it sounds like that covariate provides information for the parameter influenced by eta. you have taken something that was unexplained population variation and explained 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 becomes very small and as a result gets a high shrinkage then this can happen when 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 whatever other metrics you might use. warm regards Douglas
________________________________ Van: [email protected] [mailto:[email protected]] Namens Xinting Wang Verzonden: January 22, 2015 8:27 AM Aan: [email protected] 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 covariate selection. There's one particular parameter, whose ETA-shrinkage before adding any covariate was 25%. However, after adding a covariate successfully, 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 errors 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 parameter? Thank you. Best Regards -- Xinting ________________________________ De inhoud van dit bericht is vertrouwelijk en alleen bestemd voor de geadresseerde(n). Anderen dan de geadresseerde(n) mogen geen gebruik maken van dit bericht, het niet openbaar maken of op enige wijze verspreiden of vermenigvuldigen. Het UMCG kan niet aansprakelijk gesteld worden voor een incomplete aankomst of vertraging van dit verzonden bericht. The contents of this message are confidential and only intended for the eyes of the addressee(s). Others than the addressee(s) are not allowed to use this message, to make it public or to distribute or multiply this message in any way. The UMCG cannot be held responsible for incomplete reception or delay of this transferred message.
