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Application of HLM to data with multilevel structure

Vítor ValenteTeresa A. Oliveira — 2011

Discussiones Mathematicae Probability and Statistics

Many data sets analyzed in human and social sciences have a multilevel or hierarchical structure. By hierarchy we mean that units of a certain level (also referred micro units) are grouped into, or nested within, higher level (or macro) units. In these cases, the units within a cluster tend to be more different than units from other clusters, i.e., they are correlated. Thus, unlike in the classical setting where there exists a single source of variation between observational units, the heterogeneity...

Statistical Modelling: Application to the financial sector

Cláudia RoçadasTeresa A. OliveiraJoão T. Mexia — 2011

Discussiones Mathematicae Probability and Statistics

Our research is centred on the stochastic structure of matched open populations, subjected to periodical reclassifications. These populations are divided into sub-populations. In our application we considered two populations of customers of a bank: with and without account manager. Two or more of such population are matched when there is a 1-1 correspondence between their sub-populations and the elements of one of them can go to another, if and only if the same occurs with elements from the...

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