This document discusses key concepts in multilevel regression including:
1. Random vs fixed variables and effects refer to whether inferences can be generalized beyond the particular study values. Random effects models assume coefficients vary across groups.
2. In multilevel regression, intercept-only models are equivalent to random effects ANOVA, examining deviations of group means from the grand mean.
3. Coefficients can be modeled as random or fixed, with random coefficients having variances estimated and allowing values to vary across groups.
This document discusses key concepts in multilevel regression including:
1. Random vs fixed variables and effects refer to whether inferences can be generalized beyond the particular study values. Random effects models assume coefficients vary across groups.
2. In multilevel regression, intercept-only models are equivalent to random effects ANOVA, examining deviations of group means from the grand mean.
3. Coefficients can be modeled as random or fixed, with random coefficients having variances estimated and allowing values to vary across groups.
This document discusses key concepts in multilevel regression including:
1. Random vs fixed variables and effects refer to whether inferences can be generalized beyond the particular study values. Random effects models assume coefficients vary across groups.
2. In multilevel regression, intercept-only models are equivalent to random effects ANOVA, examining deviations of group means from the grand mean.
3. Coefficients can be modeled as random or fixed, with random coefficients having variances estimated and allowing values to vary across groups.
Winter 2006 bvnvnvnnvnfjfk (i.e. 0 mg 5 mg !n" #0 mg$. %owever if t&e rese!r'&er w!nts to m!ke inferen'es be(on" t&e )!rti'ul!r v!lues of t&e 'g&"f"gfg"fgsfgs"fgs"fg"ffffffffffkkkkk"fg&"g&ble use" in t&e stu"( ! r!n"om effe'ts mo"el is use". * 'ommon e+!m)le woul" be t&e use of )ubli' !rt works re)resenting low mo"er!te !n" 'vb'b'b'vb'vb Fixed and Random Coefficients in Multilevel Regression ,&e r!n"om vs. fi+e" "&g"fg"fg"fg"fg"fg"fg"fk!n" effe'ts is im)ort!nt in multilevel regression. -n multilevel regression mo"els bot& level.# 'v'vb'vbv'b to v!r( r!n"oml( !'ross grou)s. /e'!use of t&e !ssum)tions !bout t&eir error "istributions we '!ll t&eir v!ri!n'es oo=var(U0j) !n" 11=var(U1j), 0r!n"om 'oeffi'ients.1 ,&is me!ns t&!t we '!n t&ink !bout 0j !n" 1j !s !kin to t&e r!n"om variables - "es'ribe" !bove. -nste!" of !ttem)ting to gener!li2e be(on" t&e )!rti'ul!r v!lues of t&e in"e)en"ent v!ri!ble we !re !ttem)ting to gener!li2e be(on" t&e )!rti'ul!r grou)s in t&e stu"(. 3or inst!n'e we m!( &!ve 50 'om)!nies but we wis& to gener!li2e to ! l!rger universe of 'om)!nies w&en we e+!mine t&e me!ns (inter'e)ts$ or t&e +.