Talk:Random effects model

message: Article merged: See old talk-page here. Btyner (talk) 02:36, 21 June 2008 (UTC)
thread_title: Note of old merge

message: Perhaps we should mention what the symbol \otimes stands for in the Random effects estimation section. I'm not sure I remember enough about estimation in matrix notation to hazard a guess... - dcljr (talk) 22:54, 23 July 2009 (UTC)
thread_title:  Meaning of symbol 

message: I find the assertion in this edit implausible.  Does anyone know of any reason to think it's true? Michael Hardy (talk) 22:51, 20 July 2010 (UTC)
replies: text: My adding the "expert" template partly relates to this. It would certainly help if some citations were given for each of the supposedly different meanings. Melcombe (talk) 17:14, 25 January 2011 (UTC)
replies: text: Our conversation (between me and Michael Hardy) in 2007 about whether FE was a special case of RE or vice versa certainly points to there being a contradiction in definitions. Looking at the page as it stands today I would still reiterate that it is "wrong" as far as my (econometrics-originated) definition of FE/RE is concerned. See for example (Hayashi, 2000:p334) for a discussion of FE/RE which is consistent with my assertion that RE is a special case of FE, in the sense that FE is consistent whenever RE is consistent, but under certain assumptions, FE is consistent but RE is not. Torfason (talk) 19:27, 6 March 2013 (UTC)
thread_title:  Opposite conventions? 

message: I have added an "expert" template because the lead is now very poor. It doesn't say what the article thinks a random effects model is, but still talks about other possible meanings fotr the term. Melcombe (talk) 17:12, 25 January 2011 (UTC)
thread_title: Lead

message: It would help me understand the difference between a random effects and fixed effects model (and also mixed, I guess) if the example was changed to show random effects and fixed effects models for contrast.  dfrankow (talk) 19:03, 4 March 2011 (UTC)
thread_title:  Contrast a fixed-effects and random-effects model 

message: The text doesn't explain the most important issue: What is a random effect as opposed to a fixed effect? --Jazzman (talk) 12:02, 24 May 2016 (UTC)
thread_title:  text quality / important information missing 

message: Hi All, in this section we find this description: In this model Ui is the school-specific random effect: it measures the difference between the average score at school i and the average score in the entire country and it is "random" because the school has been randomly selected from a larger population of schools. The term, Wij is the individual-specific effect. That is, it is the deviation of the j-th pupil’s score from the average for the i-th school. Again this is regarded as random because of the random selection of pupils within the school, even though it is a fixed quantity for any given pupil.
The effect of the ith school is not "random" because the sample on which the model is being fit is random! The model is trying to model the population, not the sample, and the model specifies the assumptions about the population not about the sample. No model in statistics is trying to model the sample--in fact that's the opposite of statistics, which is about making inferences from samples about populations. The term "random effects" has apparently caused a lot of discussion and argument (elsewhere), and it probably was not a great name choice. Nevertheless, I'm quite sure the description in this article is wrong. May I change it? Chafe66 (talk) 20:45, 14 March 2017 (UTC)
thread_title: Simple Example

message: Hi everyone, first of all, thank you so much for making this article. Its super helpful.
Does anyone know what was the first article to discuss this model? It would be great to cite the original paper and give them props.  — Preceding unsigned comment added by 64.206.141.45 (talk) 16:28, 19 January 2019 (UTC)
replies: text: (David 1995) says that the first occurrence of the term "random effects" was in (Eisenhart 1947), and the first occurrence of "random effects model" was in (Scheffe 1956). (Searle 2006) says the first known occurrence of the model later known as the random effects model was in (Airy 1861). Dk657 (talk) 17:27, 29 June 2019 (UTC)
thread_title:  Original article and scientists 

message: This seems like a basic mistake. Fixed effects models are estimated through differencing (or the within transformation; see the FE page). But the RE estimator uses FGLS: see this or Wooldridge (10.4.1 - Estimation and Inference under the Basic Random Effects Assumptions).
Also, this article needs a section on the RE estimator.
Ulaniantho (talk) 22:49, 22 December 2021 (UTC)
thread_title:  Confusing random and fixed effects 

message: I don't know if we need one. 68.134.243.51 (talk) 01:27, 19 September 2022 (UTC)
thread_title:  Needs a software section? 

message: I am not sure that the the presence of both of Wij and εij makes sense in the equation of the simple example (in terms of notation, not mathematically speaking), because we would then consider their sum as the individual specific random variable. Moreover εij is not taken into account in the computation of the variance of Yij later in the explanation. So shouldn't εij be removed? 213.55.220.57 (talk) 07:27, 3 September 2023 (UTC)
thread_title:  Simple example equation