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This document discusses key concepts in multilevel regression including random versus fixed effects, coefficients, and variables. It provides examples of how these concepts are applied in multilevel regression models. Specifically, it notes that 1) random effects assume coefficients vary randomly across groups while fixed effects assume they are constant, 2) intercept-only models are equivalent to random effects ANOVA, and 3) predictors are generally assumed to be fixed while intercepts and slopes can be either fixed or random depending on the research assumptions.
This document discusses key concepts in multilevel regression including random versus fixed effects, coefficients, and variables. It provides examples of how these concepts are applied in multilevel regression models. Specifically, it notes that 1) random effects assume coefficients vary randomly across groups while fixed effects assume they are constant, 2) intercept-only models are equivalent to random effects ANOVA, and 3) predictors are generally assumed to be fixed while intercepts and slopes can be either fixed or random depending on the research assumptions.
This document discusses key concepts in multilevel regression including random versus fixed effects, coefficients, and variables. It provides examples of how these concepts are applied in multilevel regression models. Specifically, it notes that 1) random effects assume coefficients vary randomly across groups while fixed effects assume they are constant, 2) intercept-only models are equivalent to random effects ANOVA, and 3) predictors are generally assumed to be fixed while intercepts and slopes can be either fixed or random depending on the research assumptions.
Winter 2006 hjffffkjg10 mg) hjjjjjjjjjjjjjjjjjjjjjjjj! 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#ients/ *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"li0e $e%on& the '"rti#ul"r v"lues of the in&e'en&ent v"ri"$le! we "re "ttem'ting to gener"li0e $e%on& the '"rti#ul"r grou's in the stu&% 1or inst"n#e! we m"% h"ve 50 #om'"nies! $ut we wish to gener"li0e to " l"rger universe of #om'"nies when we e)"mine the me"ns 2inter#e'ts) or the ),% rel"tionshi' 2slo'es) +n 34M! 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 3owever! the rese"r#her h"s the #hoi#e of setting U0j "n& U1j to $e 0ero -% setting them to 0ero! 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 0ero! so the% "re "ssume& to $e #onst"nt or .nonv"r%ing/ "#ross grou's 1or e)"m'le! fi)e&! nonv"r%ing inter#e'ts woul& im'l% the grou' "ver"ge for the &e'en&ent v"ri"$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'ts/ or .fi)ing the slo'es!/ the term is somewh"t loosel% "''lie&! $e#"use we "re re"ll% "ssuming the% "re fi)e& and nonvarying Intercept Model and Random Effects ANOVA +n the sim'lest 34M mo&el! there "re no 're&i#tors We h"ve one level,1 e5u"tion "n& one level,2 e5u"tion6 0 ij j ij Y R = + where Y is the &e'en&ent v"ri"$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& $% 0j "n&! thus! their &evi"tions "re r"n&oml% v"r%ing! this mo&el is e5uiv"lent to the random effects (N89( mo&el We #"n rewrite our two 34M e5u"tions "s " single e5u"tion! if we 'lug in the level,2 terms into level,1 e5u"tion 00 0 ij j ij Y U R = + + +n this e5u"tion! 00 re'resents the gr"n& me"n! the U0j term re'resents the &evi"tions from the me"n 2or me"n &ifferen#es or tre"tment effe#t! if %ou woul& like)! "n& Rij re'resents the within,grou' error or v"ri"tion +n more m"them"ti#"ll% oriente& (N89( te)t$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 34M 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 21) is "ssume& to $e me"sure& with me"surement error *he s#ores "re " fun#tion of " true s#ore "n& r"n&om error; 22) the v"lues #ome from "n& "re inten&e& to gener"li0e to " mu#h l"rger 'o'ul"tion of 'ossi$le v"lues with " #ert"in 'ro$"$ilit% &istri$ution 2eg! norm"l &istri$ution); 2<) 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 21) "ssume& to $e me"sure& without me"surement error; 22) &esire& gener"li0"tion to 'o'ul"tion or other stu&ies is to the s"me v"lues; 2<) the v"ri"$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 2e5u"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 $e fi)e& Effects Random effect6 21) &ifferent st"tisti#"l mo&el of regression or (N89( mo&el whi#h "ssumes th"t "n in&e'en&ent v"ri"$le is r"n&om; 22) 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$le v"lues whi#h one wishes to gener"li0e to; 2<) will 'ro$"$l% 'ro&u#e l"rger st"n&"r& errors 2less 'owerful) Fixed effect6 21) st"tisti#"l mo&el t%'i#"ll% use& in regression "n& (N89( "ssuming in&e'en&ent v"ri"$le is fi)e&; 22) gener"li0"tion of the results "''l% to simil"r v"lues of in&e'en&ent v"ri"$le in the 'o'ul"tion or in other stu&ies; 2<) will 'ro$"$l% 'ro&u#e sm"ller st"n&"r& errors 2more '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 $e r"n&om M4R "n"l%ses most t%'i#"ll% "ssume r"n&om #oeffi#ients 8ne #"n #on#e'tu"li0e the #oeffi#ients o$t"ine& from the level,1 regressions "s " t%'e of r"n&om v"ri"$le whi#h #omes from "n& gener"li0es to " &istri$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 2inv"ri"nt) "#ross grou's $% setting its $etween grou' v"ri"n#e to 0ero 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