HLM软件操作.ppt

HLM6 软件操作 中国人民大学统计学院 陈堰平 分层线性模型 (Hierarchical linear Model，简称 HLM，又称多层线性模型，Multilevel Linear Model)，HLM6.0 是分层线性模型软件，包含线性和非线性部分，可以读取大部份统计软件的数据如 SPSS, SAS, SYSTAT及STATA等等。HLM常用于社会科学和行为科学，因为它常有嵌套结构(Nested Structure)的数据，因此需用次模型(Sub-Model)或分层线性模型(Hierarchical Model)，HLM就是设计来专门解决此类问题的，HLM提供的模型包括2-level models、3-level models、Hierarchical Generalized Linear Models (HGLM)和Hierarchical Multivariate Linear Models (HMLM)等。 HLM6 的五个模块 The HLM program encompasses 5 modules that may be used to fit different types of models: ? The HLM2 module is used to fit two-level linear and non-linear (HGLM) models. It offers the widest array of special features, output, and hypothesis testing options. The HLM3 module is used to fit three-level linear and non-linear (HGLM) models. The range of features are similar to that of HLM2. The HMLM module allows estimation of multivariate normal models from incomplete data. Within the framework of HMLM, it is possible to estimate models having An unrestricted covariance structure, that is a full covariance matrix. A model with homogenous level-1 variance and random intercepts and/or slopes at level-2. A model with heterogeneous variances at level 1 (a different variance for each occasion) and random intercepts and/or slopes at level 2. A model that includes a log-linear structure for the level-1 variance and random intercepts and/or slopes at level 2. A model with first-order auto-regressive level-1 random errors and random intercepts and/or slopes at level 2. HMLM2 allows for study of multivariate outcomes for persons who are, in turn, nested within higher-level units and offers similar modeling features as HMLM. The HCM2 module is used for two-level cross-classified random effects models, where lower-level units are cross-classified by two higher-level units. 原始数据的格式： SPSS、ASCII、SAS、SYSTAT 学生版的限制： 对于两层模型，层1最多7200条观测，层2最多350条观测 对于三层模型，层1、2、3最多只能有7500、1700、60条观测 每层不能超过5个效应（Effects），效应的总数不能超过25个 下载地址：/hlm/windows 主要内容 两层模型 三层模型 分层广义线性模型（HGLM） 分层多