Journal of Educational Measurement

Spring 2008, Vol. 45, No. 1, pp. 9497

Book Reviews

Gelman, A., & Hill, J. (2007). Data analysis using regression and multi-
level/hierarchical models. New York: Cambridge University Press.
Reviewed by
Brandon K. Vaughn
University of Texas at Austin

Multilevel modeling has become an increasingly important tool for complex mea-
surement models. For instance, many item response theory (IRT) models have been
expressed from a multilevel perspective (e.g., Kamata, 2001). The use of such mod-
eling can easily allow for the social contexts of subjects to be considered in IRT
parameter estimation or differential item functioning (DIF) detection. However, the
complexity of such models can often overwhelm the capabilities of most multilevel
software packages. One possible approach is to incorporate Bayesian estimation pro-
cedures. Recent developments in Markov Chain Monte Carlo (MCMC) methodology
have helped to facilitate the realization of Bayesian analyses for complex data sets
containing missing observations, multidimensional outcomes, multilevel correlation
structures, and measurement error. Usually, such data make it more difficult to uti-
lize traditional (i.e., frequentist) procedures since theoretical assumptions of these
procedures are not valid. Moreover, models that incorporate latent variables make
maximum likelihood approaches difficult to implement because of the high dimen-
sional integration involved in fitting such models. Bayesian MCMC procedures allow
for a broader variety of models to be fitted and estimated.
Few textbooks on Bayesian methods exist, in particular for multilevel mod-
els which would extend into measurement situations. One book that attempts
to fill this void is Gelman and Hills book, Data analysis using regression and
multilevel/hierarchical models (2007). Gelman is a long-established researcher in
Bayesian modeling, and has previously written an in-depth text on Bayesian meth-
ods (Gelman, Carlin, Stern, & Rubin, 2004). The Gelman and Hill text contains
25 chapters, 3 appendixes, and spans 625 pages. The preface gives the rationale for
multilevel modeling as well as providing basic concepts in probability and statistics
that the reader needs to know for success with the book. The major part of the book
is divided into the following sections: (a) single-level regression, (b) working with
regression inferences, (c) multilevel regression, (d) fitting multilevel models, and (e)
model checking. The appendices cover topics on improving the regression modeling,
statistical graphics, and various software packages useful in carrying out multilevel
analysis. Each chapter ends with suggested exercises which apply the information of
the chapter in different ways. The book is best suited for an audience with at least
an applied knowledge of regression, but could possibly be used as a text for stu-
dents with no exposure to regression ideas with some extra effort and explanation.

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c 2008 by the National Council on Measurement in Education 94
 Book Reviews

However, readers with more theoretical understanding of distributions, multilevel

models, simulations, and Bayesian ideas would benefit in some of the books more
theoretical portions.
After the initial preface, the second section of the book, Single-level regression,
gives a thorough introduction into the world of regression models. The chapters deal
with basic linear regression with one and multiple predictors, interactions, assump-
tions, transformations, centering and standardizing, logistic regression, and general-
ized linear models. Those with some familiarity with regression topics will imme-
diately follow along with the authors descriptions of these topics. A student who
has little exposure to regression topics might wish for more in-depth discussion of
certain items, however. For example, while in some regression textbooks the topic of
one predictor regression is given an isolated chapter, Gelman and Hill give the topic
two pages. In fairness, the authors do detail more complex analyses in the book. This
section of the book utilizes R exclusively in demonstration of graphs and estimation
procedures. R is a free statistical language capable of not only performing multilevel
regression, but Bayesian MCMC procedures as well (see http://www.r-project.org
for more information).
The third section of the book, Working with regression inferences, introduces
the reader to the ideas of simulation and causal modeling. The authors first introduce
the basic ideas of simulation and how it could be used to answer statistical questions.
In this introduction, the authors give their first discussion of Bayesian approaches in
an informal manner. This informal examination of Bayesian ideas provides a gen-
tle introduction to the more complex modeling that follows in the latter part of the
book. Next, there is discussion of the typical uses of simulations, such as assessing
properties of statistical procedures using known true parameter values and checking
model fits. The next chapters deal with causal inferences using regression. These
chapters detail typical randomized experimental models as well as more advanced
models. As was true for the previous section, these chapters detail the R code needed
to run the various simulations and causal modeling.
The fourth section introduces the ideas of multilevel regression, and will be of
particular interest to those in the measurement fields. Various multilevel topics are
discussed, including random-intercept and slope models, repeated measures, indica-
tor variables, and fixed/random effects. The basics of multilevel linear models are
presented first followed by models with varying intercepts and slopes. Finally, mul-
tilevel logistic regression and multilevel generalized linear models are presented and
demonstrated. These models will be of particular importance to researchers wanting
to model item response from a multilevel perspective. In fact, item-response models
are discussed specifically (Rasch, 2-PL, and 3-PL). Issues of identifiability are ad-
dressed as well. A psychometric researcher would find this information invaluable
for exploring the basic use of multilevel models for measurement purposes. Once
again, R code and output is provided and discussed within the context of the instruc-
tional material. Thus, this book provides much needed examination into the use of R
for multilevel modeling.
Various aspects of fitting multilevel models is the emphasis of the next sec-
tion of the book. This section provides the Bayesian approach to multilevel
models. The authors first give rich details and examples of using R and Bugs for

