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Comparing random effects models, ordinary least squares, or fixed effects with cluster robust standard errors for cross-classified data.
Psychological Methods ( IF 10.929 ) Pub Date : 2023-03-09 , DOI: 10.1037/met0000538
Young Ri Lee 1 , James E Pustejovsky 1
Affiliation  

Cross-classified random effects modeling (CCREM) is a common approach for analyzing cross-classified data in psychology, education research, and other fields. However, when the focus of a study is on the regression coefficients at Level 1 rather than on the random effects, ordinary least squares regression with cluster robust variance estimators (OLS-CRVE) or fixed effects regression with CRVE (FE-CRVE) could be appropriate approaches. These alternative methods are potentially advantageous because they rely on weaker assumptions than those required by CCREM. We conducted a Monte Carlo Simulation study to compare the performance of CCREM, OLS-CRVE, and FE-CRVE in models, including conditions where homoscedasticity assumptions and exogeneity assumptions held and conditions where they were violated, as well as conditions with unmodeled random slopes. We found that CCREM out-performed the alternative approaches when its assumptions are all met. However, when homoscedasticity assumptions are violated, OLS-CRVE and FE-CRVE provided similar or better performance than CCREM. When the exogeneity assumption is violated, only FE-CRVE provided adequate performance. Further, OLS-CRVE and FE-CRVE provided more accurate inferences than CCREM in the presence of unmodeled random slopes. Thus, we recommend two-way FE-CRVE as a good alternative to CCREM, particularly if the homoscedasticity or exogeneity assumptions of the CCREM might be in doubt. (PsycInfo Database Record (c) 2023 APA, all rights reserved).

中文翻译:

将随机效应模型、普通最小二乘法或固定效应与交叉分类数据的聚类稳健标准误差进行比较。

交叉分类随机效应模型 (CCREM) 是分析心理学、教育研究和其他领域交叉分类数据的常用方法。然而,当研究的重点是 1 级的回归系数而不是随机效应时,可以使用带聚类稳健方差估计量 (OLS-CRVE) 的普通最小二乘回归或带 CRVE 的固定效应回归 (FE-CRVE)适当的方法。这些替代方法具有潜在优势,因为它们依赖于比 CCREM 要求的假设更弱的假设。我们进行了蒙特卡罗模拟研究,以比较模型中 CCREM、OLS-CRVE 和 FE-CRVE 的性能,包括同方差假设和外生性假设成立的条件和违反它们的条件,以及具有未建模随机斜率的条件。我们发现,当所有假设都得到满足时,CCREM 的表现优于其他方法。然而,当违反同方差假设时,OLS-CRVE 和 FE-CRVE 提供了与 CCREM 相似或更好的性能。当违反外生性假设时,只有 FE-CRVE 提供了足够的性能。此外,在存在未建模的随机斜率的情况下,OLS-CRVE 和 FE-CRVE 提供了比 CCREM 更准确的推论。因此,我们建议将双向 FE-CRVE 作为 CCREM 的良好替代方案,尤其是在 CCREM 的同方差性或外生性假设可能存在疑问的情况下。(PsycInfo 数据库记录 (c) 2023 APA,保留所有权利)。OLS-CRVE 和 FE-CRVE 提供了与 CCREM 相似或更好的性能。当违反外生性假设时,只有 FE-CRVE 提供了足够的性能。此外,在存在未建模的随机斜率的情况下,OLS-CRVE 和 FE-CRVE 提供了比 CCREM 更准确的推论。因此,我们建议将双向 FE-CRVE 作为 CCREM 的良好替代方案,尤其是在 CCREM 的同方差性或外生性假设可能存在疑问的情况下。(PsycInfo 数据库记录 (c) 2023 APA,保留所有权利)。OLS-CRVE 和 FE-CRVE 提供了与 CCREM 相似或更好的性能。当违反外生性假设时,只有 FE-CRVE 提供了足够的性能。此外,在存在未建模的随机斜率的情况下,OLS-CRVE 和 FE-CRVE 提供了比 CCREM 更准确的推论。因此,我们建议将双向 FE-CRVE 作为 CCREM 的良好替代方案,尤其是在 CCREM 的同方差性或外生性假设可能存在疑问的情况下。(PsycInfo 数据库记录 (c) 2023 APA,保留所有权利)。特别是如果 CCREM 的同方差性或外生性假设可能有疑问。(PsycInfo 数据库记录 (c) 2023 APA,保留所有权利)。特别是如果 CCREM 的同方差性或外生性假设可能有疑问。(PsycInfo 数据库记录 (c) 2023 APA,保留所有权利)。
更新日期:2023-03-09
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