Understand the assumptions behind the linear mixed model design.
Free CAS MAS-II (Modern Actuarial Statistics II) lesson in Linear Mixed Models. 12 min read, ~1,798 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. Marginal model:, the form ML and REML fit directly. Cluster structure must be correctly specified: maps each...
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What this lesson covers
- Content
- Example 1
- Example 2
- Common Mistakes
- Check Your Understanding
- Exam Shortcuts
Learning objectives
- B1
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