( rel!tions&i) (slo)es$. -n %4M v!ri!n'es for t&e inter'e)ts !n" slo)es !re estim!te" b( "ef!ult. ,&!t is w&en (ou first 'onstru't ! mo"el U0j !n" U1j !re estim!te" b( "ef!ult. %owever t&e rese!r'&er &!s t&e '&oi'e of setting U0j !n" U1j to be 2ero. /( setting t&em to 2ero we !re testing ! mo"el in w&i'& we !ssume 0j !n" 1j "o not v!r( r!n"oml( !'ross grou)s. -n f!'t t&eir v!ri!n'e is !ssume" to be 2ero so t&e( !re !ssume" to be 'onst!nt or 0nonv!r(ing1 !'ross grou)s. 3or e+!m)le fi+e" nonv!r(ing inter'e)ts woul" im)l( t&e grou) !ver!ge for t&e "e)en"ent v!ri!ble is !ssume" to be e5u!l in e!'& grou). *lt&oug& we t()i'!ll( refer to t&is 'onstr!int !s 0fi+ing t&e inter'e)ts1 or 0fi+ing t&e slo)es1 t&e term is somew&!t loosel( !))lie" be'!use we !re re!ll( !ssuming t&e( !re fi+e" and nonvarying. Intercept Model and Random Effects ANOVA -n t&e sim)lest %4M mo"el t&ere !re no )re"i'tors. We &!ve one level.# e5u!tion !n" one level.2 e5u!tion6 0 ij j ij Y R = + w&ere Y is t&e "e)en"ent v!ri!ble 0j is t&e inter'e)t !n" Rij is t&e resi"u!l or error. 0j '!n be t&oug&t of !s t&e me!n of e!'& grou). ,&e level.2 e5u!tion !lso &!s no )re"i'tors in it7s sim)lest form6 0 00 0 j j U = + w&ere 0j is t&e "e)en"ent v!ri!ble 00 is t&e level.2 inter'e)t !n" U 0j is t&e level.2 error. -n t&is e5u!tion 00 re)resents t&e gr!n" me!n or t&e me!n of t&e inter'e)ts. U0j re)resents t&e "evi!tion of e!'& me!n from t&e gr!n" me!n. W&en t&e !ver!ge "evi!tion is l!rge t&ere !re l!rge grou) "ifferen'es. -t '!n be s&own t&!t t&is is re!ll( t&e *N89* mo"el. *N89* e+!mines t&e "evi!tions of grou) me!ns from t&e gr!n" me!n. /e'!use we !ssume t&!t t&e grou) me!ns re)resente" b( 0j !n" t&us t&eir "evi!tions !re r!n"oml( v!r(ing t&is mo"el is e5uiv!lent to t&e random effects *N89* mo"el. We '!n rewrite our two %4M e5u!tions !s ! single e5u!tion if we )lug in t&e level.2 terms into level.# e5u!tion. 00 0 ij j ij Y U R = + + -n t&is e5u!tion 00 re)resents t&e gr!n" me!n t&e U0j term re)resents t&e "evi!tions from t&e me!n (or me!n "ifferen'es or tre!tment effe't if (ou woul" like$ !n" Rij re)resents t&e wit&in.grou) error or v!ri!tion. -n more m!t&em!ti'!ll( oriente" *N89* te+tbooks (ou will see !n *N89* mo"el written somet&ing like6 Newsom 2 USP 656 Multilevel Regression Winter 2006 ij j ij Y e = + + -f t&e mo"el is !n r!n"om effe'ts *N89* j is !ssume" to &!ve ! r!n"om "istribution. -n multilevel regression be'!use we !ssume U0j to v!r( r!n"oml( t&e sim)le %4M mo"el wit& no level.# or level.2 )re"i'tors is e5uiv!lent to t&e r!n"om effe'ts *N89* mo"el. W&en we !"" )re"i'tors to t&e level.# e5u!tion t&e( !re 'ov!ri!tes !n" t&e mo"el be'omes ! r!n"om effe'ts *N:89* in w&i'& t&e me!ns !re !"juste" for t&e 'ov!ri!te. Newsom 3 USP 656 Multilevel Regression Winter 2006 Summary a!le Random vs" Fixed #efinition Example $se in Multilevel Regression Varia!les Random variable6 (#$ is !ssume" to be me!sure" wit& me!surement error. ,&e s'ores !re ! fun'tion of ! true s'ore !n" r!n"om error; (2$ t&e v!lues 'ome from !n" !re inten"e" to gener!li2e to ! mu'& l!rger )o)ul!tion of )ossible v!lues wit& ! 