What is a mixed-effects model?

hard

Answer

$N(0, \;{\sigma}^{2}I)$
$Uses: repeated measures on subjects, hierarchical data (students in schools, users in accounts), longitudinal panels.$
$Handles within-cluster correlation \to correct SEs.$
$Fit by REML or Laplace-approximated MLE (lme4, statsmodels, brms).$
$Foundation of hierarchical Bayesian modeling.$

Check yourself — multiple choice

Only fixed effects
y = Xβ + Zu + ε with u ~ N(0, G) random effects; handles hierarchical / longitudinal / clustered data; correct within-cluster SEs; fit by REML / lme4
Same as OLS
Requires binary

Mixed-effects: fixed + random effects; hierarchical / clustered data.

#mixed-effects#regression

215 interview questions in this topic.