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HLM SPPS

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OConnell & Reed,

2012, p. 6

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1.

2.

3.

4.

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5.

multilevel model

xed effects

random parametersHeck, Thomas, & Tabata, 2010

ij = 0j + 1j ij + rij
0j 1j group-dependent

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

ij = 0j + 1j ij + rij = 00 + 0j + (10 + 1j) ij + rij

ij = (00 + 10 ij) + (0j + 1j ij + rij)
00 10 00 + 10 ij
xed effects0j + 1j ij + rijrandom
effects
1j ij

random sloperandom effect

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random coefcient rij 0j1j

2
0Var(rij) = Var(0j) = 00Var(1j) = 11

0j1j cov(0j, 1j) = 01

2

00

10 + 1j
10 11
1.96

10 1.96

95% 10-

null modelno predictors model

0j
00
2

intraclass
correlation;[ICC]ICC ICC
ICC
ICC
0.05

00

6
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/ A

/ B

00

00

0j

00

rij

/ A

/ B

00

00

0j

00

rij

HLM SPSS
restricted maximum likelihood/residual maximum
likelihood[FEML]
maximum likelihood estimation[ML]ML

deviancelog7
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likelihood;[LL]
= -2LL

badness

SEM

full information
likelihood estimation;[FUML]
McCoach & Black, 2012

qq FUML
qq REML REML
FUML (J-F)/J
J F
2020-3/20 =
.85 REML FUML
REML

REML FUML
REML Heck,
Thomas, & Tabata, 2010; McCoach & Black, 2012

MA MB
8

D =
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MA-MB = -2LLA-(-2LLB)~2Bp

ApBp

B Ap A

Bp-App < .05

AICAkaike information
criterionBIC Bayesian information criterionAIC = D + 2p
D p BIC = D + ln(n) p
D p n HLM
AICBIC SPSS
AICAICCCAICBIC HLM
-2LL

ij = 0j + 1j ij + rij

0j = 00 + 01 j + 0j
1j = 10 + 1j
ij j i ij
j i 0j j j j
0j = 00 + 01 j + 0j
00 01
01
01 = 0.785p <
.05
0.785 0.785
SD 1SD 0.785
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01
01

1j

11

10

ij = 0j + 1j ij + rij

0j = 00 + 01 j + 0j
1j = 10 + 11 j + 1j

ij = ( 00 + 01 j + 0j) + (10 + 11 j + 1j) ij

+ rij
ij = (00 + 01 j) + (10 ij) + (11 j ij)
+ (0j + 1j ij + rij)
10

10 ij 10
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11 j ij
11

10
11

10
11
10
11

moderator
(0j + 1j ij + rij)

1.

0j

00

2.

rij

2
=

3.

1j ij

11

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11

ij = 0j + 1j ij + 2j ij + 3j ij + rij

0j = 00 + 01 j + 02 j + 03 j + 0j
1j = 10 + 1j
2j = 20 + 2j
3j = 30 + 3j

Var(rij) = 2Var(0j) = 00Var(1j) = 11Var(2j) = 22Var(3j) = 33

00102030010203
00
10
20
30
01

02

03

X1X2X3W1W2W3
12

X
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W P
Yij = 0j + 1j X1ij + 2j X2ij + + pj Xpij + rij
q
hj = h0 + h1 W1j + h2 W2j + + hq Wqj + hj
Var(hj) = hhh = 1,2,, p p = 3q
= 3

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

0j = 00 + 01 W1j + 02 W2j + 03 W3j + 0j

1j = 10 + 1j 1j = 10
2j = 20 + 2j 2j = 20
3j = 30 + 3j 3j = 30
W
Z

0j = 00 + 01 Z1j + 02 Z2j + 03 Z3j + 0j

1j = 10 + 1j 1j = 10
2j = 20 + 2j 2j = 20
3j = 30 + 3j 3j = 30

ij = 0j + 1j ij + 2j ij + 3j ij + rij

13
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0j = 00 + 01 j + 02 j + 03 j + 0j
1j = 10 + 1j
2j = 20 + 2j
3j = 30 + 3j

Y Yij j i
X Xij j i
Xj
X

Yij = 0j + 1j Xij + rij

0j = 00 + 0j
1j = 10 + 1j
Yij = 00 + 10 Xij + 0j + 1j Xij + rij
Xij (Xij-Xj)

Yij = 0j + 1j (Xij-Xj) + rij

0j = 00 + 0j
1j = 10 + 1j
Yij = 00 + 10 (Xij-Xj) + 0j + 1j (Xij-Xj) + rij
Yij = 00 + 10 Xij-10 Xj + 0j + 1j (Xij-Xj) + rij
Xij (Xij-X )
14
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Yij = 0j + 1j (Xij-X ) + rij

0j = 00 + 0j
1j = 10 + 1j
Yij = 00 + 10 (Xij-X ) + 0j + 1j (Xij-X ) + rij
Yij = 00 + 10 Xij-10 X + 0j + 1j (Xij-X ) + rij
centering variables
OLS X1X2
Xq 0 X
0
0

centeringgrand-mean centering
[ ]group-mean centering [ ]

Y expected
value
Y

Heck & Thomas,

2008Hofmann Gavin1998
15
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X
Y

frog pond theory

Heck & Thomas, 2008

X
equivalentequivalent
linear model
model t
Kreft, Leeuw, & Aiken, 1995; Snijders &
Bosker, 2012Snijders Bosker
2012, p. 88random slope model

Xij-X.j Yij
Xij-X.j Xij
Xij-X.j

KoenigLissitz Robert2001 1988

16

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HLM

KreftLeeuw Aiken 1995

MyersBrincks Beauchamp2010

Enders Toghi

2011Enders Toghi

Enders &
Toghi, 2007
Hofmann Gavin1998

meditational
effect

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17

moderational effect

Koenig Lissitz 2001

Snijders Bosker2012, p. 88
random slope model
Xij-X.j
Yij
Xij-X.j XijXij-X.j

Kreft Leeuw1998

big-sh-little-pond
18

effect
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-- . -- : , 2014.07
;
ISBN 978-957-11-7671-0()
1. 2. 3.
501.28

103011360

1H88

106 339 4

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