Modelling partially cross‐classified multilevel data

This article proposes an approach to modelling partially cross‐classified multilevel data where some of the level‐1 observations are nested in one random factor and some are cross‐classified by two random factors. Comparisons between a proposed approach to two other commonly used approaches which treat the partially cross‐classified data as either fully nested or fully cross‐classified are completed with a simulation study. Results show that the proposed approach demonstrates desirable performance in terms of parameter estimates and statistical inferences. Both the fully nested model and the fully cross‐classified model suffer from biased estimates of some variance components and statistical inferences of some fixed effects. Results also indicate that the proposed model is robust against cluster size imbalance.     

基于结构方程模型的多层调节效应

使用多层线性模型进行调节效应分析在社科领域已常有应用。尽管多层线性模型区分了层1自变量的组间和组内效应、实现了多层调节效应的分解, 仍然存在抽样误差和测量误差。建议在多层结构方程模型框架下, 设置潜变量和多指标来有效校正抽样误差和测量误差。在介绍多层调节SEM分析的随机系数预测法和潜调节结构方程法后, 总结出一套多层调节的SEM分析流程, 通过一个例子来演示如何用Mplus软件进行多层调节SEM分析。随后评述了多层调节效应分析方法在国内心理学的应用现状, 并展望了多层结构方程和多层调节研究的拓展方向。     

A practical guide to multilevel modeling

Collecting data from students within classrooms or schools, and collecting data from students on multiple occasions over time, are two common sampling methods used in educational research that often require multilevel modeling (MLM) data analysis techniques to avoid Type-1 errors. The purpose of this article is to clarify the seven major steps involved in a multilevel analysis: (1) clarifying the research question, (2) choosing the appropriate parameter estimator, (3) assessing the need for MLM, (4) building the level-1 model, (5) building the level-2 model, (6) multilevel effect size reporting, and (7) likelihood ratio model testing. The seven steps are illustrated with both a cross-sectional and a longitudinal MLM example from the National Educational Longitudinal Study (NELS) dataset. The goal of this article is to assist applied researchers in conducting and interpreting multilevel analyses and to offer recommendations to guide the reporting of MLM analysis results.     

Person‐specific versus multilevel autoregressive models: Accuracy in parameter estimates at the population and individual levels

This paper compares the multilevel modelling (MLM) approach and the person‐specific (PS) modelling approach in examining autoregressive (AR) relations with intensive longitudinal data. Two simulation studies are conducted to examine the influences of sample heterogeneity, time series length, sample size, and distribution of individual level AR coefficients on the accuracy of AR estimates, both at the population level and at the individual level. It is found that MLM generally outperforms the PS approach under two conditions: when the sample has a homogeneous AR pattern, namely, when all individuals in the sample are characterized by AR processes with the same order; and when the sample has heterogeneous AR patterns, but a multilevel model with a sufficiently high order (i.e., an order equal to or higher than the maximum order of individual AR patterns in the sample) is fitted and successfully converges. If a lower‐order multilevel model is chosen for heterogeneous samples, the higher‐order lagged effects are misrepresented, resulting in bias at the population level and larger prediction errors at the individual level. In these cases, the PS approach is preferable, given sufficient measurement occasions (T ≥ 50). In addition, sample size and distribution of individual level AR coefficients do not have a large impact on the results. Implications of these findings on model selection and research design are discussed.     

A multilevel framework for understanding relationships among traits,states, situations and behaviours

A conceptual and analytic framework for understanding relationships among traits, states, situations, and behaviours is presented. The framework assumes that such relationships can be understood in terms of four questions. (1) What are the relationships between trait and state level constructs, which include psychological states, the situations people experience and behaviour? (2) What are the relationships between psychological states, between states and situations and between states and behaviours? (3) How do such state level relationships vary as a function of trait level individual differences? (4) How do the relationships that are the focus of questions 1, 2, and 3 change across time? This article describes how to use multilevel random coefficient modelling (MRCM) to examine such relationships. The framework can accommodate different definitions of traits and dispositions (Allportian, processing styles, profiles, etc.) and different ways of conceptualising relationships between states and traits (aggregationist, interactionist, etc.). Copyright © 2007 John Wiley & Sons, Ltd.     

