Winter 2006 vmvvnmvmjf (i.e., 0 mg, 5 mg, an !0 mg". #owever, if t$e resear%$er wants to ma&e inferen%es 'e(on t$e )arti%ular values of t$e %g$fgfgfgsfgsfgsfgffffffffff&&&&&fg$g$'le use in t$e stu(, a ranom effe%ts moel is use. * %ommon e+am)le woul 'e t$e use of )u'li% art wor&s re)resenting low, moerate, an %v'%'%'%v'%v' Fixed and Random Coefficients in Multilevel Regression ,$e ranom vs. fi+e $gfgfgfgfgfgfgf&an effe%ts is im)ortant in multilevel regression. -n multilevel regression moels, 'ot$ level.! %v%v'%v'v%' to var( ranoml( a%ross grou)s. /e%ause of t$e assum)tions a'out t$eir error istri'utions, we %all t$eir varian%es, oo=var(U0j) an 11=var(U1j), 0ranom %oeffi%ients.1 ,$is means t$at we %an t$in& a'out 0j an 1j as a&in to t$e ranom variables - es%ri'e a'ove. -nstea of attem)ting to generali2e 'e(on t$e )arti%ular values of t$e ine)enent varia'le, we are attem)ting to generali2e 'e(on t$e )arti%ular grou)s in t$e stu(. 3or instan%e, we ma( $ave 50 %om)anies, 'ut we wis$ to generali2e to a larger universe of %om)anies w$en we e+amine t$e means (inter%e)ts" or t$e +.( relations$i) (slo)es". -n #4M, varian%es for t$e inter%e)ts an slo)es are estimate '( efault. ,$at is, w$en (ou first %onstru%t a moel, U0j an U1j are estimate '( efault. #owever, t$e resear%$er $as t$e %$oi%e of setting U0j an U1j to 'e 2ero. /( setting t$em to 2ero, we are testing a moel in w$i%$ we assume 0j an 1j o not var( ranoml( a%ross grou)s. -n fa%t, t$eir varian%e is assume to 'e 2ero, so t$e( are assume to 'e %onstant or 0nonvar(ing1 a%ross grou)s. 3or e+am)le, fi+e, nonvar(ing inter%e)ts woul im)l( t$e grou) average for t$e e)enent varia'le is assume to 'e e5ual in ea%$ grou). *lt$oug$ we t()i%all( refer to t$is %onstraint as 0fi+ing t$e inter%e)ts1 or 0fi+ing t$e slo)es,1 t$e term is somew$at loosel( a))lie, 'e%ause we are reall( assuming t$e( are fi+e and nonvarying. Intercept Model and Random Effects ANOVA -n t$e sim)lest #4M moel, t$ere are no )rei%tors. We $ave one level.! e5uation an one level.2 e5uation6 0 ij j ij Y R = + w$ere Y is t$e e)enent varia'le, 0j is t$e inter%e)t, an Rij is t$e resiual or error. 0j %an 'e t$oug$t of as t$e mean of ea%$ grou). ,$e level.2 e5uation also $as no )rei%tors in it7s sim)lest form6 0 00 0 j j U = + w$ere 0j is t$e e)enent varia'le, 00 is t$e level.2 inter%e)t, an U 0j is t$e level.2 error. -n t$is e5uation, 00 re)resents t$e gran mean or t$e mean of t$e inter%e)ts. U0j re)resents t$e eviation of ea%$ mean from t$e gran mean. W$en t$e average eviation is large, t$ere are large grou) ifferen%es. -t %an 'e s$own t$at t$is is reall( t$e *N89* moel. *N89* e+amines t$e eviations of grou) means from t$e gran mean. /e%ause we assume t$at t$e grou) means, re)resente '( 0j an, t$us, t$eir eviations are ranoml( var(ing, t$is moel is e5uivalent to t$e random effects *N89* moel. We %an rewrite our two #4M e5uations as a single e5uation, if we )lug in t$e level.2 terms into level.! e5uation. 00 0 ij j ij Y U R = + + -n t$is e5uation, 00 re)resents t$e gran mean, t$e U0j term re)resents t$e eviations from t$e mean (or mean ifferen%es or treatment effe%t, if (ou woul li&e", an Rij re)resents t$e wit$in.grou) error or variation. -n more mat$emati%all( oriente *N89* te+t'oo&s, (ou will see an *N89* moel written somet$ing li&e6 Newsom 2 USP 656 Multilevel Regression Winter 2006 ij j ij Y e = + + -f t$e moel is an ranom effe%ts *N89*, j is assume to $ave a ranom istri'ution. -n multilevel regression, 'e%ause we assume U0j to var( ranoml(, t$e sim)le #4M moel wit$ no level.! or level.2 )rei%tors