Winter 2006 hjffffkjg10 mg) kjgkkkjhgggggg!owever" if the rese#r$her w#nts to m#ke inferen$es %e&on' the (#rti$ul#r v#lues hgk guse' in the stu'&" # r#n'om effe$ts mo'el is use' ) $ommon e*#m(le woul' %e the use of (u%li$ #rt works 'fskkgjhh M"%kjllgj Fixed and Random Coefficients in Multilevel Regression +he r#n'om vs fi*e' 'hg'fg'fg'fg'fg'fg'fg'fk#n' effe$ts is im(ort#nt in multilevel regression ,n multilevel regression mo'els" %oth level-1 $v$v%$v%v$% to v#r& r#n'oml& #$ross grou(s .e$#use of the #ssum(tions #%out their error 'istri%utions" we $#ll their v#ri#n$es" oo=var(U0j) #n' 11=var(U1j), /r#n'om $oeffi$ients0 +his me#ns th#t we $#n think #%out 0j #n' 1j #s #kin to the r#n'om variables , 'es$ri%e' #%ove ,nste#' of #ttem(ting to gener#li1e %e&on' the (#rti$ul#r v#lues of the in'e(en'ent v#ri#%le" we #re #ttem(ting to gener#li1e %e&on' the (#rti$ul#r grou(s in the stu'& 2or inst#n$e" we m#& h#ve 50 $om(#nies" %ut we wish to gener#li1e to # l#rger universe of $om(#nies when we e*#mine the me#ns 3inter$e(ts) or the *-& rel#tionshi( 3slo(es) ,n !4M" v#ri#n$es for the inter$e(ts #n' slo(es #re estim#te' %& 'ef#ult +h#t is" when &ou first $onstru$t # mo'el" U0j #n' U1j #re estim#te' %& 'ef#ult !owever" the rese#r$her h#s the $hoi$e of setting U0j #n' U1j to %e 1ero .& setting them to 1ero" we #re testing # mo'el in whi$h we #ssume 0j #n' 1j 'o not v#r& r#n'oml& #$ross grou(s ,n f#$t" their v#ri#n$e is #ssume' to %e 1ero" so the& #re #ssume' to %e $onst#nt or /nonv#r&ing0 #$ross grou(s 2or e*#m(le" fi*e'" nonv#r&ing inter$e(ts woul' im(l& the grou( #ver#ge for the 'e(en'ent v#ri#%le is #ssume' to %e e5u#l in e#$h grou( )lthough we t&(i$#ll& refer to this $onstr#int #s /fi*ing the inter$e(ts0 or /fi*ing the slo(es"0 the term is somewh#t loosel& #((lie'" %e$#use we #re re#ll& #ssuming the& #re fi*e' and nonvarying Intercept Model and Random Effects ANOVA ,n the sim(lest !4M mo'el" there #re no (re'i$tors We h#ve one level-1 e5u#tion #n' one level-2 e5u#tion6 0 ij j ij Y R = + where Y is the 'e(en'ent v#ri#%le" 0j is the inter$e(t" #n' Rij is the resi'u#l or error 0j $#n %e thought of #s the me#n of e#$h grou( +he level-2 e5u#tion #lso h#s no (re'i$tors in it7s sim(lest form6 0 00 0 j j U = + where 0j is the 'e(en'ent v#ri#%le" 00 is the level-2 inter$e(t" #n' U0j is the level-2 error ,n this e5u#tion" 00 re(resents the gr#n' me#n or the me#n of the inter$e(ts U0j re(resents the 'evi#tion of e#$h me#n from the gr#n' me#n When the #ver#ge 'evi#tion is l#rge" there #re l#rge grou( 'ifferen$es ,t $#n %e shown th#t this is re#ll& the )N89) mo'el )N89) e*#mines the 'evi#tions of grou( me#ns from the gr#n' me#n .e$#use we #ssume th#t the grou( me#ns" re(resente' %& 0j #n'" thus" their 'evi#tions #re r#n'oml& v#r&ing" this mo'el is e5uiv#lent to the random effects )N89) mo'el We $#n rewrite our two !4M e5u#tions #s # single e5u#tion" if we (lug in the level-2 terms into level-1 e5u#tion 00 0 ij j ij Y U R = + + ,n this e5u#tion" 00 re(resents the gr#n' me#n" the U0j term re(resents the 'evi#tions from the me#n 3or me#n 'ifferen$es or tre#tment effe$t" if &ou woul' like)" #n' Rij re(resents the within-grou( error or v#ri#tion ,n more m#them#ti$#ll& oriente' )N89) te*t%ooks" &ou will see #n )N89) mo'el written something like6 Newsom 2 USP 656 Multilevel Regression Winter 2006 ij j ij Y e = + + ,f the mo'el is #n r#n'om effe$ts )N89)" j is #ssume' to h#ve # r#n'om 'istri%ution ,n multilevel regression" %e$#use we #ssume U0j to