Covariance Matrix Meditation
Channel: Elizabeth Page-Gould
Date: 11/02/2021

10-minute meditation with some initial thoughts on the covariance matrix for random effects variance in multilevel models and the Hessian matrix derived from it. This video can help you understand a common warning message in multilevel modelling, "The Hessian matrix is not positive definite," and some possible remedies for it. The reflections will be the most meaningful to viewers who are familiar with a statistical analysis called “multilevel” or “mixed” modelling.

This video is part of a series of meditations on statistical topics created by Prof. Elizabeth Page-Gould to accompany her graduate course on "advanced statistics" for psychology PhD students at the University of Toronto. The course materials are also distributed with a Creative Commons SA-BY-NC License at: https://osf.io/q6wnd/