Recovering Crossed Random Effects in Mixed-Effects Models Using Model Averaging


  • José Ángel Martínez-Huertas
  • Ricardo Olmos


Random effects contain crucial information to understand the variability of the processes under study in mixed-effects models with crossed random effects (MEMs-CR). Given that model selection makes all-or-nothing decisions regarding to the inclusion of model parameters, we evaluated if model averaging could deal with model uncertainty to recover random effects of MEMs-CR. Specifically, we analyzed the bias and the root mean squared error (RMSE) of the estimations of the variances of random effects using model averaging with Akaike weights and Bayesian model averaging with BIC posterior probabilities, comparing them with two alternative analytical strategies as benchmarks: AIC and BIC model selection, and fitting a full random structure. A simulation study was conducted manipulating sample sizes for subjects and items, and the variance of random effects. Results showed that model averaging, especially Akaike weights, can adequately recover random variances, given a minimum sample size in the modeled clusters. Thus, we endorse using model averaging to deal with model uncertainty in MEMs-CR. An empirical illustration is provided to ease the usability of model averaging.