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Multilevel modeling using R
4 messages · ronggui, WONG, Ka Yau
You can use intervals to get the Confidence intervals of fixed and random effects. Best 2009/3/17 WONG, Ka Yau <kayau at ied.edu.hk>:
Dear All,
? ? ? ? I use R to conduct multilevel modeling. However, I have a problem about the interpretation of random effect. Unlike the variables in fixed effects, the variables in random effects have not shown the p-value, so I don't know whether they are significant or not? I want to obtain this figure to make the decision. ?Thanks a lot!
Below is the syntax and output of my program:
library(nlme)
dataset <- read.csv("d:/dataset.csv")
lme11 <- lme(Overall~1, random=~1|School, method="ML", data=dataset)
summary(lme11)
Linear mixed-effects model fit by maximum likelihood
Data: dataset
? ? ? AIC ? ? ?BIC ? logLik
?12637.06 12656.27 -6315.53
Random effects:
?Formula: ~1 | School
? ? ? ? ? ? ? ?(Intercept) ?Residual
StdDev: ? 0.2912031 0.9894488 ? ? ? ?(<-- No p-value)
Fixed effects: Overall ~ 1
? ? ? ? ? ? ? ? ? ? ?Value ? ? ?Std.Error ? ? ?DF ? ? t-value ? ? p-value
(Intercept) 0.7755495 0.06758038 4444 11.47596 ? ? ? 0 ? ? ? ? ? ?(<-- Have p-value)
Standardized Within-Group Residuals:
? ? ? ? ?Min ? ? ? ? ? ? ? ? ?Q1 ? ? ? ? ? ? ? ?Med ? ? ? ? ? ? ? ?Q3 ? ? ? ? ? ? ? ? ?Max
-3.797466473 -0.661750231 -0.007874993 ?0.652625939 ?3.549169733
Number of Observations: 4464
Number of Groups: 20
Best Regards,
Tommy
Research Assistant of HKIEd
? ? ? ?[[alternative HTML version deleted]]
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
HUANG Ronggui, Wincent Tel: (00852) 3442 3832 PhD Candidate Dept of Public and Social Administration City University of Hong Kong Home page: http://asrr.r-forge.r-project.org/rghuang.html A sociologist is someone who, when a beautiful women enters the room and everybody look at her, looks at everybody.
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If you want to know how to calculate the CI, you can study the code of this function. You can access the code by nlme:::intervals.lme. Best 2009/3/17 WONG, Ka Yau <kayau at ied.edu.hk>:
?????????? No standard deviation of variable in the random effect is provided. How to construct CI? Best Regards, Tommy Research Assistant of HKIEd
________________________________
From: ronggui [mailto:ronggui.huang at gmail.com]
Sent: 17/3/2009 [Tue] 14:10
To: WONG, Ka Yau
Cc: r-help at r-project.org
Subject: Re: [R] Multilevel modeling using R
You can use intervals to get the Confidence intervals of fixed and
random effects.
Best
2009/3/17 WONG, Ka Yau <kayau at ied.edu.hk>:
Dear All,
? ? ? ? I use R to conduct multilevel modeling. However, I have a problem
about the interpretation of random effect. Unlike the variables in fixed
effects, the variables in random effects have not shown the p-value, so I
don't know whether they are significant or not? I want to obtain this figure
to make the decision. ?Thanks a lot!
Below is the syntax and output of my program:
library(nlme)
dataset <- read.csv("d:/dataset.csv")
lme11 <- lme(Overall~1, random=~1|School, method="ML", data=dataset)
summary(lme11)
Linear mixed-effects model fit by maximum likelihood
Data: dataset
? ? ? AIC ? ? ?BIC ? logLik
?12637.06 12656.27 -6315.53
Random effects:
?Formula: ~1 | School
? ? ? ? ? ? ? ?(Intercept) ?Residual
StdDev: ? 0.2912031 0.9894488 ? ? ? ?(<-- No p-value)
Fixed effects: Overall ~ 1
? ? ? ? ? ? ? ? ? ? ?Value ? ? ?Std.Error ? ? ?DF ? ? t-value ? ? p-value
(Intercept) 0.7755495 0.06758038 4444 11.47596 ? ? ? 0 ? ? ? ? ? ?(<--
Have p-value)
Standardized Within-Group Residuals:
? ? ? ? ?Min ? ? ? ? ? ? ? ? ?Q1 ? ? ? ? ? ? ? ?Med ? ? ? ? ? ? ? ?Q3
? ? ? ? ? ? ?Max
-3.797466473 -0.661750231 -0.007874993 ?0.652625939 ?3.549169733
Number of Observations: 4464
Number of Groups: 20
Best Regards,
Tommy
Research Assistant of HKIEd
? ? ? ?[[alternative HTML version deleted]]
______________________________________________
R-help at r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
--
HUANG Ronggui, Wincent
Tel: (00852) 3442 3832
PhD Candidate
Dept of Public and Social Administration
City University of Hong Kong
Home page: http://asrr.r-forge.r-project.org/rghuang.html
A sociologist is someone who, when a beautiful women enters the room
and everybody look at her, looks at everybody.
HUANG Ronggui, Wincent Tel: (00852) 3442 3832 PhD Candidate Dept of Public and Social Administration City University of Hong Kong Home page: http://asrr.r-forge.r-project.org/rghuang.html A sociologist is someone who, when a beautiful women enters the room and everybody look at her, looks at everybody.