Multilevel models with multivariate mixed response types
Goldstein, H., Carpenter, J. R, Kenward, M. G & Levin, KA. (2009). Multilevel models with multivariate mixed response types. Statistical Modelling, 173-197. India: Sage Publications Ltd.
We build upon the existing literature to formulate a class of models for multivariate mixtures of Gaussian, ordered or unordered categorical responses and continuous distributions that are not Gaussian, each of which can be defined at any level of a multilevel data hierarchy. We describe a Markov chain Monte Carlo algorithm for fitting such models. We show how this unifies a number of disparate problems, including partially observed data and missing data in generalized linear modelling. The two-level model is considered in detail with worked examples of applications to a prediction problem and to multiple imputation for missing data. We conclude with a discussion outlining possible extensions and connections in the literature. Software for estimating the models is freely available.
Learning Sciences Institute Australia