The purpose of the study was to investigate the relative performance of two estimation procedures, the restricted maximum likelihood (REML) and the bootstrap via MINQUE, for a two-level hierarchical linear model under a variety of conditions. Specific focus lay on observing whether the bootstrap via MINQUE procedure offered improved accuracy in the estimation of the model parameters and their standard errors in situations where normality may not be guaranteed. Through Monte Carlo simulations, the importance of this assumption for the accuracy of multilevel parameter estimates and their standard errors was assessed using the accuracy index of relative bias and by observing the coverage percentages of 95% confidence intervals constructed for both estimation procedures. The study systematically varied the number of groups at level-2 (30 versus 100), the size of the intraclass correlation (0.01 versus 0.20) and the distribution of the observations (normal versus chi-squared with 1 degree of freedom). The number of groups and intraclass correlation factors produced effects consistent with those previously reported—as the number of groups increased, the bias in the parameter estimates decreased, with a more significant effect observed for those estimates obtained via REML. High levels of the intraclass correlation also led to a decrease in the efficiency of parameter estimation under both methods. Study results show that while both the restricted maximum likelihood and the bootstrap via MINQUE estimates of the fixed effects were accurate, the efficiency of the estimates was affected by the distribution of errors with the bootstrap via MINQUE procedure outperforming the REML. Both procedures produced less efficient estimators under the chi-squared distribution, particularly for the variance-covariance component estimates. / A Dissertation submitted to the Department of Statistics in partial fulfillment of
the requirements for the degree of Doctor of Philosophy. / Degree Awarded: Summer Semester, 2006. / Date of Defense: June 5, 2006. / Reml, Minque / Includes bibliographical references. / Xu-Feng Niu, Professor Directing Dissertation; Richard L. Tate, Outside Committee Member; Fred W. Huffer, Committee Member; Douglas Zahn, Committee Member.
| Identifer | oai:union.ndltd.org:fsu.edu/oai:fsu.digital.flvc.org:fsu_168939 |
| Contributors | Delpish, Ayesha Nneka (authoraut), Niu, Xu-Feng (professor directing dissertation), Tate, Richard L. (outside committee member), Huffer, Fred W. (committee member), Zahn, Douglas (committee member), Department of Statistics (degree granting department), Florida State University (degree granting institution) |
| Publisher | Florida State University |
| Source Sets | Florida State University |
| Language | English, English |
| Detected Language | English |
| Type | Text, text |
| Format | 1 online resource, computer, application/pdf |
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