v#r& r#n'oml&" the sim(le !4M mo'el with no level-1 or level-2 (re'i$tors is e5uiv#lent to the r#n'om effe$ts )N89) mo'el When we #'' (re'i$tors to the level-1 e5u#tion" the& #re $ov#ri#tes #n' the mo'el %e$omes # r#n'om effe$ts )N:89) in whi$h the me#ns #re #'juste' for the $ov#ri#te Newsom 3 USP 656 Multilevel Regression Winter 2006 Summary a!le Random vs" Fixed #efinition Example $se in Multilevel Regression Varia!les Random variable6 31) is #ssume' to %e me#sure' with me#surement error +he s$ores #re # fun$tion of # true s$ore #n' r#n'om error; 32) the v#lues $ome from #n' #re inten'e' to gener#li1e to # mu$h l#rger (o(ul#tion of (ossi%le v#lues with # $ert#in (ro%#%ilit& 'istri%ution 3eg" norm#l 'istri%ution); 3<) the num%er of v#lues in the stu'& is sm#ll rel#tive to the v#lues of the v#ri#%le #s it #((e#rs in the (o(ul#tion it is 'r#wn from Fixed variable6 31) #ssume' to %e me#sure' without me#surement error; 32) 'esire' gener#li1#tion to (o(ul#tion or other stu'ies is to the s#me v#lues; 3<) the v#ri#%le use' in the stu'& $ont#ins #ll or most of the v#ri#%le7s v#lues in the (o(ul#tion ,t is im(ort#nt to 'istinguish %etween # v#ri#%le th#t is varying #n' # v#ri#%le th#t is random ) fi*e' v#ri#%le $#n h#ve 'ifferent v#lues" it is not ne$ess#ril& inv#ri#nt 3e5u#l) #$ross grou(s Random variable: (hotogr#(hs re(resenting in'ivi'u#ls with 'iffering levels of #ttr#$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#%les in M4R gener#ll& #ssume' to %e fi*e' Effects Random effect6 31) 'ifferent st#tisti$#l mo'el of regression or )N89) mo'el whi$h #ssumes th#t #n in'e(en'ent v#ri#%le is r#n'om; 32) gener#ll& use' if the levels of the in'e(en'ent v#ri#%le #re thought to %e # sm#ll su%set of the (ossi%le v#lues whi$h one wishes to gener#li1e to; 3<) will (ro%#%l& (ro'u$e l#rger st#n'#r' errors 3less (owerful) Fixed effect6 31) st#tisti$#l mo'el t&(i$#ll& use' in regression #n' )N89) #ssuming in'e(en'ent v#ri#%le is fi*e'; 32) gener#li1#tion of the results #((l& to simil#r v#lues of in'e(en'ent v#ri#%le in the (o(ul#tion or in other stu'ies; 3<) will (ro%#%l& (ro'u$e sm#ller st#n'#r' errors 3more (owerful) Random effect6 r#n'om effe$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$ts )N89) or )N:89) Coefficients Random coefficient: term #((lies onl& to M4R #n#l&ses in whi$h inter$e(ts" slo(es" #n' v#ri#n$es $#n %e #ssume' to %e r#n'om M4R #n#l&ses most t&(i$#ll& #ssume r#n'om $oeffi$ients 8ne $#n $on$e(tu#li1e the $oeffi$ients o%t#ine' from the level-1 regressions #s # t&(e of r#n'om v#ri#%le whi$h $omes from #n' gener#li1es to # 'istri%ution of (ossi%le v#lues =rou(s #re $on$eive' of #s # su%set of the (ossi%le grou(s Fixed coefficient: # $oeffi$ient $#n %e fi*e' to %e non- v#r&ing 3inv#ri#nt) #$ross grou(s %& setting its %etween grou( v#ri#n$e to 1ero R#n'om $oeffi$ients must %e v#ri#%le #$ross grou(s :on$e(tu#ll&" fi*e' $oeffi$ients m#& %e inv#ri#nt or v#r&ing #$ross grou(s Random coefficient6 the level-2 (re'i$tor" #ver#ge in$ome" is use' to (re'i$t s$hool (erform#n$e in e#$h s$hool ,nter$e(t v#lues for s$hool (erform#n$e #re #ssume' to %e # s#m(le of the inter$e(ts from # l#rger (o(ul#tion of s$hools Fixed coefficient6 slo(es or inter$e(ts $onstr#ine' to %e e5u#l over 'ifferent s$hools .oth use' in M4R Slo(es #n' inter$e(t v#lues $#n %e $onsi'ere' to %e fi*e' or r#n'om" 'e(en'ing on rese#r$hers #ssum(tions #n' how the mo'el is s(e$ifie' +he v#ri#n$e of the slo(es or inter$e(ts #re $onsi'ere' r#n'om $oeffi$ients