Multilevel models

m0 <- lmer(indice~1+(1|country), data=alldata3)
## Warning in checkConv(attr(opt, "derivs"), opt$par, ctrl = control$checkConv, :
## unable to evaluate scaled gradient
## Warning in checkConv(attr(opt, "derivs"), opt$par, ctrl = control$checkConv, :
## Model failed to converge: degenerate Hessian with 1 negative eigenvalues
print(icc(m0, by_group = TRUE))
## # ICC by Group
## 
## Group   |   ICC
## ---------------
## country | 0.152
fm0 <-plm(indice~ relevel(country, ref = "DE"), model="within", data=alldata3)
## Warning in pdata.frame(data, index = index, ...): duplicate couples (id-time) in resulting pdata.frame
##  to find out which, use, e.g., table(index(your_pdataframe), useNA = "ifany")
###fm0 <-lmer(indice~ relevel(country, ref = "DE")+(1|country), data=alldata3)
fm1 <- plm(indice~ relevel(country, ref = "DE") + factor(year)+sex+ relevel(age, ref="55-65")+countrybirth +education +relevel(yearsar, ref="native") + relevel(compo,ref = "conf_adults"), model="within", effect = "individual", data=alldata3)
## Warning in pdata.frame(data, index = index, ...): duplicate couples (id-time) in resulting pdata.frame
##  to find out which, use, e.g., table(index(your_pdataframe), useNA = "ifany")
fm2 <- plm(indice~ relevel(country, ref = "DE") + factor(year)+sex+ relevel(age, ref="55-65")+countrybirth +education +  relevel(compo,ref = "conf_adults"), model="within", data=alldata3)
## Warning in pdata.frame(data, index = index, ...): duplicate couples (id-time) in resulting pdata.frame
##  to find out which, use, e.g., table(index(your_pdataframe), useNA = "ifany")
htmlreg(list("Multilevel 0"=m0, "Multilevel 1"=fm0, "Multilevel Fixe-effect 2"=fm1, "Multilevel Fixe-effect 3"=fm2))
Statistical models
  Multilevel 0 Multilevel 1 Multilevel Fixe-effect 2 Multilevel Fixe-effect 3
(Intercept) 2.39***      
  (0.06)      
relevel(country, ref = “DE”)AT   -0.01*** -0.00 -0.00
    (0.00) (0.00) (0.00)
relevel(country, ref = “DE”)BG   0.37*** 0.36*** 0.36***
    (0.00) (0.00) (0.00)
relevel(country, ref = “DE”)CY   0.88*** 0.80*** 0.82***
    (0.00) (0.00) (0.00)
relevel(country, ref = “DE”)CZ   0.63*** 0.65*** 0.65***
    (0.00) (0.00) (0.00)
relevel(country, ref = “DE”)DK   0.18*** 0.29*** 0.29***
    (0.00) (0.01) (0.01)
relevel(country, ref = “DE”)EE   0.13*** 0.17*** 0.17***
    (0.01) (0.01) (0.01)
relevel(country, ref = “DE”)EL   0.82*** 0.80*** 0.80***
    (0.00) (0.00) (0.00)
relevel(country, ref = “DE”)FI   0.52*** 0.59*** 0.59***
    (0.01) (0.01) (0.01)
relevel(country, ref = “DE”)FR   0.49*** 0.53*** 0.53***
    (0.00) (0.00) (0.00)
relevel(country, ref = “DE”)HR   0.68*** 0.71*** 0.71***
    (0.01) (0.01) (0.01)
relevel(country, ref = “DE”)HU   0.80*** 0.79*** 0.79***
    (0.00) (0.00) (0.00)
relevel(country, ref = “DE”)IE   0.35*** 0.34*** 0.34***
    (0.00) (0.00) (0.00)
