Winter 2006 Dsfsdfsdf0 mg, 5 mg, and 10 mg! "owever, if t#e resear$#er wants to ma%e inferen$es &e'ond t#e (arti$ular values #g%%%%%%%%%%%%%%% used in t#e stud', a random effe$ts model is used! ) $ommon e*am(le would &e t#e use of (u&li$ art wor%s dfsg#g%%%%%%%%%%%%%gggg M,&%+llg+ Fixed and Random Coefficients in Multilevel Regression ,#e random vs! fi*ed d#gdfgdfgdfgdfgdfgdfgdf%and effe$ts is im(ortant in multilevel regression! -n multilevel regression models, &ot# level.1 $v$v&$v&v$& to var' randoml' a$ross grou(s! /e$ause of t#e assum(tions a&out t#eir error distri&utions, we $all t#eir varian$es, oo=var(U0j) and 11=var(U1j), 0random $oeffi$ients!1 ,#is means t#at we $an t#in% a&out 0j and 1j as a%in to t#e random variables - des$ri&ed a&ove! -nstead of attem(ting to generali2e &e'ond t#e (arti$ular values of t#e inde(endent varia&le, we are attem(ting to generali2e &e'ond t#e (arti$ular grou(s in t#e stud'! 3or instan$e, we ma' #ave 50 $om(anies, &ut we wis# to generali2e to a larger universe of $om(anies w#en we e*amine t#e means 4inter$e(ts or t#e *.' relations#i( 4slo(es! -n "5M, varian$es for t#e inter$e(ts and slo(es are estimated &' default! ,#at is, w#en 'ou first $onstru$t a model, U0j and U1j are estimated &' default! "owever, t#e resear$#er #as t#e $#oi$e of setting U0j and U1j to &e 2ero! /' setting t#em to 2ero, we are testing a model in w#i$# we assume 0j and 1j do not var' randoml' a$ross grou(s! -n fa$t, t#eir varian$e is assumed to &e 2ero, so t#e' are assumed to &e $onstant or 0nonvar'ing1 a$ross grou(s! 3or e*am(le, fi*ed, nonvar'ing inter$e(ts would im(l' t#e grou( average for t#e de(endent varia&le is assumed to &e e6ual in ea$# 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((lied, &e$ause we are reall' assuming t#e' are fi*ed and nonvarying! Intercept Model and Random Effects ANOVA -n t#e sim(lest "5M model, t#ere are no (redi$tors! We #ave one level.1 e6uation and one level.2 e6uation7 0 ij j ij Y R = + w#ere Y is t#e de(endent varia&le, 0j is t#e inter$e(t, and Rij is t#e residual or error! 0j $an &e t#oug#t of as t#e mean of ea$# grou(! ,#e level.2 e6uation also #as no (redi$tors in it8s sim(lest form7 0 00 0 j j U = + w#ere 0j is t#e de(endent varia&le, 00 is t#e level.2 inter$e(t, and U0j is t#e level.2 error! -n t#is e6uation, 00 re(resents t#e grand mean or t#e mean of t#e inter$e(ts! U0j re(resents t#e deviation of ea$# mean from t#e grand mean! W#en t#e average deviation is large, t#ere are large grou( differen$es! -t $an &e s#own t#at t#is is reall' t#e )N9:) model! )N9:) e*amines t#e deviations of grou( means from t#e grand mean! /e$ause we assume t#at t#e grou( means, re(resented &' 0j and, t#us, t#eir deviations are randoml' var'ing, t#is model is e6uivalent to t#e random effects )N9:) model! We $an rewrite our two "5M e6uations as a single e6uation, if we (lug in t#e level.2 terms into level.1 e6uation! 00 0 ij j ij Y U R = + + -n t#is e6uation, 00 re(resents t#e grand mean, t#e U0j term re(resents t#e deviations from t#e mean 4or mean differen$es or treatment effe$t, if 'ou would li%e, and Rij re(resents t#e wit#in.grou( error or variation! -n more mat#emati$all' oriented )N9:) te*t&oo%s, 'ou will see an )N9:) model written somet#ing li%e7 Newsom 2 USP 656 Multilevel Regression Winter 2006 ij j ij Y e = + + -f t#e model is an random effe$ts )N9:), j is assumed to #ave a random distri&ution! -n multilevel regression, &e$ause we assume U0j to var' randoml', t#e sim(le "5M model wit# no level.1 or level.2 (redi$tors is e6uivalent to t#e random effe$ts )N9:) model! W#en we add (redi$tors to t#e level.1 e6uation, t#e' are $ovariates and t#e model &e$omes a random effe$ts )N;9:) in w#i$# t#e means are ad+usted for t#e $ovariate! Newsom 3 USP 656 Multilevel Regression Winter 2006 Summary a!le Random vs" Fixed #efinition Example $se in Multilevel Regression Varia!les Random variable7 41 is assumed to &e measured wit# measurement error! ,#e s$ores are a fun$tion of a true s$ore and random error< 42 t#e values $ome from and are intended to generali2e to a mu$# larger (o(ulation of (ossi&le values wit# a $ertain (ro&a&ilit' distri&ution 4e!g!, normal distri&ution< 4= t#e num&er of values in t#e stud' is small relative to t#e values of t#e varia&le as it a((ears in t#e (o(ulation it is drawn from! Fixed variable7 41 assumed to &e measured wit#out measurement error< 42 desired generali2ation to (o(ulation or ot#er studies is to t#e same values< 4= t#e varia&le used in t#e stud' $ontains all or most of t#e varia&le8s values in t#e (o(ulation! -t is im(ortant to distinguis# &etween a varia&le t#at is varying and a varia&le t#at is random! ) fi*ed varia&le $an #ave different values, it is not ne$essaril' invariant 4e6ual a$ross grou(s! Random variable: (#otogra(#s re(resenting individuals wit# differing levels of attra$tiveness mani(ulated in an e*(eriment, $ensus tra$%s Fixed variable: gender, ra$e, or intervention vs! $ontrol grou(! Predi$tor varia&les in M5R generall' assumed to &e fi*ed Effects Random effect7 41 different statisti$al model of regression or )N9:) model w#i$# assumes t#at an inde(endent varia&le is random< 42 generall' used if t#e levels of t#e inde(endent varia&le are t#oug#t to &e a small su&set of t#e (ossi&le values w#i$# one wis#es to generali2e to< 4= will (ro&a&l' (rodu$e larger standard errors 4less (owerful! Fixed effect7 41 statisti$al model t'(i$all' used in regression and )N9:) assuming inde(endent varia&le is fi*ed< 42 generali2ation of t#e results a((l' to similar values of inde(endent varia&le in t#e (o(ulation or in ot#er studies< 4= will (ro&a&l' (rodu$e smaller standard errors 4more (owerful! Random effect7 random effe$ts )N9:), random effe$ts regression Fixed effect7 fi*ed effe$ts )N9:), fi*ed effe$ts regression -nter$e(t onl' models in M5R are e6uivalent to random effe$ts )N9:) or )N;9:)! Coefficients Random coefficient: term a((lies onl' to M5R anal'ses in w#i$# inter$e(ts, slo(es, and varian$es $an &e assumed to &e random! M5R anal'ses most t'(i$all' assume random $oeffi$ients! 9ne $an $on$e(tuali2e t#e $oeffi$ients o&tained from t#e level.1 regressions as a t'(e of random varia&le w#i$# $omes from and generali2es to a distri&ution of (ossi&le values! >rou(s are $on$eived of as a su&set of t#e (ossi&le grou(s! Fixed coefficient: a $oeffi$ient $an &e fi*ed to &e non. var'ing 4invariant a$ross grou(s &' setting its &etween grou( varian$e to 2ero! Random $oeffi$ients must &e varia&le a$ross grou(s! ;on$e(tuall', fi*ed $oeffi$ients ma' &e invariant or var'ing a$ross grou(s! Random coefficient7 t#e level.2 (redi$tor, average in$ome, is used to (redi$t s$#ool (erforman$e in ea$# s$#ool! -nter$e(t values for s$#ool (erforman$e are assumed to &e a sam(le of t#e inter$e(ts from a larger (o(ulation of s$#ools! Fixed coefficient7 slo(es or inter$e(ts $onstrained to &e e6ual over different s$#ools! /ot# used in M5R! Slo(es and inter$e(t values $an &e $onsidered to &e fi*ed or random, de(ending on resear$#ers assum(tions and #ow t#e model is s(e$ified! ,#e varian$e of t#e slo(es or inter$e(ts are $onsidered random $oeffi$ients!