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Session 1: Introducing multilevel
modelling
Multilevel Models
Outline
• Introducing multilevel modelling
– What is multilevel modelling
– Data structures and multilevel questions
– The benefits of a multilevel approach
What is Multilevel modelling?
Models that explicitly account for the complex (grouped)
structure of data
•Model individual relationships, group relationships, and
link between them
•Adjust for increased similarities amongst observations
from the same group (dependency)
•Partition overall variation between individual and group
Range of data structures can be accounted for...
3
Two-level nested structure
4
Area (level 2)
Resident (level 1)
Area 1
r1
Area 2 Area 3
r2 r3 r5r4 r8r7r6 r9
• Is there between area variability in
residents fear of crime?
• Does the effect of victimisation
experience on fear vary across areas?
Area Resident Fear of crime
1 1 High
1 2 Very high
1 3 Moderate
2 4 Very low
2 5 Low
3 6 Moderate
3 7 Very low
3 8 Very high
3 9 Low
Two-level Repeated Measures
Structure
5
Pupil (level 2)
Occasion (level 1)
Person 1
t1
Person 2 Person 3
t2 t3 t2t1 t3t1
• Do students differ in their level
of improvement in tests?
• Can we explain these
differences in progress with
student characteristics?
Person Occasion Test score Gender
1 1 30 Male
1 2 45 Male
1 3 53 Male
2 1 62 Female
2 2 80 Female
3 1 29 Male
3 3 55 Male
Person 1
t1
Person 2 Person 4
t2 t3 t2t1 t3t1
Person 6
t3t2
Person 3
t3t1
Person 5
t1 t2 t3
Class 1 Class 2 Class 3 Class 4
School 1 School 2
Area
N-level Structure
Schools (level 4)
Pupils (level 2)
Classes (level 3)
Occasion (level 1)
Area (level 5)
Country (level 6,7...)
Other non-nested structures also possible
7
• Multiple membership
• Spatial
• Cross-classified
Plus combinations...
Benefits of a Multilevel approach
1. Correctly account for complex data structures
Where single level regression underestimates standard errors
1. Incorporate information on group level relationships
Where aggregate analysis only examines group level, and individual analysis
can ignore groups (or incorrectly treat group effects as individual effects)
1. Link context to the individual
How individual relationships are moderated by broader context
4. Modelling heterogeneity
Moving beyond typical focus on average relationship to also model
variances
8
Useful websites for further
information
• www.understandingsociety.ac.uk (a ‘biosocial’
resource)
• www.closer.ac.uk (UK longitudinal studies)
• www.ukdataservice.ac.uk (access data)
• www.metadac.ac.uk (genetics data)
• www.ncrm.ac.uk (training and information)
Useful websites for further
information
• www.understandingsociety.ac.uk (a ‘biosocial’
resource)
• www.closer.ac.uk (UK longitudinal studies)
• www.ukdataservice.ac.uk (access data)
• www.metadac.ac.uk (genetics data)
• www.ncrm.ac.uk (training and information)

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Introduction to multilevel modelling | Ian Brunton-Smith

  • 1. Session 1: Introducing multilevel modelling Multilevel Models
  • 2. Outline • Introducing multilevel modelling – What is multilevel modelling – Data structures and multilevel questions – The benefits of a multilevel approach
  • 3. What is Multilevel modelling? Models that explicitly account for the complex (grouped) structure of data •Model individual relationships, group relationships, and link between them •Adjust for increased similarities amongst observations from the same group (dependency) •Partition overall variation between individual and group Range of data structures can be accounted for... 3
  • 4. Two-level nested structure 4 Area (level 2) Resident (level 1) Area 1 r1 Area 2 Area 3 r2 r3 r5r4 r8r7r6 r9 • Is there between area variability in residents fear of crime? • Does the effect of victimisation experience on fear vary across areas? Area Resident Fear of crime 1 1 High 1 2 Very high 1 3 Moderate 2 4 Very low 2 5 Low 3 6 Moderate 3 7 Very low 3 8 Very high 3 9 Low
  • 5. Two-level Repeated Measures Structure 5 Pupil (level 2) Occasion (level 1) Person 1 t1 Person 2 Person 3 t2 t3 t2t1 t3t1 • Do students differ in their level of improvement in tests? • Can we explain these differences in progress with student characteristics? Person Occasion Test score Gender 1 1 30 Male 1 2 45 Male 1 3 53 Male 2 1 62 Female 2 2 80 Female 3 1 29 Male 3 3 55 Male
  • 6. Person 1 t1 Person 2 Person 4 t2 t3 t2t1 t3t1 Person 6 t3t2 Person 3 t3t1 Person 5 t1 t2 t3 Class 1 Class 2 Class 3 Class 4 School 1 School 2 Area N-level Structure Schools (level 4) Pupils (level 2) Classes (level 3) Occasion (level 1) Area (level 5) Country (level 6,7...)
  • 7. Other non-nested structures also possible 7 • Multiple membership • Spatial • Cross-classified Plus combinations...
  • 8. Benefits of a Multilevel approach 1. Correctly account for complex data structures Where single level regression underestimates standard errors 1. Incorporate information on group level relationships Where aggregate analysis only examines group level, and individual analysis can ignore groups (or incorrectly treat group effects as individual effects) 1. Link context to the individual How individual relationships are moderated by broader context 4. Modelling heterogeneity Moving beyond typical focus on average relationship to also model variances 8
  • 9. Useful websites for further information • www.understandingsociety.ac.uk (a ‘biosocial’ resource) • www.closer.ac.uk (UK longitudinal studies) • www.ukdataservice.ac.uk (access data) • www.metadac.ac.uk (genetics data) • www.ncrm.ac.uk (training and information)
  • 10. Useful websites for further information • www.understandingsociety.ac.uk (a ‘biosocial’ resource) • www.closer.ac.uk (UK longitudinal studies) • www.ukdataservice.ac.uk (access data) • www.metadac.ac.uk (genetics data) • www.ncrm.ac.uk (training and information)