Winter 2006 jhlhkhhhkjhkjhkjkjhkhkhkjhk (i.e., 0 mg, 5 mg, n! "0 mg#. $owever, i% the reser&her wnts to mke in%eren&es 'e(on! the )rti&ulr vlues o% the %%h%jgkkkkkkkkkkkkkkkk!%gh!gh'le use! in the stu!(, rn!om e%%e&ts mo!el is use!. * &ommon e+m)le woul! 'e the use o% )u'li& rt works re)resenting low, mo!erte, n! &v'&'&'&v'&v' Fixed and Random Coefficients in Multilevel Regression ,he rn!om vs. %i+e! !hjkghjkjkjkghkjkjkjkjkn! e%%e&ts is im)ortnt in multilevel regression. -n multilevel regression mo!els, 'oth level." &v&v'&v'v&' to vr( rn!oml( &ross grou)s. /e&use o% the ssum)tions 'out their error !istri'utions, we &ll their vrin&es, oo=var(U0j) n! 11=var(U1j), 0rn!om &oe%%i&ients.1 ,his mens tht we &n think 'out 0j n! 1j s kin to the rn!om variables - !es&ri'e! 'ove. -nste! o% ttem)ting to generli2e 'e(on! the )rti&ulr vlues o% the in!e)en!ent vri'le, we re ttem)ting to generli2e 'e(on! the )rti&ulr grou)s in the stu!(. 3or instn&e, we m( hve 50 &om)nies, 'ut we wish to generli2e to lrger universe o% &om)nies when we e+mine the mens (inter&e)ts# or the +.( reltionshi) (slo)es#. -n $4M, vrin&es %or the inter&e)ts n! slo)es re estimte! '( !e%ult. ,ht is, when (ou %irst &onstru&t mo!el, U0j n! U1j re estimte! '( !e%ult. $owever, the reser&her hs the &hoi&e o% setting U0j n! U1j to 'e 2ero. /( setting them to 2ero, we re testing mo!el in whi&h we ssume 0j n! 1j !o not vr( rn!oml( &ross grou)s. -n %&t, their vrin&e is ssume! to 'e 2ero, so the( re ssume! to 'e &onstnt or 0nonvr(ing1 &ross grou)s. 3or e+m)le, %i+e!, nonvr(ing inter&e)ts woul! im)l( the grou) verge %or the !e)en!ent vri'le is ssume! to 'e e5ul in e&h grou). *lthough we t()i&ll( re%er to this &onstrint s 0%i+ing the inter&e)ts1 or 0%i+ing the slo)es,1 the term is somewht loosel( ))lie!, 'e&use we re rell( ssuming the( re %i+e! and nonvarying. Intercept Model and Random Effects ANOVA -n the sim)lest $4M mo!el, there re no )re!i&tors. We hve one level." e5ution n! one level.2 e5ution6 0 ij j ij Y R = + where Y is the !e)en!ent vri'le, 0j is the inter&e)t, n! Rij is the resi!ul or error. 0j &n 'e thought o% s the men o% e&h grou). ,he level.2 e5ution lso hs no )re!i&tors in it7s sim)lest %orm6 0 00 0 j j U = + where 0j is the !e)en!ent vri'le, 00 is the level.2 inter&e)t, n! U 0j is the level.2 error. -n this e5ution, 00 re)resents the grn! men or the men o% the inter&e)ts. U0j re)resents the !evition o% e&h men %rom the grn! men. When the verge !evition is lrge, there re lrge grou) !i%%eren&es. -t &n 'e shown tht this is rell( the *N89* mo!el. *N89* e+mines the !evitions o% grou) mens %rom the grn! men. /e&use we ssume tht the grou) mens, re)resente! '( 0j n!, thus, their !evitions re rn!oml( vr(ing, this mo!el is e5uivlent to the random effects *N89* mo!el. We &n rewrite our two $4M e5utions s single e5ution, i% we )lug in the level.2 terms into level." e5ution. 00 0 ij j ij Y U R = + + -n this e5ution, 00 re)resents the grn! men, the U0j term re)resents the !evitions %rom the men (or men !i%%eren&es or tretment e%%e&t, i% (ou woul! like#, n! Rij re)resents the within.grou) error or vrition. -n more mthemti&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 = + + -% the mo!el is n rn!om e%%e&ts *N89*, j is ssume! to hve rn!om !istri'ution. -n multilevel regression, 'e&use we ssume U0j to vr( rn!oml(, the sim)le $4M mo!el with no level." or level.2 )re!i&tors is e5uivlent to the rn!om e%%e&ts *N89* mo!el. When we !! )re!i&tors to the level." e5ution, the( re &ovrites n! the mo!el 'e&omes rn!om e%%e&ts *N:89* in whi&h the mens re !juste! %or the &ovrite. 