Marginal model
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What is marginal model?
Marginal model is one that is used to provide regression estimates, especially in multilevel models or hierarchical linear models.
How does a marginal model work?
In a marginal model, we collapse over the latent/unobserved level 1 & 2 random 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,
