In a random effects regression we have the assumption that the individual specific heterogeneity is not correlated with the predictor variables:
Yit = 𝛽1Xit,1+ 𝛽2Xit,2+…+ 𝛽kXit,k+ 𝛼𝑖 + 𝑢𝑖t
i = entity-individual
t= measurement at time t
αi ~ N(0,σα), (i=1….n) is the unknown intercept for each entity ( n entity-specific intercepts)
Yit is the dependent variable where i = entity and t = time
Xit is an independent variable
𝑢𝑖t idiocynraticerror
Assumption: cov(αi ,Xit) = 0
Do we also make this assumption when using linear mixed effects models?