Multilevel Analysis/Hierarchical Linear Modeling
Edpsych/Psych/Stat 587
C.J. Anderson
Fall 2013
General Information
Announcements
Lecture notes
Computer Lab
Homework
Examples of Papers that Use Multilevel Models
Example analyses
Handy program and links
Questions or problems regarding this site should be sent to
cja@illinois.edu.
General Information (MSword
format):
Announcements:
 November 25: CLASS DEC 2 IS CANCELED.
 November 18: Regarding lab 4...
 November 11:
 Next computer lab is Wed November 13th. The instructions and homework are pasted online
 I will post the final exam today.
 A Glossary for Multilevel Analysis. The
gives conceptual definitions of many terms used in multilevel modeling.
 November 4:
 Homework 3: Deadline has been extended to Monday November 11
 Due date for the Final and project is Friday December 13, 5pm. This is a "hard" deadline (no extensions)
 The final will be posted either next week or the week after
 October 28: Computer lab SAS code (created during 2nd hour) is posted below.
 October 28: Some slides on crossed random effects with nonnormal data. You can download but DO NOT PRINT (unless you want tons of paper)
 October 23: The next lab will be Monday, October 28. I encourage you to look at both the lab instructions and homework (both posted below) prior to the
lab
 October 10: This week onlyYoungshil will hold office hours Friday Oct 11 from 9:3011:30am so that you have a chance to get assistance with the
homework that is due on Monday. (Note that she will not hold office hours Tuesday Oct 15).
 October 7: Some examples of papers that use multilevel analysis
 Payne, B.R., Gao, X., Noh, S.R., Anderson, C.J., StineMorrow, E.A.L. (2011). The effects of print
exposure on sentence processing and memory in older adulats: Evidence for efficiency and reserve. Aging, Neuropsychology, and Cognition.
Some examples of crossed random effects, skewed responses (i.e., reaction times), and discrete response (i.e., Poisson).
 Segerstrom, S.C. & Sephton, S.E. (2010). Optimistic expectanices and cellmediated immunity: The role
of positive affec. Psychological Science, 21, 448455.
Example of where cluster centered level one variable is substantive (theoretical) interest. The response variable is numerical/continuous.
 Allen, N.E., Todd, N.R., Anderson, C.J., Davis, S.M., Javdani, Bruehler, V., & Dorsey, H.
(2013). CouncilBased approaches to intimate partner violence: Evidence for distal change in system response. American Journal of Community
Psychology, 52, 112.
Example of a longitudinal study with creative centering of time. The response variable was a rate (probability).
 Poteat, V.P. & Anderson, C.J. (2012). Developmental changes in sexual prejudice from early to late
adolescence: The effects of gener, race, and ideology on different patterns of change. Developmental Psychology, 48, 14031415.
Example of an accelerated longitudinal design.
 Examples from Tom Snijders course webpage where multilevel models have been used. (click on "info course multilevel" on left and go to
bottom of page. These papers cover a range of topics (e.g., political science, sociology, school psychology, criminology, medicine, and others).
 Sept 31: Additional (optional) reading & and announcements.
 Applied Generalized Linear Mixed Models: Continous and Discrete Data. This is a working copy of a book. It includes reasonably
complete chapters on generalized linear models, generalized linear mixed models, nominal random effects models and random effects models for ordinal data. The
chapter "generalized linear mixed models" includes material that is most relavent to this course.
 Multilevel Analysis of Assessment Data (forthcoming, 2013). This includes material on Continuous response data,
missing data, exploratory data analysis, modeling strategy, design weights, and model diagnostics.
 Multilevel Modeling of Categorical Response Variable. This includes design weights, missing data, multilevel
models for binary responses (logistic regression), nominal (multinomial models), and ordinal (continuation ratios, adjacent categories, partial adjacent
categories, proportional odds ratio, and partial proportional odds ratio model.
 Computer Lab 2 instructions and homework are posted below. Computer LAB 2 will be held Monday October 7. Come either at 10 or 11.
 Answers to homework 1 and SAS for solutions are posted below.
 Sept 18:
 Correction to homework #1, problem 1. Write down multilevel, linear mixed and marginal models for all models fit in lab (i.e., (a)  (m))
 Program created during lab is posted below under lab 1
 Sept 11:
 Computer lab 1 will be Monday Sept 16. There will be 2 sessions: 1011 and 1112 (come to one).
