Performance of Time-Varying Predictors in Multilevel Models Under an Assumption of Fixed or Random Effects

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Abstract

Time-varying predictors in multilevel models are a useful tool for longitudinal research, whether they are the research variable of interest or they are controlling for variance to allow greater power for other variables. However, standard recommendations to fix the effect of time-varying predictors may make an assumption that is unlikely to hold in reality and may influence results. A simulation study illustrates that treating the time-varying predictor as fixed may allow analyses to converge, but the analyses have poor coverage of the true fixed effect when the time-varying predictor has a random effect in reality. A second simulation study shows that treating the time-varying predictor as random may have poor convergence, except when allowing negative variance estimates. Although negative variance estimates are uninterpretable, results of the simulation show that estimates of the fixed effect of the time-varying predictor are as accurate for these cases as for cases with positive variance estimates, and that treating the time-varying predictor as random and allowing negative variance estimates performs well whether the time-varying predictor is fixed or random in reality. Because of the difficulty of interpreting negative variance estimates, 2 procedures are suggested for selection between fixed-effect and random-effect models: comparing between fixed-effect and constrained random-effect models with a likelihood ratio test or fitting a fixed-effect model when an unconstrained random-effect model produces negative variance estimates. The performance of these 2 procedures is compared.

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