“Random” and “varying” unclear

Distinction of varying intercepts is the prior learns from the data

Adaptive regularization

From the example, survival across tanks has some distribution. This distribution is the prior for each tank. And the distribution needs its own prior

24.3 Shrinkage

Model doesn’t retrodict samples exactly

Shrinkage towards the population mean caused by regularization

Larger variation = more shrinkage

Less data per cluster = more shrinkage

Increased difference from mean = more shrinkage

24.4 Pooling

Why are varying effects more accurate than fixed effects?

  • Grand mean - maximum under fitting - complete pooling
  • Fixed effects - maximum over fitting - no pooling
  • Varying effects - adaptive regularization - partial pooling