multilevel modeling: why, when and how?
DESCRIPTION
Multilevel Modeling: Why, When and How?. Frank Dong 1-9-2013. Outline. Why do we need the Multilevel Modeling When do we need Multilevel Modeling How can we conduct Multilevel Modeling analysis (live demo). Background. - PowerPoint PPT PresentationTRANSCRIPT
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Multilevel Modeling: Why, When and How?
Frank Dong1-9-2013
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Outline
• Why do we need the Multilevel Modeling• When do we need Multilevel Modeling• How can we conduct Multilevel Modeling
analysis (live demo)
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Background
• Everyone knows about ordinary least squares regression, aka, linear regression
• The formula is
• We typically assume the error term has a normal distribution N(0, )
• Everyone knows how to do it in SPSS
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Problems
• Ordinary least squares analysis does not solve everything
• There are often times where data present certain hierarchy
• For example, the performance of students on the test score may depends on the students themselves, but also may depends on schools
• School effects are often ignored
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Purpose of this presentation
• To introduce the idea of multilevel modeling• Not everything can be done with the linear
regression• Live demonstration of how to conduct
multilevel analysis in SPSS.
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An example
• This example is from a book called Multilevel Statistical Models, 4th Edition by Harvey Goldstein
• Have data on 728 elementary students• N=50 schools• Interested in the following question: Does the
student’s 8-year math score predict the 11-year math score?
• Y= 11-year math score• X=8-year math score
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Some data points
11-year Math Score
8-year Math Score School ID
Gender: Boy=1Girl=0
Social class: Manual=1Non-manual=0
39 36 1 1 0
11 19 1 0 1
32 31 1 0 1
27 23 1 0 0
36 39 1 0 0
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Inappropriate Analysis
• For each school, • The overall model becomes
• We have 50 pairs of to estimate, one for each school
• We also have a variance term, to estimate
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Issues
• Too many unknown (N=2*50+1) parameters• Unable to compare school performance if we
desires to do so• Some schools have fewer students than other
schools
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Solutions
• Multilevel Modeling• Instead of estimating N=2*50+1 unknown
parameters, we will simplify the model• -----Original model• More importantly, and are also treated as
random variable• They are assumed to have a normal
distribution with certain M and SD
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Final Solution
• The final model becomes
• The unknown parameters are , variance of , and , and covariance between
• We reduced the number of parameters from 101 to 6
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ResultsParameter Multilevel Modeling
Estimate (s.e.)OLS Estimate (s.e.)
FixedIntercept 13.9 13.88-year Math Score 0.65 (0.025) 0.65 (0.026)Random EffectBetween School Variance
3.28
Between Students Variance
19.8 23.34
Variance Partition Coefficient
0.14
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Research Question 2
• We also have the gender (1=boy, 2=girl), and social class (1=manual, 0=non-manual), would those two variables affect the performance of the 11-year math grade?
• Is gender significant?• Is social class significant?
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Parameters Multilevel Modeling Estimate (s.e.)
OLS Modeling Estimate (s.e.)
Fixed EffectsIntercept 14.88 14.798-year Math Score 0.638 (0.025) 0.638 (0.026)Gender (boy vs girl) -0.357 (0.340) -0.363 (0.358)Social Class (manual vs non-manual)
-0.720 (0.387) -0.697 (0.397)
Random EffectBetween School Variance
3.312
Between Students Variance
19.728 49.36
Variance Partition Coefficient
0.144
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How to conduct a Multilevel Modeling
• You do not need to do it by yourself• You are required to be aware of the existence
of multilevel modeling• The benefit is to improve the estimate
accuracy• Here is how to do it in SPSS (live demo)
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Summary
• Ordinary least squares regression is not almighty
• When there is a clear structure of hierarchy, multilevel modeling will be useful
• Multilevel modeling can also be used to compare the performance of hospitals