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RE: [NMusers] Covariate lead to increase in Eta shrinkage

From: Eleveld, DJ <>
Date: Thu, 22 Jan 2015 11:55:25 +0000

it sounds like that covariate provides information for the parameter influe=
nced by eta.
you have taken something that was unexplained population variation and expl=
ained part of it with the covariate.
this is usually a good thing.
if the covariate helps so much to predict the parameter that the eta become=
s very small and as a result gets a high shrinkage then this can happen whe=
n there isnt much information left.
can you just do the regular hypothesis testing?
try removing the eta i.e. (0 FIXED) , reestimate and compare AIC? and whate=
ver other metrics you might use.
warm regards

Van: [] Nam=
ens Xinting Wang
Verzonden: January 22, 2015 8:27 AM
Onderwerp: [NMusers] Covariate lead to increase in Eta shrinkage

Dear all,

I have a model that I am currently working on that is going through covaria=
te selection. There's one particular parameter, whose ETA-shrinkage before =
adding any covariate was 25%. However, after adding a covariate successfull=
y, the ETA-shrinkage was increased to almost 80%. While the model parameter=
 estimation in this final model is reasonable, and there's no warnings or e=
rrors in the output file, the increase in the ETA-shrinkage basically means=
 that the individual estimation falls back to population estimation. Under =
such a circumstance, how should I decide if it's reasonable to keep this pa=
rameter? Thank you.

Best Regards

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Received on Thu Jan 22 2015 - 06:55:25 EST

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