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Modelling measurement errors and category misclassifications in multilevel models

Statistical ModellingPublished 1 September 2008
Harvey Goldstein, Daphne Kounali, Anthony L. Robinson
Citations41
SJR quartileQ2
SJR score0.51
SNIP0.99

TL;DR

Markov Chain Monte Carlo estimation is used and implemented in a set of MATLAB macros to adjust for measurement errors in normally distributed predictor and response variables and categorical predictors with misclassification errors.

Abstract

Models are developed to adjust for measurement errors in normally distributed predictor and response variables and categorical predictors with misclassification errors. The models allow for a hierarchical data structure and for correlations among the errors and misclassifications. Markov Chain Monte Carlo (MCMC) estimation is used and implemented in a set of MATLAB macros.

Keywords

Social SciencesMathematicsEconomics, Econometrics and Finance