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nested

Level

Hierarchical Linear Modeling;[HLM] Multilevel Modeling

micro level
macro level
cross-level
interaction effect

HLMHierarchical Linear Modeling

2013 5

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1
2
3
4
5
6
7

41

75

HLM

119

157

233

HLM

299

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371

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multilevel linear modeling MLM
hierarchical linear modeling HLM
HLM

individual level/micro level

macro
levelgroup level

context
MLM cluster

contextual modelscluster models

2009

nested

Yi = 0 + 1X1 + ri
X Y
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Yij = 0 j + 1X1 j + rij Yij = 0 j + 1X1 j + ijrij j

i

kj = k0 + kjk = 0, 1, 2, , k
kj k0
kj
random parametersxed
parameters

intraclass correlation

Yij = 0 j + rij
0 j = 00 + 0 jYij j i
0 j j rij j
i i 0 j
00 Yij 2
00 Yij
Var(Yij) = Var(0 j + rij) = 2 + 00Heck & Thomas, 2009

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) (
)

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) (
)

macro-level
macro-level units macro unitsprimary units
clusterslevel-two unitshigher level
second levelgroup-levelorganizational-level
individual level
micro-level units micro unitssecondary units
elementary unitslevel-one unitslower

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levelrst levelindividual-levelSnijders & Bosker,

2012

Toe, 2012, p. 90; Snijders & Bosker, 2012

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mediation

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contextual variableaggregated
contextual variables
contextual model
contextual
effect
16

0 1 0 1
0 1

Z
W

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10

2
3
5
0
1
0
2.75
2.75
5.50
1
0
1
1
1
3
2
6
0
1
0
2.75
2.75
5.50
1
0
1
2
1
4
3
5
1
1
0
2.75
2.75
5.50
1
0
1
3
1
2
3
6
1
1
0
2.75
2.75
5.50
1
0
1
4
1
6
7
4
0
0
1
6.75
6.25
4.00
0
1
2
1
2
6
5
4
1
0
1
6.75
6.25
4.00
0
1
2
2
2
7
7
4
0
0
1
6.75
6.25
4.00
0
1
2
3
2
8
6
4
1
0
1
6.75
6.25
4.00
0
1
2
4
2
1
2
2
0
0
0
1.75
2.00
1.50
0
0
3
1
3
1
2
1
1
0
0
1.75
2.00
1.50
0
0
3
2
3
2
3
2
1
0
0
1.75
2.00
1.50
0
0
3
3
3
3
1
1
0
0
0
1.75
2.00
1.50
0
0
3
4
3
8
7
7
1
1
0
9.00
8.50
7.50
1
0
4
1
4
9 10
8
0
1
0
9.00
8.50
7.50
1
0
4
2
4
9
9
8
1
1
0
9.00
8.50
7.50
1
0
4
3
4
10
8
7
0
1
0
9.00
8.50
7.50
1
0
4
4
4

2
3
5
0
2.75
2.75
5.50
1
0
1
1
1
3
2
6
0
6.75
6.25
4.00
0
1
1
2
2
4
3
5
1
1.75
2.00
1.50
0
0
1
3
3
2
3
6
1
9.00
8.50
7.50
1
0
1
4
4
6
7
4
0
2
1
6
5
4
1
2
2
7
7
4
0
2
3
8
6
4
1
2
4
1
2
2
0
3
1
1
2
1
1
3
2
2
3
2
1
3
3
3
1
1
0
3
4
8
7
7
1
4
1
9 10
8
0
4
2
9
9
8
1
4
3
8
7
0
4
4 10

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ijk
random intercept models
Yijk = 0 jk + 1Xijk + rijk
0 jk k j j
k Yijk
k j i Xijk k
j i
rijk
0 2

0 jk = 00k + 0 jk

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11

12

0 jk k j
00k k k

0 jk 0 2

00k = 000 + 00k

00k k
000 k

Var(rijk) = 2Var(0 jk) = 2Var(00k) = 2

2 + 2 + 2 2 + 2
Yijk = 000 + 000 Xijk + 00k + 0 jk + rijk

contextual variable

Snijders &
Bosker, 2012
HLM
Yij = 0 j + 1 j (Xij) + eij
Yij i j
Xij
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0 j j j
1 j j j
eij rij ij
rij(eij) 2HLM rij
HLM 0 j = 00 + 00Wj + 0 j1 j =
10 + 11Wj + 1 j
Wj
Zj
ZjZj Wj HLM
Z W

0 j = 00 + 01Zj + 0 j
1 j = 10 + 11Zj + 1 j
Yij = 00 + 10 Xij + 01 Zj + 11 Zj Xij + 0 j + 1 j Xij + eij
1 j = 10
intercept-as-outcome model

Yij = (00 + 10 Xij + 01 Zj + 11 Zj Xij) + (0 j + 1 j Xij + eij)

00 + 10 Xij + 01 Zj + 11 Zj Xij
0 j + 1 j Xij + eij

residual parameters

HLM
variance components

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14

within-groupbetween-group
within-group
variablesbetween-group variables
Heck & Thomas, 2009
j = 1, 2, ......, J0 j 1 j

WjWj

00
0110
11
xed effect /
/
0 j 1 j random
effect 0011 HLM
Cov(eij, 0 j) = 0Cov(eij, 1 j) = 0

00 11 01

Yij = (00 + 01 Wj + 0 j) + (10 + 11 Wj + 1 j) Xij + eij

0

11 X W
11 .05
W X Y
W X Y
X Y .05
W X Y
Wmoderator variable
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11 X Y
10 p >.05 W
X Y