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 ssume! to 'e mesure! with mesurement error. ,he s&ores re %un&tion o% true s&ore n! rn!om error; (2# the vlues &ome %rom n! re inten!e! to generli2e to mu&h lrger )o)ultion o% )ossi'le vlues with &ertin )ro''ilit( !istri'ution (e.g., norml !istri'ution#; (<# the num'er o% vlues in the stu!( is smll reltive to the vlues o% the vri'le s it ))ers in the )o)ultion it is !rwn %rom. Fixed variable6 ("# ssume! to 'e mesure! without mesurement error; (2# !esire! generli2tion to )o)ultion or other stu!ies is to the sme vlues; (<# the vri'le use! in the stu!( &ontins ll or most o% the vri'le7s vlues in the )o)ultion. -t is im)ortnt to !istinguish 'etween vri'le tht is varying n! vri'le tht is random. * %i+e! vri'le &n hve !i%%erent vlues, it is not ne&essril( invrint (e5ul# &ross grou)s. Random variable: )hotogr)hs re)resenting in!ivi!uls with !i%%ering levels o% ttr&tiveness mni)ulte! in n e+)eriment, &ensus tr&ks Fixed variable: gen!er, r&e, or intervention vs. &ontrol grou). Pre!i&tor vri'les in M4R generll( ssume! to 'e %i+e! Effects Random effect6 ("# !i%%erent sttisti&l mo!el o% regression or *N89* mo!el whi&h ssumes tht n in!e)en!ent vri'le is rn!om; (2# generll( use! i% the levels o% the in!e)en!ent vri'le re thought to 'e smll su'set o% the )ossi'le vlues whi&h one wishes to generli2e to; (<# will )ro''l( )ro!u&e lrger stn!r! errors (less )ower%ul#. Fixed effect6 ("# sttisti&l mo!el t()i&ll( use! in regression n! *N89* ssuming in!e)en!ent vri'le is %i+e!; (2# generli2tion o% the results ))l( to similr vlues o% in!e)en!ent vri'le in the )o)ultion or in other stu!ies; (<# will )ro''l( )ro!u&e smller stn!r! errors (more )ower%ul#. Random effect6 rn!om e%%e&ts *N89*, rn!om e%%e&ts regression Fixed effect6 %i+e! e%%e&ts *N89*, %i+e! e%%e&ts regression -nter&e)t onl( mo!els in M4R re e5uivlent to rn!om e%%e&ts *N89* or *N:89*. Coefficients Random coefficient: term ))lies onl( to M4R nl(ses in whi&h inter&e)ts, slo)es, n! vrin&es &n 'e ssume! to 'e rn!om. M4R nl(ses most t()i&ll( ssume rn!om &oe%%i&ients. 8ne &n &on&e)tuli2e the &oe%%i&ients o'tine! %rom the level." regressions s t()e o% rn!om vri'le whi&h &omes %rom n! generli2es to !istri'ution o% )ossi'le vlues. =rou)s re &on&eive! o% s su'set o% the )ossi'le grou)s. Fixed coefficient: &oe%%i&ient &n 'e %i+e! to 'e non. vr(ing (invrint# &ross grou)s '( setting its 'etween grou) vrin&e to 2ero. Rn!om &oe%%i&ients must 'e vri'le &ross grou)s. :on&e)tull(, %i+e! &oe%%i&ients m( 'e invrint or vr(ing &ross grou)s. Random coefficient6 the level.2 )re!i&tor, verge in&ome, is use! to )re!i&t s&hool )er%ormn&e in e&h s&hool. -nter&e)t vlues %or s&hool )er%ormn&e re ssume! to 'e sm)le o% the inter&e)ts %rom lrger )o)ultion o% s&hools. Fixed coefficient6 slo)es or inter&e)ts &onstrine! to 'e e5ul over !i%%erent s&hools. /oth use! in M4R. Slo)es n! inter&e)t vlues &n 'e &onsi!ere! to 'e %i+e! or rn!om, !e)en!ing on reser&hers ssum)tions n! how the mo!el is s)e&i%ie!. ,he vrin&e o% the slo)es or inter&e)ts re &onsi!ere! rn!om &oe%%i&ients.