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Stats pt2, 7
Feste Param & Modellspez, 8
Longitudinaldaten, 9
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8
Longitudinaldaten
- bc 2 times measured ⇒ 2 levels (Hierarchiestufen)
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- for Longitudinaldata, the ID (conventionally the lvl 1 var) hat eine zentrale Bedeutung!:
- it IDs which Messwdh it is, thus the level 1 var in Longitudinaldaten is very imp, logically!
- ⇔ Level 1 Variable ⇔ Zeitvariable
- ⇔ Zeit ⇔ always a level 1 Prädiktor/Var
- naturally ID has a strict Reihenfolge referring to which Messwdh occured first
Abh bei Messungen
- Abh of Messwdh of the same person > Abh of diff ppl at the same time point
- also Messwdh a few sec diff Abh > Messwdh days diff Abh
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- Serielle Korrelationen der Anzahl wöchentlicher Essanfälle über acht Wochen:
- nbinges.i ⇔ #Essanfälle.weekNr
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- ⇒ the lower the Korrel, the weiter auseinander the Messwdh
- if this werent the case, we'd have a "Compound Symmetry" Muster
- (gleich grosse Korrelationen, unabhängig vom zeitlichen Abstand der Messung).
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- To check for the Korrel, you simply slap nbinges week i with nbinges week j in the same Streuudiag, and calc or see the Korrel:
9
Longitudinaldaten – MLMs versus traditionelle Modelle
correcting the within subj/Zeitabh in results!:
trad Modelle:
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=> Verletzungen der Voraussetzung gleicher Kovarianzen is "corrected", eg with the Huynh-Feldt Epsilon (ε)
- trad Models are less flexible than MLMs
- participants of the MLM can have a diff Zeitplan = Messzeitpunkte can be different, ppl dont have to messen at the same time)
- is sadly a condi in trad models!
- modelliert die Abhängigkeiten, die sich durch die potenziell unterschiedlichen Kovarianzen über die Zeit äussern,
indem hier davon ausgegangen wird, dass die Kovarianzen mit zunehmendem Zeitintervall kleiner werden (Autokorrelation).
- Viele verschiedene Formen von Abhängigkeiten (Muster von Kovarianzmatrizen) können so via MLM modelliert werden!
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MLMs dont have to remove NA ppl!
Trad models do! (bc of verzerrte Erg, and less Power)
- but picking the wrong MLM model is fatal
trad Models are in that sense less problematic if you pick the wrong model...
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10;
- explains 48% of level 2 Var = erk Var of level 2 predictor for the Zielvar y is 0,48
- can no longer explain levle 2 now, only level 1 Varianz
- since grp mean centered now
- thus the erk Varianz doesnt become smaller
- "62.8" incl only level 2 predictors has the same as erk Varianz as the Nullmodel (that cant predict anything), it indicates that it cant predict at level 1!