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Marginal model

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Marginal model is a technique used to provide regression estimates, especially used in multilevel models or hierarchical linear models.

In a marginal model, we collapse over the latent/unobserved level 1 & 2 residuals (R and U) and thus marginalize the joint distribution of the response variable () into an univariate distribution. In hierarchical linear modeling, we fit the marginal model to data.

For example, with the following hierarchical model,

The marginal model is,