基于多层结构方程模型的情境效应分析—— 兼与多层线性模型比较

多层(嵌套)数据的变量关系研究, 必须借助多层模型来实现。两层模型中, 层一自变量Xij按组均值中心化, 并将组均值 置于层2截距方程式中, 可将Xij对因变量Yij的效应分解为组间和组内部分, 二者之差被称为情境效应, 称为情境变量。多层结构方程模型(MSEM)将多层线性模型(MLM)和结构方程模型(SEM)相结合, 通过设置潜变量和多指标的方法校正了MLM在情境效应分析中出现的抽样误差和测量误差, 同时解决了数据的多层(嵌套)结构和潜变量的估计问题。除了分析原理的说明, 还以班级平均竞争氛围对学生竞争表现的情境效应为例进行分析方法的示范, 并比较MSEM和MLM的异同, 随后展望了MSEM情境效应模型、情境效应无偏估计方法和情境变量研究的拓展方向。     

Conceptualizing and testing random indirect effects and moderated mediation in multilevel models: new procedures and recommendations

The authors propose new procedures for evaluating direct, indirect, and total effects in multilevel models when all relevant variables are measured at Level 1 and all effects are random. Formulas are provided for the mean and variance of the indirect and total effects and for the sampling variances of the average indirect and total effects. Simulations show that the estimates are unbiased under most conditions. Confidence intervals based on a normal approximation or a simulated sampling distribution perform well when the random effects are normally distributed but less so when they are nonnormally distributed. These methods are further developed to address hypotheses of moderated mediation in the multilevel context. An example demonstrates the feasibility and usefulness of the proposed methods.     

A multilevel multitrait‐multimethod analysis of self‐ and peer‐reported daily affective experiences

We examined the psychometric properties of an experience‐sampling measure of affect (PANAS) using data from self‐ and peer reports. A multivariate multilevel model was used to assess the reliability of the latent PANAS scales at the within‐ and between‐person level. Findings suggest satisfying internal consistencies for self‐ and peer reports of affective experiences at both levels of analysis. Convergent and discriminant validity of the two affect scales were examined by means of a multilevel multitrait‐multimethod approach (MLM‐MTMM) indicating distinct findings at the within‐ and between‐person level. These findings provide further insights into the structural relations between the two PANAS scales: Whereas positive and negative affect were unrelated at the between‐person level; they were negatively correlated at the within‐person level. Copyright © 2010 John Wiley & Sons, Ltd.     

Thinking and Modeling at Multiple Levels: The Potential Contribution of Multilevel Modeling to Communication Theory and Research

In this introduction to the special issue on applications of multilevel modeling (MLM) to communication research, we provide a conceptual overview of the benefits of MLM—the ability to simultaneously analyze data collected at multiple levels, the ease with which it can be used to assess trends and change over time, and its incorporation of the nested structure of data in the estimation process. We highlight ways in which MLM can be used to further theory and research in communication. In addition, we comment on the applications of MLM highlighted in this special issue and echo past calls for more multilevel theorizing and analysis in the field of communication.     

Discounting: A practical guide to multilevel analysis of choice data

Multilevel modeling provides the ability to simultaneously evaluate the discounting of individuals and groups by examining choices between smaller sooner and larger later rewards. A multilevel logistic regression approach is advocated in which sensitivity to relative reward magnitude and relative delay are considered as separate contributors to choice. Examples of how to fit choice data using multilevel logistic models are provided to help researchers in the adoption of these methods.     

A primer for using multilevel models to meta-analyze single case design data with AB phases

Meta-analytic methods provide a way to synthesize data across treatment evaluation studies. However, these well-accepted methods are infrequent with behavior analytic studies. Multilevel models may be a promising method to meta-analyze single-case data. This technical article provides a primer for how to conduct a multilevel model with single-case designs with AB phases using data from the differential-reinforcement-of-low-rate behavior literature. We provide details, recommendations, and considerations for searching for appropriate studies, organizing the data, and conducting the analyses. All data sets are available to allow the reader to follow along with this primer. The purpose of this technical article is to minimally equip behavior analysts to complete a meta-analysis that will summarize a current state of affairs as it relates to the science of behavior analysis and its practice. Moreover, we aim to demonstrate the value of analyses of this sort for behavior analysis.     