11

11

11

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16

Xij Wj Zj

Yij = 0 j + 1 j X1ij + 2 j X2ij + 3 j X3ij + eij

0 j = 00 + 01W1 j + 02W2 j + 0 j
1 j = 10 + 11W1 j + 12W2 j + 1 j
2 j = 20 + 21W1 j + 22W2 j + 2 j
3 j = 30 + 31W1 j + 32W2 j + 3 j
Bickel2007
20/30 20 30
Kreft19962011p. 3-5 30/30
j 30 i 30

50/20 50
20
100/10

power
Mok1995
800 n2
n1
Mass Hox2005

ICC 30
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ICC
10

Bassiri1988
30
30 N=900Kreft Leeuw1998
n2 > 150n1 = 5
0.90
effect size
t
NHeck
& Thomas, 2009

HLM

one-way ANOVA with random effects

null model

HLM
intraclass correlations

Yij = 0 j + eij
Yij 0 j
j eij
eij ij rij eij
2
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18

j 0 j =
00 + 0 j 0 j
00
0 j j
Yij = 0 j + eij = 00 + 0 j+ eij00
xed component
0 j eij 0 j
eij i j HLM
eij ~ N(0, 2 )0 j ~ N(0, 00 )Cov(eij, 0 j) = 0
Yij = 00 + 0 j+ eij
Yij = + j+ eij j j
j
H0 : 1 = 2 = ...... = j
Yij i j

j eij

ij = 0 j + rij
0 j = 00 + 0 j
ij j i
0 j j
00
rij 2
0 j 00
ICC ICC =

ICC=.25

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25% 75%
75% ICC

null model
1. 2 2.
(rij) (0 j)
3. 4.
5.
Heck & Thomas, 2009

Yij = 0 j + eij

W
0 j = 00 + 01Wj + 0 j 0 j Wj
00 01
0 j
Yij = 0 j + eij = (00 + 01Wj + 0 j) + eij 0 j = 0 j
-

00

01Wj0 j 00 Wj 0 j conditional

variance

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19

20

ij = 0 j + rij
0 j = 00 + 01 ( j) + 0 j
ij j i
j j
00 j
01
0 j j 00

Z
WZ1 jZ2 jZ3 jZ4 j

Yij = 0 j + rij
0 j = 00 + 01Z1 j + 02Z2 j + 03Z3 j + 04Z4 j + 0 j
W1 jW2 jW3 jW4 j

Yij = 0 j + rij
0 j = 00 + 01W1 j + 02W2 j + 03W3 j + 04W4 j + 0 j

Yij = 0 j + rij
0 j = 00 + 01W1 j + 02W2 j + 03Z3 j + 04Z4 j + 0 j

one-way ANCOVA with random effects

Yij = 0 j + 1 j Xij + eij Yij = 0 j + 1 j (Xij - X..) + eij

0 j = 00 + 0 j1 j = 10
1 j 10

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1 j 0 j
X
0 j ~ N(0, 00)COV( 0 j, eij) = 0
Yij = 0 j + 1 j Xij + eij = (00 + 0 j) + (10) Xij + eij

Level-1 Model
ij = 0 j + 1 j ( ij) + rij
Level-2 Model
0 j = 00 + 0 j
1 j = 10
1 j
1 j

0 j 0 j

000 j j 00
0 j =
00 + 0 j 0 j 00 0 j = 00 + 0 j
0 j = 00
0

X1ijX2ijX3ijX4ij
X5ij

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22

Yij = 0 j + 1 jX1ij + 2 jX2ij + 3 jX3ij + 4 jX4ij + 5 jX5ij + rij

0 j = 00 + 0 j
1 j = 10
2 j = 20
3 j = 30
4 j = 40
5 j = 50
ij ~ N(0, 2)0 j ~ N(0, 00)

ij = 0 j + 1 j ij + 2 j ij + 3 j ij
+ 4 j ij + rij
Level-2 Model
0 j = 00 + 0 j
1 j = 10
2 j = 20
3 j = 30
4 j = 40
0 j j
1 j j
2 j j
3 j j
4 j j
rij ij00
10 20

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30 40

random coefcients regression model

Yij = 0 j + 1 j Xij + eij

YXe ij
j

random coefcient model 0 j

1 j
0 j = 00 + 0 j1 j = 10 + 1 j
0 j 1 j
Yij = 0 j + 1 j Xij + eij = (00 + 0 j) + (10 + 1 j) Xij + eij
= 00 + 0 j + 10 Xij + 1 j Xij + eij
= 00 + 10 Xij + 0 j + 1 j Xij + eij
00 + 10 (Xij - X..) + 0 j + 1 j (Xij - X..) + eij00 + 10 Xij
00 0 j + 1 j Xij + eij
1 j Xij
random interaction between level 2 and X
X1ijX2ijX3ijX4ij
X5ij

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24

Yij = 0 j + 1 jX1ij + 2 jX2ij + 3 jX3ij + 4 jX4ij + 5 jX5ij + rij

0 j = 00 + 0 j
1 j = 10 + 1 j
2 j = 20 + 2 j
3 j = 30 + 3j
4 j = 40 + 4 j
5 j = 50 + 5 j
ij ~ N(0, 2)0 j ~ N(0, 00)

Level-1 Model
ij = 0 j + 1 j ( ij) rij
Level-2 Model
0 j = 00 + 0 j
1 j = 10 + 1 j
ij j i
ij j i
0 j j
1 j j
00
10

rij j
2
0 j 00 j
00
1 j 11 j

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/ . -- .
-- : , 2013.07
;
ISBN 978-957-11-7178-4()
1. 2. 3.
501.28

102011892

1H83

60.2

106 339 4

(02)2705-5066

(02)2706-6100

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