'ert!in )rob!bilit( "istribution (e.g. norm!l "istribution$; (<$ t&e number of v!lues in t&e stu"( is sm!ll rel!tive to t&e v!lues of t&e v!ri!ble !s it !))e!rs in t&e )o)ul!tion it is "r!wn from. Fixed variable6 (#$ !ssume" to be me!sure" wit&out me!surement error; (2$ "esire" gener!li2!tion to )o)ul!tion or ot&er stu"ies is to t&e s!me v!lues; (<$ t&e v!ri!ble use" in t&e stu"( 'ont!ins !ll or most of t&e v!ri!ble7s v!lues in t&e )o)ul!tion. -t is im)ort!nt to "istinguis& between ! v!ri!ble t&!t is varying !n" ! v!ri!ble t&!t is random. * fi+e" v!ri!ble '!n &!ve "ifferent v!lues it is not ne'ess!ril( inv!ri!nt (e5u!l$ !'ross grou)s. Random variable: )&otogr!)&s re)resenting in"ivi"u!ls wit& "iffering levels of !ttr!'tiveness m!ni)ul!te" in !n e+)eriment 'ensus tr!'ks Fixed variable: gen"er r!'e or intervention vs. 'ontrol grou). Pre"i'tor v!ri!bles in M4R gener!ll( !ssume" to be fi+e" Effects Random effect6 (#$ "ifferent st!tisti'!l mo"el of regression or *N89* mo"el w&i'& !ssumes t&!t !n in"e)en"ent v!ri!ble is r!n"om; (2$ gener!ll( use" if t&e levels of t&e in"e)en"ent v!ri!ble !re t&oug&t to be ! sm!ll subset of t&e )ossible v!lues w&i'& one wis&es to gener!li2e to; (<$ will )rob!bl( )ro"u'e l!rger st!n"!r" errors (less )owerful$. Fixed effect6 (#$ st!tisti'!l mo"el t()i'!ll( use" in regression !n" *N89* !ssuming in"e)en"ent v!ri!ble is fi+e"; (2$ gener!li2!tion of t&e results !))l( to simil!r v!lues of in"e)en"ent v!ri!ble in t&e )o)ul!tion or in ot&er stu"ies; (<$ will )rob!bl( )ro"u'e sm!ller st!n"!r" errors (more )owerful$. Random effect6 r!n"om effe'ts *N89* r!n"om effe'ts regression Fixed effect6 fi+e" effe'ts *N89* fi+e" effe'ts regression -nter'e)t onl( mo"els in M4R !re e5uiv!lent to r!n"om effe'ts *N89* or *N:89*. Coefficients Random coefficient: term !))lies onl( to M4R !n!l(ses in w&i'& inter'e)ts slo)es !n" v!ri!n'es '!n be !ssume" to be r!n"om. M4R !n!l(ses most t()i'!ll( !ssume r!n"om 'oeffi'ients. 8ne '!n 'on'e)tu!li2e t&e 'oeffi'ients obt!ine" from t&e level.# regressions !s ! t()e of r!n"om v!ri!ble w&i'& 'omes from !n" gener!li2es to ! "istribution of )ossible v!lues. =rou)s !re 'on'eive" of !s ! subset of t&e )ossible grou)s. Fixed coefficient: ! 'oeffi'ient '!n be fi+e" to be non. v!r(ing (inv!ri!nt$ !'ross grou)s b( setting its between grou) v!ri!n'e to 2ero. R!n"om 'oeffi'ients must be v!ri!ble !'ross grou)s. :on'e)tu!ll( fi+e" 'oeffi'ients m!( be inv!ri!nt or v!r(ing !'ross grou)s. Random coefficient6 t&e level.2 )re"i'tor !ver!ge in'ome is use" to )re"i't s'&ool )erform!n'e in e!'& s'&ool. -nter'e)t v!lues for s'&ool )erform!n'e !re !ssume" to be ! s!m)le of t&e inter'e)ts from ! l!rger )o)ul!tion of s'&ools. Fixed coefficient6 slo)es or inter'e)ts 'onstr!ine" to be e5u!l over "ifferent s'&ools. /ot& use" in M4R. Slo)es !n" inter'e)t v!lues '!n be 'onsi"ere" to be fi+e" or r!n"om "e)en"ing on rese!r'&ers !ssum)tions !n" &ow t&e mo"el is s)e'ifie". ,&e v!ri!n'e of t&e slo)es or inter'e)ts !re 'onsi"ere" r!n"om 'oeffi'ients.