0

Chapter 1

GLM HLM

1.1

multilevel research
Bliese, Chan, & Ployhart, 2007; Kozlowski & Klein,
2000
hierarchical linear modelingHLMBryk &
Raudenbush,1992hierarchical data
structure

GoldsteinSnijdersBryk Raudenbush

1.1.1

Robinson1950

general linear modelsGLM

1

1
2

GLM HLM

statistical methodologyCourgeau,
2003

1.1 Lindley Smith1972

Raudenbush Bryk1992, 2002HLM
HLM
HLM

1.1

multilevel linear models

mixed-effects models
random-effects models
random-coefficient regression models

covariance components models

hierarchical linear models
Lindley Smith1972

Raudenbush Bryk1992, 2002 HLM

Lindley Smith1972 HLM

EMDempsterLaird & Rubin, 1977

Dempsteret al.,1981 StrenioWeisberg Bryk1983

Goldstein, 1986 Fisher scoringLongford, 1987

HLMRaudenbush et al., 2000MIXORHedeker & Gibbons, 1996

MLwiIN
Rasbash et al., 2000SAS Proc MixedLittle et al., 1996
VARCL Longford, 1988 BUGS
Spiegelhalter et al., 1994
1.1.2

Stiratelli
Laird Ware1984 Wong Mason1985
MLGoldstein1991 Longford1993

Hedeker Gibbons1993 Pinheiro Bates

1995-

Mixor SAS Proc Mixed HLM

Raudenbush,
Yang, & Yosef, 2000

cross classified

Raudenbush1993
HLM

hierarchical multivariate linear modeling/multivariate

multilevel modeling

SAS 1996 Proc MixedHedeker Gibbons

1996 Mixor Raudenbush 2000 HLM

latent variable model

complete data

Little & Rubin, 1987; Little

& Schenker, 1995

item response theory

ICC

Bayesian inference
ML

data augmentationTanner & Wong, 1987

Gibbs samplingGelfand et al., 1990; Gelfand & Smith,
1990

Spiegelhalter et al., 1996; Rasbash et al., 2000

1.2

HLM , 2006;
Goldstein, 2003; Hofmann,1997; Raudenbush & Bryk, 2002; Snijders &

HLM

HLM GLM HLM

GLM

disaggregateddummy
aggregated

nestedclustered
embedded

Bosker,1999

1.2.1

XY
(1-1)
Yi = 0 + 1 X i + ei

(1-1)

GLM
(1-1)e 0

XY

YX


ordinary least squares OLS
maximal likelihoodML (1-2)

X Y
X Y
i

2
e


1 =

cov( x, y )
sx

( X i X )(Yi Y ) SPxy
=
SS x
( X i X ) 2

(1-2)

X Y
standardized
regression coefficient (1-3) Beta
b
X Y Z OLS

1 = 1

sx
sy

(1-3)

(1-1)
1
X Y

X
X Y

Yij = + j + eij

(1-4)

(1-4)Y j i
( X ) J j
ij

1
3

10

e e 0

X

(1-4) 0
(1-1)

simple regression

XY

(1-5) X X
simple effect
interaction effect
j

ij

ij

2
e

Yi = 0 + 1 X 1i + 2 X 2i + 3 X 1i X 2i + ei

(1-5)

HLM

11

0
(1-5)
multiple regression 0 (1-5)

multiple regression with interactionAiken & West, 1991

moderation effects
moderation multiple regression; MMR
3

1.2.2
1.2.2.1

zero-order estimators

X Y marginal
effect (1-5) X X
X X incremental effects

confounding effectspartial-out
X Y
5

1 2

12

partial effects(1-5) X X
X Y main effect
control
variables

1 2

1.2.2.2

moderation effect
(1-5)X X

(1-5) X X
; X X
1 2

13

Y
(1-5)
X X X X X X X X

(1-5)
(1-5)(1-6)
i
1

1 2

1 2

1 2

Y = 0 + ( 1 + 3 X 2 ) X 1 + 2 X 2 + e

(1-6)

(1-6)X Y + X

Y X Y X
=0X X Y
X
X
X X
X
1

14

simple
effects
simple slopesimple intercept
6

1.2.3

(1-1) 0
Y X
0

(2010)
6

15

X
X X - X
centering
(1-1)(1-7)
Y = ( 0 + 1 X ) + 1 (X X ) + e

(1-7)

Y X
(1-7)(1-8)
0

Y = Y + 1 (X X ) + e = 0 + 1 (X X ) + e

Y = 0 + 1 X

(1-8)

Y = 0 + 1 ( X X )

0 = Y

(a)X

X =0

X
(b)X

1.1

16

0 Y
1.1(a)
(1-8)
= Y
1.1(b)
(1-8)
Y
X X=0 Y X=0
X 0 Y X
0X

X Y 0
X Y

(1-9)
0

Y = 0 + 1X 1 + 2 X 2 + 3 X 1 X 2 + e

(1-9)

17

(1-9) X X
0(1-9) Y
X X X
X Bohrnstedt & Gikdberger, 1969; Hays, 1988

E (( X 1 X 1 )( X 2 X 2 ) = Cov ( X 1 , X 2 )

(1-10)

(1-9) Y X X
X X X X

X X X X

X X X X
0
Y
1

'
1

'
2

18

1.3
1.3.1

(1-1) (Y , X )
(i) (Y )
( X )
(1-1
i

multi-stage random cluster sampling

(i)

(i)

19

Micro Economy
Macro Economy

1.3.2

Courgeau2004
Macro Aggregate LevelMicro
Individual Level 1-3
1-3
( X )( Y )

20

(1-4) i 1-3

( Z )( Y )
( Z )
Contextual Variable 1-3

1.2
( X )
( Y )( Z )

2-Level

1.2

21

1.2

i
Zj

Y j*

Xi

Yi

j
Zj

Y j*

Xi

Yi

1.2 i j

22

Zj

Y j*

Xi

Yi

(1-11)
Yij = j + j X ij + Z j + eij (1-11)

j i

j 1,2,3,L J J i j
J n , n ,L, n ,L, n Y
X
Z contextual
variableaggregate variable

(1-11)

ij

ij