Jump to ContentJump to Main Navigation
Applied Longitudinal Data AnalysisModeling Change and Event Occurrence$
Users without a subscription are not able to see the full content.

Judith D. Singer and John B. Willett

Print publication date: 2003

Print ISBN-13: 9780195152968

Published to Oxford Scholarship Online: September 2009

DOI: 10.1093/acprof:oso/9780195152968.001.0001

Show Summary Details
Page of

PRINTED FROM OXFORD SCHOLARSHIP ONLINE (oxford.universitypressscholarship.com). (c) Copyright Oxford University Press, 2020. All Rights Reserved. An individual user may print out a PDF of a single chapter of a monograph in OSO for personal use. date: 21 September 2020

Examining the Multilevel Model’s Error Covariance Structure

Examining the Multilevel Model’s Error Covariance Structure

(p.243) 7 Examining the Multilevel Model’s Error Covariance Structure
Applied Longitudinal Data Analysis

Judith D. Singer

John B. Willett

Oxford University Press

The previous chapters emphasized the fixed effects in the multilevel model for change. This chapter, in contrast, focuses on the model's random effects as embodied in its error covariance structure. Section 7.1 begins by reviewing the “standard” multilevel model for change, expressed in composite form. Section 7.2 examines this model's random effects, demonstrating that the composite error term is indeed both heteroscedastic and autocorrelated, as preferred for longitudinal data. Section 7.3 compares several alternative error covariance structures and provide strategies for choosing among them.

Keywords:   multilevel model, individual change, composite model, error covariance matrix

Oxford Scholarship Online requires a subscription or purchase to access the full text of books within the service. Public users can however freely search the site and view the abstracts and keywords for each book and chapter.

Please, subscribe or login to access full text content.

If you think you should have access to this title, please contact your librarian.

To troubleshoot, please check our FAQs , and if you can't find the answer there, please contact us .