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2010 | OriginalPaper | Chapter
9. Other topics
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Abstract
In §5.1 we considered extending our initial model (M
0), with p parameters, to an augmented model M
A
with a further q parameters. Here, as in Chapter 2, we have p + q < < n, there are many fewer parameters than data points. We now turn to a situation with some similarities but with important contrasts. Here our initial model has fixed effects, but our augmented model adds random effects, which may be comparable in number to the sample size n.