Covariance structures

[Martin Belder]

Hi. Being a student of statistical research methods, I’m looking for some good study material to help me understand covariance structures and their use in multilevel modeling. Any suggestions?

[Ingo Rohlfing]

Dear Martin,

what covariance is important? When covariance in multilevel analysis is relevant to you, you can check an MLA book such as the 2nd edition by Snijder and Boskers.

[Martin Belder]

Thanks for the reply, Ingo!

That is my question exactly! I have worked through the chapter in DSUS bij Andy Field on multilevel modelling. It had a short piece on the different kinds of covariance structures to be used. It isn’t clear to me what shoud co-vary with what and so on and how it influences the outcome of the analysis.

Thanks for the suggestion anyway! I’ll look it up.

[Ingo Rohlfing]

Covariance structures are involved in multilevel modeling precisely because you model the data-generating process on multiple levels. But Snijder/Boskers should help (or, more advanced and for Stata users http://stata-press.com/books/multilevel-longitudinal-modeling-stata/)

[Martin Belder]

So, if I understand you correctly, the question is basically about: how does the covariance between X and Y on one level compare to the covariance between the same variables on a different level?

[Ingo Rohlfing]

No, it is more complicated, I am afraid.

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