You should bring a laptop (charged would be good). I suggest that you look over the instructions and homework 1 (both linked below)
before Monday (i.e., do problem 1 of homework)
 Homework 1 will be due Monday Sept 30. Don't wait until Sunday night to work on it (it will take a while to complete).
 I solved the perplexing problem with SAS that I had in class today. I tried to change a variable that was already in the data set. I sent out a
with a bit more of an explanation.
 I swapped out older lectures note on SAS with newer ones. They're pretty much the same.
 Aug 30: The introduction to SAS computer lab, which is entirely optional, will be held Wed Sept 4, 910 in rm 210A. The materials that we will cover are online
 Aug 28:
 I accidently put the "Introduction" lecture notes that has animation on the website. I replaced it with the one without annimation that is more suitable for printing.
 We will tennatively have an introduction to SAS computer lab next wed before lecture. Place TBA. This is purely optional and you should only attend if you have never used SAS
 Computing: We will be running statistical software (SAS) using
remote
desktop connection. We will connect to a server that has the software.
There are 2 things that you need before you can do this:
 Your computer must be hooked up to the internet (campus, home, hotel, Espresso Royal,
elsewhere).
 You must be registered for the class. If you reccently registered, you may not yet have permission to login.
Lectures Notes:
Computer Lab Sessions: Bring laptop
 Computer Lab Session 0 (optional): Introduction to SAS
 Computer Lab Session 1: (bring laptop) TBA
 Computer Lab Session 2: (bring laptop) TBA
 Computer Lab Session 3: bring laptop. TBA
 Computer Lab Session 4: TBA
Homework
 Homework Number 1:
 Homework Number 2
 Homework Number 3:
 Homework Number 4:
 Final Exam and Projects are due Friday Dec 13 by 5pm.
Examples of Papers that Use Multilevel Models
 Payne, B.R., Gao, X., Noh, S.R., Anderson, C.J., StineMorrow, E.A.L. (2011). The effects of print
exposure on sentence processing and memory in older adulats: Evidence for efficiency and reserve. Aging, Neuropsychology, and Cognition.
Some examples of crossed random effects, skewed responses (i.e., reaction times), and discrete response (i.e., Poisson).
 Segerstrom, S.C. & Sephton, S.E. (2010). Optimistic expectanices and cellmediated immunity: The role
of positive affect. Psychological Science, 21, 448455.
Example of where cluster centered level one variable is substantive (theoretical) interest. The response variable is numerical/continuous.
 Allen, N.E., Todd, N.R., Anderson, C.J., Davis, S.M., Javdani, Bruehler, V., & Dorsey, H.
(2013). CouncilBased approaches to intimate partner violence: Evidence for distal change in system response. American Journal of Community
Psychology, 52, 112.
Example of a longitudinal study with creative centering of time. The response variable was a rate (probability).
 Poteat, V.P. & Anderson, C.J. (2012). Developmental changes in sexual prejudice from early to late
adolescence: The effects of gener, race, and ideology on different patterns of change. Developmental Psychology, 48, 14031415.
Example of an accelerated longitudinal design.
 Examples from Tom Snijders course webpage where multilevel models have been used. (click on "info course multilevel" on left and go to
bottom of page. These papers cover a range of topics (e.g., political science, sociology, school psychology, criminology, medicine, and others).
Example SAS Programs (ascii/text format):
Examples from Snijders & Bosker using SAS
 MLbook.sas.
Create SAS data for examples in Chapters 4 and 5.
 Ch4_examples.sas.
Example 2level analyses from Chapter 4 (random intercept models).
 Ch5_examples.sas.
Example 2level analyses from Chapter 5 (random intercept and
slopes).
 Ch12_examples.sas.
Examples analyses from Chapter 12 (longitudinal data analysis),
including creating sas dataset.
Examples from Chapter 4 of Kreft & de Leeuw (provided and written
by Carol Nickerson):

School23.sas.
SAS code that creates data set and fits models reported in Kreft &
de Leeuw.

school23.dat.
Raw data file that is used as input to school23.sas.
Handy Programs and Links:

Ones specific to multilevel modeling:

General ones:

CIforP.f:
A FORTRAN program that computes large sample confidence intervals for a
proportion.

pvalue.f:
A FORTRAN program that computes pvalues and (bonferroni) critical values
for the standard normal, chisquared, t, and F distributions (and for correlations).
For users of PC type computers,
pvalue.exe
is an executable (i.e. already compiled) program.