Sensitivity Analysis for Hierarchical Models Employing T Level-1 Assumptions

Published in: Journal of Educational and Behavioral Statistics, v. 27, no. 2, Summer 2002, p. 181-222

Posted on on January 01, 2002

by Michael Seltzer, John Novak, Kilchan Choi, Nelson Lim

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Much work on sensitivity analysis for hierarchical models (HMs) has focused on level-2 outliers (e.g., in multisite evaluations, a site at which an intervention was unusually successful). However, efforts to draw sound conclusions concerning parameters of interest in HMs also require that we attend to extreme level-1 units (e.g., a person in the treatment group at a particular site whose post-test score [y[subij]] is unusually small vis-a-vis the other members of that person's group). One goal of this article is to examine the ways in which level-1 outliers can impact the estimation of fixed effects and random effects in HMs. A second goal is to outline and illustrate the use of Markov Chain Monte Carlo algorithms for conducting sensitivity analyses under t level-1 assumptions, including algorithms for settings in which the degrees of freedom at level 1 (v[sub1]) is treated as an unknown parameter.

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