is e5uivalent to t$e ranom effe%ts *N89* moel. W$en we a )rei%tors to t$e level.! e5uation, t$e( are %ovariates an t$e moel 'e%omes a ranom effe%ts *N:89* in w$i%$ t$e means are ajuste for t$e %ovariate. Newsom 3 USP 656 Multilevel Regression Winter 2006 Summary a!le Random vs" Fixed #efinition Example $se in Multilevel Regression Varia!les Random variable6 (!" is assume to 'e measure wit$ measurement error. ,$e s%ores are a fun%tion of a true s%ore an ranom error; (2" t$e values %ome from an are intene to generali2e to a mu%$ larger )o)ulation of )ossi'le values wit$ a %ertain )ro'a'ilit( istri'ution (e.g., normal istri'ution"; (<" t$e num'er of values in t$e stu( is small relative to t$e values of t$e varia'le as it a))ears in t$e )o)ulation it is rawn from. Fixed variable6 (!" assume to 'e measure wit$out measurement error; (2" esire generali2ation to )o)ulation or ot$er stuies is to t$e same values; (<" t$e varia'le use in t$e stu( %ontains all or most of t$e varia'le7s values in t$e )o)ulation. -t is im)ortant to istinguis$ 'etween a varia'le t$at is varying an a varia'le t$at is random. * fi+e varia'le %an $ave ifferent values, it is not ne%essaril( invariant (e5ual" a%ross grou)s. Random variable: )$otogra)$s re)resenting iniviuals wit$ iffering levels of attra%tiveness mani)ulate in an e+)eriment, %ensus tra%&s Fixed variable: gener, ra%e, or intervention vs. %ontrol grou). Prei%tor varia'les in M4R generall( assume to 'e fi+e Effects Random effect6 (!" ifferent statisti%al moel of regression or *N89* moel w$i%$ assumes t$at an ine)enent varia'le is ranom; (2" generall( use if t$e levels of t$e ine)enent varia'le are t$oug$t to 'e a small su'set of t$e )ossi'le values w$i%$ one wis$es to generali2e to; (<" will )ro'a'l( )rou%e larger stanar errors (less )owerful". Fixed effect6 (!" statisti%al moel t()i%all( use in regression an *N89* assuming ine)enent varia'le is fi+e; (2" generali2ation of t$e results a))l( to similar values of ine)enent varia'le in t$e )o)ulation or in ot$er stuies; (<" will )ro'a'l( )rou%e smaller stanar errors (more )owerful". Random effect6 ranom effe%ts *N89*, ranom effe%ts regression Fixed effect6 fi+e effe%ts *N89*, fi+e effe%ts regression -nter%e)t onl( moels in M4R are e5uivalent to ranom effe%ts *N89* or *N:89*. Coefficients Random coefficient: term a))lies onl( to M4R anal(ses in w$i%$ inter%e)ts, slo)es, an varian%es %an 'e assume to 'e ranom. M4R anal(ses most t()i%all( assume ranom %oeffi%ients. 8ne %an %on%e)tuali2e t$e %oeffi%ients o'taine from t$e level.! regressions as a t()e of ranom varia'le w$i%$ %omes from an generali2es to a istri'ution of )ossi'le values. =rou)s are %on%eive of as a su'set of t$e )ossi'le grou)s. Fixed coefficient: a %oeffi%ient %an 'e fi+e to 'e non. var(ing (invariant" a%ross grou)s '( setting its 'etween grou) varian%e to 2ero. Ranom %oeffi%ients must 'e varia'le a%ross grou)s. :on%e)tuall(, fi+e %oeffi%ients ma( 'e invariant or var(ing a%ross grou)s. Random coefficient6 t$e level.2 )rei%tor, average in%ome, is use to )rei%t s%$ool )erforman%e in ea%$ s%$ool. -nter%e)t values for s%$ool )erforman%e are assume to 'e a sam)le of t$e inter%e)ts from a larger )o)ulation of s%$ools. Fixed coefficient6 slo)es or inter%e)ts %onstraine to 'e e5ual over ifferent s%$ools. /ot$ use in M4R. Slo)es an inter%e)t values %an 'e %onsiere to 'e fi+e or ranom, e)ening on resear%$ers assum)tions an $ow t$e moel is s)e%ifie. ,$e varian%e of t$e slo)es or inter%e)ts are %onsiere ranom %oeffi%ients.
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