relevel(country, ref = “DE”)IT   0.72*** 0.70*** 0.70***
    (0.00) (0.00) (0.00)
relevel(country, ref = “DE”)LT   0.51*** 0.50*** 0.50***
    (0.01) (0.01) (0.01)
relevel(country, ref = “DE”)LU   0.17*** 0.17*** 0.17***
    (0.01) (0.01) (0.01)
relevel(country, ref = “DE”)LV   0.60*** 0.60*** 0.60***
    (0.01) (0.01) (0.01)
relevel(country, ref = “DE”)NL   0.18*** 0.23*** 0.23***
    (0.00) (0.00) (0.00)
relevel(country, ref = “DE”)PL   0.55*** 0.58*** 0.58***
    (0.00) (0.00) (0.00)
relevel(country, ref = “DE”)PT   0.87*** 0.89*** 0.89***
    (0.00) (0.00) (0.00)
relevel(country, ref = “DE”)UK   0.21*** 0.23*** 0.23***
    (0.00) (0.00) (0.00)
factor(year)2010     0.03*** 0.03***
      (0.00) (0.00)
factor(year)2011     0.03*** 0.03***
      (0.00) (0.00)
factor(year)2012     0.06*** 0.06***
      (0.00) (0.00)
factor(year)2013     0.08*** 0.08***
      (0.00) (0.00)
factor(year)2014     0.07*** 0.07***
      (0.00) (0.00)
factor(year)2015     0.07*** 0.07***
      (0.00) (0.00)
factor(year)2016     0.07*** 0.07***
      (0.00) (0.00)
factor(year)2017     0.05*** 0.05***
      (0.00) (0.00)
factor(year)2018     0.05*** 0.05***
      (0.00) (0.00)
factor(year)2019     0.04*** 0.04***
      (0.00) (0.00)
sexfemale     -0.00** -0.00**
      (0.00) (0.00)
relevel(age, ref = “55-65”)15-25     -0.29*** -0.29***
      (0.00) (0.00)
relevel(age, ref = “55-65”)26-34     0.03*** 0.04***
      (0.00) (0.00)
relevel(age, ref = “55-65”)35-44     0.08*** 0.08***
      (0.00) (0.00)
relevel(age, ref = “55-65”)45-54     0.08*** 0.08***
      (0.00) (0.00)
countrybirthEU/EFTA     0.27* 0.03***
      (0.10) (0.00)
countrybirthNew_Member     0.37*** 0.14***
      (0.10) (0.00)
countrybirthEurope_nEU/nEFTA     0.37*** 0.12***
      (0.10) (0.00)
countrybirthNon_Europe     0.37*** 0.13***
      (0.10) (0.00)
educationISCED3/4     0.00 0.00
      (0.00) (0.00)
educationISCED5+     -0.06*** -0.06***
      (0.00) (0.00)
relevel(yearsar, ref = “native”)<5years     -0.19  
      (0.10)  
relevel(yearsar, ref = “native”)5-9years     -0.22*  
      (0.10)  
relevel(yearsar, ref = “native”)>10years     -0.25*  
      (0.10)  
relevel(compo, ref = “conf_adults”)one_adult     0.04*** 0.04***
      (0.00) (0.00)
relevel(compo, ref = “conf_adults”)adult_ch     -0.04*** -0.04***
      (0.00) (0.00)
relevel(compo, ref = “conf_adults”)couple     0.00 0.00
      (0.00) (0.00)
relevel(compo, ref = “conf_adults”)couple_ch     -0.08*** -0.08***
      (0.00) (0.00)
relevel(compo, ref = “conf_adults”)conf_adults_ch     -0.04*** -0.04***
      (0.00) (0.00)
AIC 5150075.24      
BIC 5150113.43      
Log Likelihood -2575034.62      
Num. obs. 2494857 2494857 2261970 2264162
Num. groups: country 21      
Var: country (Intercept) 0.08      
Var: Residual 0.46      
R2   0.18 0.22 0.22
Adj. R2   0.05 0.09 0.09
***p < 0.001; **p < 0.01; *p < 0.05
summary(fm2)

