[R-sig-ME] [Fwd: effective sample size]

[John Maindonald]

That is a neat paper.  The formula that is used for calculating
effective sample size is remarkably simple, an obvious thing
to try once one has seen it.  It seems to me likely that, by taking
better account of off-diagonal elements in the variance-covariance
matrix, it should be possible to improve on their formula.

John Maindonald             email: john.maindonald at anu.edu.au
phone : +61 2 (6125)3473    fax  : +61 2(6125)5549
Centre for Mathematics & Its Applications, Room 1194,
John Dedman Mathematical Sciences Building (Building 27)
Australian National University, Canberra ACT 0200.
http://www.maths.anu.edu.au/~johnm

On 18/11/2009, at 3:10 AM, David Atkins wrote:

>
> This was just posted to the multilevel listserv, and I have taken a  
> very quick glance.  It appears to offer an alternative form for  
> estimating degrees of freedom.  It's focused on longitudinal data,  
> and I have not looked closely enough to see whether it would be more  
> generally applicable to mixed-models (multilevel, nested, crossed,  
> etc.) or whether it would "scale up" for larger problems.
>
> Given all the hoo-hah around dfs, thought I would at least kick it  
> out to the group.
>
> cheers, Dave
>
> -------- Original Message --------
> Subject: effective sample size
> Date: Tue, 17 Nov 2009 09:12:47 -0600
> From: Stas Kolenikov <skolenik at GMAIL.COM>
> Reply-To: Multilevel modelling discussion list <MULTILEVEL at JISCMAIL.AC.UK 
> >
> To: MULTILEVEL at JISCMAIL.AC.UK
>
> The recent issue of The American Statistician contains a pretty neat
> paper on the effective sample size and degrees of freedom in
> longitudinal studies: see
> http://www.citeulike.org/user/ctacmo/article/6129798. Highly
> recommended; there aren't that many people who understand longitudinal
> data as well as the Geert duo.
>
> -- 
> Stas Kolenikov, also found at http://stas.kolenikov.name
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> -- 
> Dave Atkins, PhD
> Research Associate Professor
> Center for the Study of Health and Risk Behaviors
> Department of  Psychiatry and Behavioral Science
> University of Washington
> 1100 NE 45th Street, Suite 300
> Seattle, WA  98105
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>
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