query: Is there anything wrong with a perfectly correlated random slope and intercept, assuming there is variability in both?
positive_passages.docid: 27163
positive_passages.text: What to do with random effects correlation that equals 1 or -1?
negative_passages.docid: 127877
negative_passages.text: Deviance vs Pearson goodness-of-fit
negative_passages.docid: 121031
negative_passages.text: What's the accuracy of data obtained through a random sample?
negative_passages.docid: 54795
negative_passages.text: Estimate error on slope of linear regression given data with associated uncertainty
negative_passages.docid: 38471
negative_passages.text: Is it possible to interpret regression output omitting the intercept?
negative_passages.docid: 69589
negative_passages.text: Testing random variate generation algorithms
negative_passages.docid: 127903
negative_passages.text: Why can 2 uncorrelated random variables be dependent?
negative_passages.docid: 19244
negative_passages.text: Covariance of a random vector after a linear transformation
negative_passages.docid: 27545
negative_passages.text: Can I probe cross-level interactions without random slope in a hierarchical linear model?
negative_passages.docid: 43288
negative_passages.text: How do I best simulate an arbitrary univariate random variate using its probability function?
negative_passages.docid: 133872
negative_passages.text: R - Data Simulation with Multiple Random Slopes
negative_passages.docid: 16816
negative_passages.text: Why doesn't the example compile, aka how does (co-, contra-, and in-) variance work?
negative_passages.docid: 129548
negative_passages.text: When someone says residual deviance/df should ~ 1 for a Poisson model, how approximate is approximate?
negative_passages.docid: 130631
negative_passages.text: Variance between two random points
negative_passages.docid: 127382
negative_passages.text: What is the expected correlation between residual and the dependent variable?
negative_passages.docid: 11880
negative_passages.text: When is it ok to remove the intercept in a linear regression model?
negative_passages.docid: 31631
negative_passages.text: Proof Verification: Joint variance of the product of a random matrix with a random vector