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Book Reviews

multilevel models. Bugs (Bayesian inference using Gibbs sampling) is a free add-on
package for R, which provides the user access to MCMC methods. The authors detail
how to call up Bugs from within R. After this basic introduction, the text describes
the fitting of linear and generalized liner multilevel models in Bugs and R. All of the
models from the previous section (e.g., multilevel logistic and ordered categorical
regression) are discussed and demonstrated. Estimation procedures using maximum
likelihood and Bayesian approaches are examined. The Gibbs sampler, the popular
algorithm used to generate sequences of samples from a joint probability distribu-
tion, is detailed as well. While this part of the book is more theoretical than other
parts, the explanation of inference and computation will greatly aid the researcher
in understanding the strengths and weaknesses of each approach. A special chapter
on debugging Bugs models and speeding up convergence is a great addition to the
book. The difficulty in using Bugs models is that at times a complex model may not
compile, or could have problems with initial values and updating. Possibly worse, a
particular model may run but give results that do not make any sense. These issues
are tackled in the last chapter of this section. An example is given to show how the
nonidentifiability issue for a 2-PL model can be handled.
The final part of the book covers various aspects of understanding and checking
the multilevel model. This includes discussion of sample size, power calculations,
summarizing fitted models, ANOVA and causal modeling, model checking, and im-
putation of missing data. This section provides information on often neglected areas
of multilevel modeling that should not be ignored by serious researchers in the field.
Source code is provided in the appendix for such programs as SAS, SPSS, Stata,
R, Bugs, and AD Model Builder. Brief mention is made of dedicated multilevel pro-
grams such as HLM and MLWin. This may be problematic for those who use these
particular multilevel programs in their research or teaching. However, many may find
emphasis on other software a nice approach as more traditional statistical packages
are typically available to a wider audience. To reach an even wider audience, the
authors emphasize the use of R and Bugs throughout the text. The importance of
this decision is easily seen as both programs are freely available to both researcher
and student via the internet. In addition to this, Bugs can be run within R creating a
seamless connection between the two, which is especially helpful in simulation stud-
ies. The numerous examples in the book are always intertwined with R and Bugs
code and output as mentioned earlier. Much of the source code from the book is
available from the first authors website.
In summary, Gelman and Hills book is an excellent intermediate text that would
be very useful for researchers interested in multilevel modeling. As more research in
measurement applies a multilevel perspective, this book provides a nice introduction
into the uses of this approach. What sets this book apart from others is its incorpora-
tion of Bayesian estimation procedures, which can be beneficial for complex models.
As a textbook for a class, Data analysis using regression and multilevel/hierarchical
models would be useful in both intermediate/advanced regression classes as well as
multilevel classes. The inclusion of measurement issues in the book would make it
useful as a supplement to any measurement courses which emphasize such modeling
approaches. The only complaint with the book is the exclusion of modern multi-
level software in its discussions. However, the emphasis on free software packages

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is certainly welcome, especially in educational situations. Even so, this book gives a
wealth of information for anyone interested in multilevel modeling and seems des-
tined to be a classic.

References
Gelman, A., Carlin, J. B., Stern, H. S., & Rubin, D. B. (2004). Bayesian data analysis (2nd
ed.). Boca Raton, FL: Chapman & Hall/CRC.
Kamata, A. (2001). Item analysis by the hierarchical generalized linear model. Journal of
Educational Measurement, 38, 7993.

Author
BRANDON K. VAUGHN is Assistant Professor, The University of Texas at Austin, Edu-
cational Psychology Department, 1 University Station D5800, Austin, Texas 78712; bran-
don.vaughn@mail.utexas.edu. His primary research interests include psychometric meth-
ods and statistics.

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