Table 3.
Estimates for fixed effect autoregressive parameter ϕ.
| Estimation method | σ2e | Fixed slope only | Random slope |
|---|---|---|---|
| OLS within | 1 | 0.230 | 0.233 |
| 3 | 0.229 | 0.233 | |
| 9 | 0.228 | 0.233 | |
| CMC (sample) | 1 | 0.231 | 0.229 |
| 3 | 0.230 | 0.229 | |
| 9 | 0.229 | 0.229 | |
| NC | 1 | 0.304 | 0.307 |
| 3 | 0.304 | 0.306 | |
| 9 | 0.303 | 0.304 |
Mean point estimates for the fixed effects autoregressive parameter ϕ in a multilevel autoregressive model, with a fixed slope only (left; ϕi = ϕ), and with a random slope (right; ϕi = ϕ + u1i). True fixed effect autoregressive parameter (i.e., the true within-cluster slope) is ϕ = 0.3. Number of observations per person is 20; number of persons is 100; number of replications is 1000. Estimation methods are: OLS within (Equation 13); centering per cluster (CMC) using the sample mean; and no centering (NC).