Random effects example collection

Item response theory (IRT) and the multilevel Rasch model — by Hans Julius Skaug — last modified Mar 12, 2009 03:09 AM

The multilevel Rasch model can be implented using random effects in ADMB. As an example we use data on the responses of 2042 soldiers to a total of 19 items (questions), taken from Doran et al (2007). This illustrates the use of crossed random effects in ADMB. Further, it is shown how the model easily can be generalized in ADMB. These more general models cannot be fitted with standard GLMM software such as "lmer" in R.

Otter Research collection — by Hans Julius Skaug — last modified Mar 13, 2009 05:51 AM

Links to examples on the Otter Research web site. This collection contains a wide variety of random effects models, chosen from different fields of application.

.bat files for Borland 55 — by Hans Julius Skaug — last modified Mar 20, 2009 04:21 AM

.bat files enabeling the -re and -s command line options described in the ADMB-RE manual. Unzip these files into the bin directory.

Stochastic Volatility models with applications to financial data — by Vita Petersone — last modified Oct 15, 2009 11:45 AM

ADMB can be used to find estimates of the basic Stochastic Volatility (SV) model and various of its extensions. We use stock data to compare three different models - the basic SV model, the skew normal SV model and the skew normal SV model with leverage effect.