Understand the assumptions behind the linear mixed model design.
Free CAS MAS-II (Modern Actuarial Statistics II) lesson in Linear Mixed Models. 11 min read, ~1,609 words.
Model form:, fixed effects, random effects, residuals. Distributional core: and. Both Gaussian, both mean zero, mutually independent. "Linear" is in the parameters, not the covariates. Splines, polynomials, and interactions are allowed. Cluster structure must be correctly specified. maps each observation to its random-effect level; clusters are exchangeable. Missingness must be...
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What this lesson covers
- Content
- Example 1
- Example 2
- Common Mistakes
- Key Takeaways
- Exam Shortcuts
Learning objectives
- B1
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