Constraints in Random Effects Age-Period-Cohort Models (Record no. 714)

000 -LEADER
fixed length control field 01385nam a2200169 a 4500
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20260901030415.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 250101s2019 xx o 000 0 eng d
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Liying Luo
245 10 - TITLE STATEMENT
Title Constraints in Random Effects Age-Period-Cohort Models
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Name of producer, publisher, distributor, manufacturer arXiv
Date of production, publication, distribution, manufacture, or copyright notice 2019
336 ## - CONTENT TYPE
Content type term text
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Carrier type term online resource
520 ## - SUMMARY, ETC.
Summary, etc. Random effects (RE) models have been widely used to study the contextual effects of structures such as neighborhood or school. The RE approach has recently been applied to age-period-cohort (APC) models that are unidentified because the predictors are exactly linearly dependent. However, it has not been fully understood how the RE specification identifies these otherwise unidentified APC models. We address this challenge by first making explicit that RE-APC models have greater -- not less -- rank deficiency than the traditional fixed-effects model, followed by two empirical examples. We then provide intuition and a mathematical proof to explain that for APC models with one RE, treating one effect as an RE is equivalent to constraining the estimates of that effect's linear component and the random intercept to be zero. For APC models with two RE's, the effective constraints implied by the
506 0# - RESTRICTIONS ON ACCESS NOTE
Terms governing access Open access — freely available to read.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://arxiv.org/pdf/1904.07672v1">https://arxiv.org/pdf/1904.07672v1</a>
Link text Read the full paper (PDF)
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      Available online General Yegates University Library Yegates University Library Science and Computing 09/01/2026   YGE000975 09/01/2026 https://arxiv.org/pdf/1904.07672v1 09/01/2026 Research paper — read online