ENS-PSL
45 rue d'Ulm
75005 Paris
France
Last session of the course "Enquêtes quantitatives. Boîte à outils pour sciences sociales", given by Théo Boulakia.
Any incomplete toolbox runs the risk of turning gold into lead. At the foundation of commonly taught statistical models lies a strong assumption: your observations are independent. In practice, this condition often fails to hold. And that's a good thing. Panel data, for example, which contain multiple observations for each individual, are extremely rich. If you approach them with standard tools, not only will you miss out on their potential, but you'll often get bizarre or counter-intuitive results. Fortunately, there are models tailor-made for this kind of data. These are known as hierarchical, mixed effects, multilevel or random effects models. The principle is straightforward, and the benefits immediately apparent. We'll present a number of applications, and show how they can be implemented in a Bayesian framework.