Oneway (individual) effect Within Model

Call: plm(formula = indice ~ relevel(country, ref = “DE”) + factor(year) + sex + relevel(age, ref = “55-65”) + countrybirth + education + relevel(compo, ref = “conf_adults”), data = alldata3, model = “within”)

Unbalanced Panel: n = 330246, T = 1-51, N = 2264162

Residuals: Min. 1st Qu. Median 3rd Qu. Max. -2.5199006 -0.3330309 0.0067116 0.3453325 2.7046481

Coefficients: Estimate Std. Error relevel(country, ref = “DE”)AT -0.00371075 0.00209793 relevel(country, ref = “DE”)BG 0.35945489 0.00280971 relevel(country, ref = “DE”)CY 0.81820892 0.00455080 relevel(country, ref = “DE”)CZ 0.65027441 0.00471478 relevel(country, ref = “DE”)DK 0.29321809 0.00504445 relevel(country, ref = “DE”)EE 0.17004141 0.00700518 relevel(country, ref = “DE”)EL 0.79814927 0.00301316 relevel(country, ref = “DE”)FI 0.59101091 0.00536592 relevel(country, ref = “DE”)FR 0.53109050 0.00270513 relevel(country, ref = “DE”)HR 0.71387319 0.00673265 relevel(country, ref = “DE”)HU 0.79443704 0.00248110 relevel(country, ref = “DE”)IE 0.34094305 0.00310661 relevel(country, ref = “DE”)IT 0.69692488 0.00171085 relevel(country, ref = “DE”)LT 0.50393191 0.00564004 relevel(country, ref = “DE”)LU 0.16783359 0.00697776 relevel(country, ref = “DE”)LV 0.59714510 0.00719890 relevel(country, ref = “DE”)NL 0.22701702 0.00235756 relevel(country, ref = “DE”)PL 0.58113888 0.00236807 relevel(country, ref = “DE”)PT 0.88740403 0.00288654 relevel(country, ref = “DE”)UK 0.22688647 0.00342532 factor(year)2010 0.03268822 0.00244166 factor(year)2011 0.03096527 0.00245331 factor(year)2012 0.05626161 0.00238658 factor(year)2013 0.07576328 0.00239639 factor(year)2014 0.07092806 0.00242350 factor(year)2015 0.07204335 0.00243064 factor(year)2016 0.06908648 0.00242804 factor(year)2017 0.05353920 0.00243557 factor(year)2018 0.05152352 0.00245010 factor(year)2019 0.03757566 0.00245759 sexfemale -0.00304253 0.00110944 relevel(age, ref = “55-65”)15-25 -0.28602906 0.00180138 relevel(age, ref = “55-65”)26-34 0.03806331 0.00183917 relevel(age, ref = “55-65”)35-44 0.07733947 0.00186680 relevel(age, ref = “55-65”)45-54 0.07853969 0.00170113 countrybirthEU/EFTA 0.02630480 0.00348245 countrybirthNew_Member 0.14432651 0.00314325 countrybirthEurope_nEU/nEFTA 0.12401135 0.00285778 countrybirthNon_Europe 0.13481067 0.00238034 educationISCED3/4 0.00074357 0.00115698 educationISCED5+ -0.05890693 0.00157936 relevel(compo, ref = “conf_adults”)one_adult 0.03659588 0.00179136 relevel(compo, ref = “conf_adults”)adult_ch -0.03796181 0.00269222 relevel(compo, ref = “conf_adults”)couple 0.00230708 0.00161757 relevel(compo, ref = “conf_adults”)couple_ch -0.07666926 0.00148833 relevel(compo, ref = “conf_adults”)conf_adults_ch -0.03914579 0.00158650 t-value Pr(>|t|)
relevel(country, ref = “DE”)AT -1.7688 0.076933 .
relevel(country, ref = “DE”)BG 127.9329 < 2.2e-16 relevel(country, ref = “DE”)CY 179.7946 < 2.2e-16 relevel(country, ref = “DE”)CZ 137.9224 < 2.2e-16 relevel(country, ref = “DE”)DK 58.1268 < 2.2e-16 relevel(country, ref = “DE”)EE 24.2737 < 2.2e-16 relevel(country, ref = “DE”)EL 264.8880 < 2.2e-16 relevel(country, ref = “DE”)FI 110.1415 < 2.2e-16 relevel(country, ref = “DE”)FR 196.3268 < 2.2e-16 relevel(country, ref = “DE”)HR 106.0316 < 2.2e-16 relevel(country, ref = “DE”)HU 320.1955 < 2.2e-16 relevel(country, ref = “DE”)IE 109.7476 < 2.2e-16 relevel(country, ref = “DE”)IT 407.3564 < 2.2e-16 relevel(country, ref = “DE”)LT 89.3490 < 2.2e-16 relevel(country, ref = “DE”)LU 24.0526 < 2.2e-16 relevel(country, ref = “DE”)LV 82.9495 < 2.2e-16 relevel(country, ref = “DE”)NL 96.2934 < 2.2e-16 relevel(country, ref = “DE”)PL 245.4060 < 2.2e-16 relevel(country, ref = “DE”)PT 307.4282 < 2.2e-16 relevel(country, ref = “DE”)UK 66.2381 < 2.2e-16 factor(year)2010 13.3877 < 2.2e-16 factor(year)2011 12.6218 < 2.2e-16 factor(year)2012 23.5742 < 2.2e-16 factor(year)2013 31.6156 < 2.2e-16 factor(year)2014 29.2668 < 2.2e-16 factor(year)2015 29.6397 < 2.2e-16 factor(year)2016 28.4536 < 2.2e-16 factor(year)2017 21.9822 < 2.2e-16 factor(year)2018 21.0292 < 2.2e-16 factor(year)2019 15.2896 < 2.2e-16 sexfemale -2.7424 0.006099 relevel(age, ref = “55-65”)15-25 -158.7829 < 2.2e-16 relevel(age, ref = “55-65”)26-34 20.6959 < 2.2e-16 relevel(age, ref = “55-65”)35-44 41.4289 < 2.2e-16 relevel(age, ref = “55-65”)45-54 46.1692 < 2.2e-16 countrybirthEU/EFTA 7.5535 4.238e-14 countrybirthNew_Member 45.9164 < 2.2e-16 countrybirthEurope_nEU/nEFTA 43.3943 < 2.2e-16 countrybirthNon_Europe 56.6350 < 2.2e-16 educationISCED3/4 0.6427 0.520427
educationISCED5+ -37.2980 < 2.2e-16
relevel(compo, ref = “conf_adults”)one_adult 20.4291 < 2.2e-16 relevel(compo, ref = “conf_adults”)adult_ch -14.1006 < 2.2e-16 relevel(compo, ref = “conf_adults”)couple 1.4263 0.153792
relevel(compo, ref = “conf_adults”)couple_ch -51.5136 < 2.2e-16
relevel(compo, ref = “conf_adults”)conf_adults_ch -24.6742 < 2.2e-16 ** — Signif. codes: 0 ‘’ 0.001 ’’ 0.01 ’’ 0.05 ‘.’ 0.1 ’ ’ 1

Total Sum of Squares: 1106700 Residual Sum of Squares: 864770 R-Squared: 0.2186 Adj. R-Squared: 0.08514 F-statistic: 11760.9 on 46 and 1933870 DF, p-value: < 2.22e-16

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