Residual Normality Assumption and the Estimation of Multiple Membership Random Effects Models

While conventional hierarchical linear modeling is applicable to purely hierarchical data, a multiple membership random effects model (MMrem) is appropriate for nonpurely nested data wherein some lower-level units manifest mobility across higher-level units. Although a few recent studies have investigated the influence of cluster-level residual nonnormality on hierarchical linear modeling estimation for purely hierarchical data, no research has examined the statistical performance of an MMrem given residual non-normality. The purpose of the present study was to extend prior research on the influence of residual non-normality from purely nested data structures to multiple membership data structures. Employing a Monte Carlo simulation study, this research inquiry examined two-level MMrem parameter estimate biases and inferential errors. Simulation factors included the level-two residual distribution, sample sizes, intracluster correlation coefficient, and mobility rate. Results showed that estimates of fixed effect parameters and the level-one variance component were robust to level-two residual non-normality. The level-two variance component, however, was sensitive to level-two residual non-normality and sample size. Coverage rates of the 95% credible intervals deviated from the nominal value assumed when level-two residuals were non-normal. These findings can be useful in the application of an MMrem to account for the contextual effects of multiple higher-level units.     

How to fit and interpret multilevel models using SPSS

Hierarchic or multilevel models are used to analyse data when cases belong to known groups and sample units are selected both from the individual level and from the group level. In this work, the multilevel models most commonly discussed in the statistic literature are described, explaining how to fit these models using the SPSS program (any version as of the 11 th ) and how to interpret the outcomes of the analysis. Five particular models are described, fitted, and interpreted: (1) one-way analysis of variance with random effects, (2) regression analysis with means-as-outcomes, (3) one-way analysis of covariance with random effects, (4) regression analysis with random coefficients, and (5) regression analysis with means- and slopes-as-outcomes. All models are explained, trying to make them understandable to researchers in health and behaviour sciences.     

Centering predictor variables in cross-sectional multilevel models: a new look at an old issue

Appropriately centering Level 1 predictors is vital to the interpretation of intercept and slope parameters in multilevel models (MLMs). The issue of centering has been discussed in the literature, but it is still widely misunderstood. The purpose of this article is to provide a detailed overview of grand mean centering and group mean centering in the context of 2-level MLMs. The authors begin with a basic overview of centering and explore the differences between grand and group mean centering in the context of some prototypical research questions. Empirical analyses of artificial data sets are used to illustrate key points throughout. The article provides a number of practical recommendations designed to facilitate centering decisions in MLM applications.     

Capturing the interplay among within- and between-person processes using multilevel modeling techniques

Multilevel modeling is an excellent way to analyze nested or clustered data of the type commonly collected through investigations into the linkages between psychological functioning and relationship processes. This article describes two especially relevant applications of multilevel modeling. The first application, growth curve analysis, is already familiar to many researchers and involves modeling individuals’ change trajectories over time and relating the derived change parameters to person-level characteristics or phenomena. The purpose of this paper is to emphasize a second application, multilevel process analysis, which involves modeling within-subject characteristics other than change over a representation of time. Multilevel analysis of within-subject processes is particularly well-suited for hypotheses common to clinical psychology investigations, yet has received substantially less attention in the literature than its growth curve counterpart. Types of research questions and methodologies that can be addressed within the multilevel process analysis framework are described. Finally, aspects of multilevel process analysis are demonstrated with daily diary data collected from wives who reported on their marital happiness and depressed mood for 3 weeks.     

Incorporating Mobility in Growth Modeling for Multilevel and Longitudinal Item Response Data

Multilevel data often cannot be represented by the strict form of hierarchy typically assumed in multilevel modeling. A common example is the case in which subjects change their group membership in longitudinal studies (e.g., students transfer schools; employees transition between different departments). In this study, cross-classified and multiple membership models for multilevel and longitudinal item response data (CCMM-MLIRD) are developed to incorporate such mobility, focusing on students' school change in large-scale longitudinal studies. Furthermore, we investigate the effect of incorrectly modeling school membership in the analysis of multilevel and longitudinal item response data. Two types of school mobility are described, and corresponding models are specified. Results of the simulation studies suggested that appropriate modeling of the two types of school mobility using the CCMM-MLIRD yielded good recovery of the parameters and improvement over models that did not incorporate mobility properly. In addition, the consequences of incorrectly modeling the school effects on the variance estimates of the random effects and the standard errors of the fixed effects depended upon mobility patterns and model specifications. Two sets of large-scale longitudinal data are analyzed to illustrate applications of the CCMM-MLIRD for each type of school mobility.     

