Modeling Heterogeneity in Relationships Between Initial Status and Rates of Change: Treating Latent Variable Regression Coefficients as Random Coefficients in a Three-Level Hierarchical Model

2010 ◽  
Vol 35 (1) ◽  
pp. 54-91 ◽  
Author(s):  
Kilchan Choi ◽  
Michael Seltzer
2019 ◽  
Vol 44 (5) ◽  
pp. 597-624 ◽  
Author(s):  
Kilchan Choi ◽  
Jinok Kim

This article proposes a latent variable regression four-level hierarchical model (LVR-HM4) that uses a fully Bayesian approach. Using multisite multiple-cohort longitudinal data, for example, annual assessment scores over grades for students who are nested within cohorts within schools, the LVR-HM4 attempts to simultaneously model two types of change, arising from individual student over grades, and successive cohorts in the same grade over years. In addition, as an extension of Choi and Seltzer, the LVR coefficients, that is, gap-in-time parameter, capturing the relationships between initial status and rates of changes within each cohort and school, help bring to light the distribution of student growth and differences in the distribution over different cohorts within schools. Advantages associated with the LVR-HM4 can be highlighted in studies on monitoring school performance or evaluations of policies and practices that may target different aspects of student academic performance such as initial status, growth, or gap over time in schools.


2001 ◽  
Vol 15 (4) ◽  
pp. 265-284 ◽  
Author(s):  
Alison J. Burnham ◽  
John F. MacGregor ◽  
Roman Viveros

Author(s):  
Carmen Köhler ◽  
Johannes Hartig ◽  
Alexander Naumann

AbstractThe article focuses on estimating effects in nonrandomized studies with two outcome measurement occasions and one predictor variable. Given such a design, the analysis approach can be to include the measurement at the previous time point as a predictor in the regression model (ANCOVA), or to predict the change-score of the outcome variable (CHANGE). Researchers demonstrated that both approaches can result in different conclusions regarding the reported effect. Current recommendations on when to apply which approach are, in part, contradictory. In addition, they lack direct reference to the educational and instructional research contexts, since they do not consider latent variable models in which variables are measured without measurement error. This contribution assists researchers in making decisions regarding their analysis model. Using an underlying hypothetical data-generating model, we identify for which kind of data-generating scenario (i.e., under which assumptions) the defined true effect equals the estimated regression coefficients of the ANCOVA and the CHANGE approach. We give empirical examples from instructional research and discuss which approach is more appropriate, respectively.


2021 ◽  
pp. 1-32
Author(s):  
Ioannis Badounas ◽  
Apostolos Bozikas ◽  
Georgios Pitselis

Abstract It is well known that the presence of outliers can mis-estimate (underestimate or overestimate) the overall reserve in the chain-ladder method, when we consider a linear regression model, based on the assumption that the coefficients are fixed and identical from one observation to another. By relaxing the usual regression assumptions and applying a regression with randomly varying coefficients, we have a similar phenomenon, i.e., mis-estimation of the overall reserves. The lack of robustness of loss reserving regression with random coefficients on incremental payment estimators leads to the development of this paper, aiming to apply robust statistical procedures to the loss reserving estimation when regression coefficients are random. Numerical results of the proposed method are illustrated and compared with the results that were obtained by linear regression with fixed coefficients.


2013 ◽  
Vol 2013 ◽  
pp. 1-17 ◽  
Author(s):  
Muddu Madakyaru ◽  
Mohamed N. Nounou ◽  
Hazem N. Nounou

Proper control of distillation columns requires estimating some key variables that are challenging to measure online (such as compositions), which are usually estimated using inferential models. Commonly used inferential models include latent variable regression (LVR) techniques, such as principal component regression (PCR), partial least squares (PLS), and regularized canonical correlation analysis (RCCA). Unfortunately, measured practical data are usually contaminated with errors, which degrade the prediction abilities of inferential models. Therefore, noisy measurements need to be filtered to enhance the prediction accuracy of these models. Multiscale filtering has been shown to be a powerful feature extraction tool. In this work, the advantages of multiscale filtering are utilized to enhance the prediction accuracy of LVR models by developing an integrated multiscale LVR (IMSLVR) modeling algorithm that integrates modeling and feature extraction. The idea behind the IMSLVR modeling algorithm is to filter the process data at different decomposition levels, model the filtered data from each level, and then select the LVR model that optimizes a model selection criterion. The performance of the developed IMSLVR algorithm is illustrated using three examples, one using synthetic data, one using simulated distillation column data, and one using experimental packed bed distillation column data. All examples clearly demonstrate the effectiveness of the IMSLVR algorithm over the conventional methods.


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