EstimatingMultilevelModelsusingSPSSStataSASandR正版分享[共35页].pdfVIP

Estimating Multilevel Models using SPSS, Stata, SAS, and R JeremyJ.Albright and Dani M. Marinova July 14, 2010 1 Multilevel data are pervasive in the social sciences. 1 Students may be nested within schools, voters within districts, or workers within rms, to name a few exam- ples. Statistical methods that explicitly take into account hierarchically structured data have gained popularity in recent years, and there now exist several special- purpose statistical programs designed specically for estimating multilevel models (e.g. HLM, MLwiN). In addition, the increasing use of of multilevel models  also known as hierarchical linear and mixed eects models  has led general purpose packages such as SPSS, Stata, SAS, and R to introduce their own procedures for handling nested data. Nonetheless, researchers may face two challenges when attempting to determine the appropriate syntax for estimating multilevel/mixed models with general purpose software. First, many users from the social sciences come to multilevel modeling with a background in regression models, whereas much of the software documenta- tion utilizes examples from experimental disciplines [due to the fact that multilevel modeling methodology evolved out of ANOVA methods for analyzing experiments with random eects (Searle, Casella, and McCulloch, 1992)]. Second, notation for multilevel models is often inconsistent across disciplines (Ferron 1997). The purpose of this document is to demonstrate how to estimate multilevel models using SPSS, Stata SAS, and R. It rst seeks to clarify the vocabulary of multilevel models by dening what is meant by xed eects, random eects, and variance components. It then compares the model b