[R] hierarchical mixed model

[Sandrine-et-Francois]

Dear Irene,
May be I misunderstand your problem, but are you not describing here a 
classical hierarchical model ?
Do you know the book recently published, entitled 'Data Analysis Using 
Regression and Multilevel/Hierarchical Models', written by Gelman and Hill ?
I think the section 12 can provide an answer to your question.
Best regards
François


----- Original Message ----- 
From: "Irene Mantzouni" <ima at difres.dk>
To: <r-help at stat.math.ethz.ch>
Sent: Sunday, November 04, 2007 10:48 PM
Subject: [R] hierarchical mixed model


>
> I would like to fit a 2-level mixed model:
>
> yit=a+a[i]+a[it] +(b+b[i]+b[it])*xit+eps[it]
>
> However, the variance of the second level components should depend on the 
> group, i.e. sigma for a[it] and b[it] should be [i] specific.
> I do not know whether this is conceptually right in the mixed model 
> context...
> In case it stands, how should the formula look like?
>
> Also, the data are unbalanced with different number of observations t 
> nested in each i group and I get the warning when trying to fit the model 
> in the traditional way.
> How much should I worry about this?
>
> Thank you!
>
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