Tuesday, 12 December 2006

Cutting through the BS of multilevel models

Jeff Gill looks at the plethora of terminology surrounding multilevel models:

There is a plethora of names for multilevel models. Sociologists seem to prefer “hierarchical,” many statisticians say “mixed effects,” and there is heterogeneity about usage in economics. It seems reasonable to standardize, but this is unlikely to happen. ...

Some prefer “random intercepts” for “fixed effects” and perhaps we can consider these all to be members of a larger family where indices are turned-on turned-off systematically. On the other hand maybe it’s just terminology and not worth worrying about too much. Thoughts?

Silly me thought the plethora of terminology was a deliberate obfuscation effort by methodologists to make them look like they know more stuff than they actually do. For example, smarty-pants methodologists could say in casual conversation, “I know hierarchical models and mixed effects!” And unless you knew that they were the same thing, the smarty-pants methodologist would look like s/he was two things smarter than the non-smarty-pants methodologist who didn’t know either.

I may try this myself in interviews… “I know logistic regression and logit!” “I know dummy variables and fixed effects!” I feel smarter already…


EDSBS links the bizarro-universe version of its site, Every Day Should Be Lemsday, written exclusively using Michael Lewis’ transcription technique for Orgeron-speak (a language related to, but not exactly, Louisiana Cajun). Never mind that “Lemsday” isn’t really a day of the week in Orgeron-speak—I believe it is a contraction of “let them stay.”


Have I mentioned lately how much I despise phone interviews?