Source :
JOURNAL OF STATISTICAL COMPUTATION and SIMULATION
Descriptors :
Endogenous covariates , fixed-effect approach , longitudinal data; mixture , strategy; random-effect , approach
Abstract :
In this paper, we investigate estimation methods to deal with situations
where random intercepts are associated to time-varying covariates in the
context of linear mixed models. First, a review of previous ways to deal with
this so-called endogeneity issue is presented, then a new method based
on shared random effects is proposed. Simulation studies and an empirical
example are utilized to assess the performance of our proposed method.
It is shown that our new approach is more efficient than most competitors
and is robust to the misspecification of the random-effects distributions.
Title of Article :
A comparative study on estimation methods to deal with the
endogeneity in linear random-intercept models with an extension
Author/Authors :
Reyhaneh Rikhtehgaran , Iraj Kazemi , and Geert Verbeke
Author/Authors - جزئيات :