Multilevel modeling: overview and applications to research in counseling psychology

Multilevel modeling (MLM) is rapidly becoming the standard method of analyzing nested data, for example, data from students within multiple schools, data on multiple clients seen by a smaller number of therapists, and even longitudinal data. Although MLM analyses are likely to increase in frequency in counseling psychology research, many readers of counseling psychology journals have had only limited exposure to MLM concepts. This paper provides an overview of MLM that blends mathematical concepts with examples drawn from counseling psychology. This tutorial is intended to be a first step in learning about MLM; readers are referred to other sources for more advanced explorations of MLM. In addition to being a tutorial for understanding and perhaps even conducting MLM analyses, this paper reviews recent research in counseling psychology that has adopted a multilevel framework, and it provides ideas for MLM approaches to future research in counseling psychology.     

Conditional mixed models with crossed random effects

The analysis of continuous hierarchical data such as repeated measures or data from meta‐analyses can be carried out by means of the linear mixed‐effects model. However, in some situations this model, in its standard form, does pose computational problems. For example, when dealing with crossed random‐effects models, the estimation of the variance components becomes a non‐trivial task if only one observation is available for each cross‐classified level. Pseudolikelihood ideas have been used in the context of binary data with standard generalized linear multilevel models. However, even in this case the problem of the estimation of the variance remains non‐trivial. In this paper, we first propose a method to fit a crossed random‐effects model with two levels and continuous outcomes, borrowing ideas from conditional linear mixed‐effects model theory. We also propose a crossed random‐effects model for binary data combining ideas of conditional logistic regression with pseudolikelihood estimation. We apply this method to a case study with data coming from the field of psychometrics and study a series of items (responses) crossed with participants. A simulation study assesses the operational characteristics of the method.     

On the Multilevel Nature of Meta-Analysis: A Tutorial,Comparison of Software Programs,and Discussion of Analytic Choices

The term “multilevel meta-analysis” is encountered not only in applied research studies, but in multilevel resources comparing traditional meta-analysis to multilevel meta-analysis. In this tutorial, we argue that the term “multilevel meta-analysis” is redundant since all meta-analysis can be formulated as a special kind of multilevel model. To clarify the multilevel nature of meta-analysis the four standard meta-analytic models are presented using multilevel equations and fit to an example data set using four software programs: two specific to meta-analysis (metafor in R and SPSS macros) and two specific to multilevel modeling (PROC MIXED in SAS and HLM). The same parameter estimates are obtained across programs underscoring that all meta-analyses are multilevel in nature. Despite the equivalent results, not all software programs are alike and differences are noted in the output provided and estimators available. This tutorial also recasts distinctions made in the literature between traditional and multilevel meta-analysis as differences between meta-analytic choices, not between meta-analytic models, and provides guidance to inform choices in estimators, significance tests, moderator analyses, and modeling sequence. The extent to which the software programs allow flexibility with respect to these decisions is noted, with metafor emerging as the most favorable program reviewed.     

At the Frontiers of Modeling Intensive Longitudinal Data: Dynamic Structural Equation Models for the Affective Measurements from the COGITO Study

With the growing popularity of intensive longitudinal research, the modeling techniques and software options for such data are also expanding rapidly. Here we use dynamic multilevel modeling, as it is incorporated in the new dynamic structural equation modeling (DSEM) toolbox in Mplus, to analyze the affective data from the COGITO study. These data consist of two samples of over 100 individuals each who were measured for about 100 days. We use composite scores of positive and negative affect and apply a multilevel vector autoregressive model to allow for individual differences in means, autoregressions, and cross-lagged effects. Then we extend the model to include random residual variances and covariance, and finally we investigate whether prior depression affects later depression scores through the random effects of the daily diary measures. We end with discussing several urgent—but mostly unresolved—issues in the area of dynamic multilevel modeling.