多水平模型(英文原著) chap3.doc

Chapter 3 Extensions to the basic multilevel model 3.1 Complex variance structures In all the models of chapter 2 we have assumed that a single variance describes the random variation at level 1. At level 2 we have introduced a more complex variance structure, as shown in figure 2.7, by allowing regression coefficients to vary across level 2 units. The modelling and interpretation of this complex variation, however, was solely in terms of randomly varying coefficients. Now we look at how we can model the variation explicitly as a function of explanatory variables and how this can give substantively interesting interpretations. We shall consider mainly the level 1 variation, but the same principles apply to higher levels. We shall also in this chapter consider extensions of the basic model to include constraints on parameters, unit weighting, standard error estimation and aggregate level analyses. In the analysis of the JSP data in chapter 2 we saw that the level 1 residual variation appeared to decrease with increasing 8-year maths score. We also saw how the estimated individual school lines appeared to converge at high 8-year scores. We consider first the general problem of modelling the level 1 variation. Since we shall now consider several random variables at each level the notation used in chapter 2 needs to be extended. For a 2-level model we continue to use the notation for the total variation at levels 2 and 1 and we write (3.1) where the s are explanatory variables. Normally refer to the constant (=1) defining a basic or intercept variance term at each level. For three level models we will use the notation where i refers to level 1 units, j to level 2 units, and k to level 3 units and h indexes the explanatory variables and their coefficients within each level.. One simple model for the level 1 variation is to make it a linear function of a simple explanatory variable. Consider the following extension of (2.1) (3.2) so that the level 1 contr