Longitudinal Data Models with Fixed and Random Effects

Author(s):  
Richard H. Jones
2019 ◽  
Vol 54 (4) ◽  
pp. 459-489 ◽  
Author(s):  
Joseph F. Hair Jr. ◽  
Luiz Paulo Fávero

Purpose This paper aims to discuss multilevel modeling for longitudinal data, clarifying the circumstances in which they can be used. Design/methodology/approach The authors estimate three-level models with repeated measures, offering conditions for their correct interpretation. Findings From the concepts and techniques presented, the authors can propose models, in which it is possible to identify the fixed and random effects on the dependent variable, understand the variance decomposition of multilevel random effects, test alternative covariance structures to account for heteroskedasticity and calculate and interpret the intraclass correlations of each analysis level. Originality/value Understanding how nested data structures and data with repeated measures work enables researchers and managers to define several types of constructs from which multilevel models can be used.


Author(s):  
James Todd ◽  
Anwar Musah ◽  
James Cheshire

Over the course of the last decade, sharing economy platforms have experienced significant growth within cities around the world. Airbnb, which is one of the largest and best-known platforms, provides the focus for this paper and offers a service that allows users to rent properties or spare rooms to guests. Its rapid growth has led to a growing discourse around the consequences of Airbnb rentals within the local context. The research within this paper focuses on determining impact on local housing prices within the inner London boroughs by constructing a longitudinal panel dataset, on which a fixed and random effects regression was conducted. The results indicate that there is a significant and modest positive association between the frequency of Airbnb and the house price per square metre in these boroughs.


2017 ◽  
Vol 154 ◽  
pp. 162-176 ◽  
Author(s):  
Azzouz Dermoune ◽  
Cristian Preda

2012 ◽  
Vol 9 (5) ◽  
pp. 610-620 ◽  
Author(s):  
Thomas A Trikalinos ◽  
Ingram Olkin

Background Many comparative studies report results at multiple time points. Such data are correlated because they pertain to the same patients, but are typically meta-analyzed as separate quantitative syntheses at each time point, ignoring the correlations between time points. Purpose To develop a meta-analytic approach that estimates treatment effects at successive time points and takes account of the stochastic dependencies of those effects. Methods We present both fixed and random effects methods for multivariate meta-analysis of effect sizes reported at multiple time points. We provide formulas for calculating the covariance (and correlations) of the effect sizes at successive time points for four common metrics (log odds ratio, log risk ratio, risk difference, and arcsine difference) based on data reported in the primary studies. We work through an example of a meta-analysis of 17 randomized trials of radiotherapy and chemotherapy versus radiotherapy alone for the postoperative treatment of patients with malignant gliomas, where in each trial survival is assessed at 6, 12, 18, and 24 months post randomization. We also provide software code for the main analyses described in the article. Results We discuss the estimation of fixed and random effects models and explore five options for the structure of the covariance matrix of the random effects. In the example, we compare separate (univariate) meta-analyses at each of the four time points with joint analyses across all four time points using the proposed methods. Although results of univariate and multivariate analyses are generally similar in the example, there are small differences in the magnitude of the effect sizes and the corresponding standard errors. We also discuss conditional multivariate analyses where one compares treatment effects at later time points given observed data at earlier time points. Limitations Simulation and empirical studies are needed to clarify the gains of multivariate analyses compared with separate meta-analyses under a variety of conditions. Conclusions Data reported at multiple time points are multivariate in nature and are efficiently analyzed using multivariate methods. The latter are an attractive alternative or complement to performing separate meta-analyses.


Sign in / Sign up

Export Citation Format

Share Document