1005class1:school-effects model(null to model 4)
jenny hsu
0.1 data input
#
pacman::p_load(mlmRev, tidyverse, lme4)
# data from mlmRev package
data(Hsb82, "mlmRev")## Warning in data(Hsb82, "mlmRev"): data set 'mlmRev' not found#
str(Hsb82)## 'data.frame': 7185 obs. of 8 variables:
## $ school : Ord.factor w/ 160 levels "8367"<"8854"<..: 59 59 59 59 59 59 59 59 59 59 ...
## $ minrty : Factor w/ 2 levels "No","Yes": 1 1 1 1 1 1 1 1 1 1 ...
## $ sx : Factor w/ 2 levels "Male","Female": 2 2 1 1 1 1 2 1 2 1 ...
## $ ses : num -1.528 -0.588 -0.528 -0.668 -0.158 ...
## $ mAch : num 5.88 19.71 20.35 8.78 17.9 ...
## $ meanses: num -0.434 -0.434 -0.434 -0.434 -0.434 ...
## $ sector : Factor w/ 2 levels "Public","Catholic": 1 1 1 1 1 1 1 1 1 1 ...
## $ cses : num -1.0936 -0.1536 -0.0936 -0.2336 0.2764 ...# make a copy of data to the dta object
dta <- Hsb820.2 data management
# use sensible variable names
names(dta) <- c("School", "Minority", "Gender", "SES", "Math",
"Ave_SES", "Sector", "C_SES")
#
head(dta)## School Minority Gender SES Math Ave_SES Sector C_SES
## 1 1224 No Female -1.528 5.876 -0.434383 Public -1.09361702
## 2 1224 No Female -0.588 19.708 -0.434383 Public -0.15361702
## 3 1224 No Male -0.528 20.349 -0.434383 Public -0.09361702
## 4 1224 No Male -0.668 8.781 -0.434383 Public -0.23361702
## 5 1224 No Male -0.158 17.898 -0.434383 Public 0.27638298
## 6 1224 No Male 0.022 4.583 -0.434383 Public 0.45638298##
ot <- theme_set(theme_bw())0.3 histograms
# freedman-diaconis rule for binwidth
bw <- 2*IQR(dta$Math)/(dim(dta)[1]^(1/3))
# histograms大小設定
# histograms
ggplot(dta, aes(Math)) +
stat_bin(aes(fill = ..count..), binwidth=bw) +
labs(x="Math achievement scores")
0.4 random sample
# seed the random number to reproduce the sample
set.seed(20160923)
# pick 60 out of 160
n <- sample(160, 60)
# box plots for a sample of 60 schools
ggplot(filter(dta, School %in% levels(School)[n]),
aes(reorder(School, Math, mean), Math, color=Sector)) +
geom_boxplot() +
geom_point(size= rel(0.6)) +
labs(x="School ID", y="Math achievement score")+
theme(axis.text.x=element_text(size=6))+
ggtitle("A sample of 60 schools")
依每學校分數高低繪圖。public學校數學分數相較catholic學校來的低。
0.5 aggregate math mean by school
# math mean by school
dta_mmath <- dta %>%
group_by(School) %>%
mutate( ave_math = mean(Math)) %>%
select( School, ave_math ) %>%
unique %>%
as.data.frame
#
summary(dta_mmath$ave_math)## Min. 1st Qu. Median Mean 3rd Qu. Max.
## 4.24 10.47 12.90 12.62 14.65 19.72sd(dta_mmath$ave_math)## [1] 3.117651抽出的60所學校平均數為12.62、標準差3.12
0.6 overall math mean and sd
# grand mean
summary(dta$Math)## Min. 1st Qu. Median Mean 3rd Qu. Max.
## -2.832 7.275 13.131 12.748 18.317 24.993# sd for overall Math scores
sd(dta$Math)## [1] 6.878246所有學校平均分數為12.7、標準差6.89
0.7 plot
# freedman-diaconis rule for binwidth
bw <- 2*IQR(dta_mmath$ave_math)/(160^(1/3))
#
ggplot(dta_mmath, aes(ave_math)) +
geom_histogram(aes(y= ..density.., alpha= .2), binwidth=bw) +
geom_density(fill="NA") +
geom_vline(xintercept=mean(dta_mmath$ave_math), linetype="longdash") +
geom_text(aes(7, 0.17, label= "ave = 12.62, sd = 3.12")) +
labs(x="Math achievement school means", y="Density") +
theme(legend.position="NONE")
0.8 null model
summary(m0 <- lmer(Math ~ (1 | School), data = dta))## Linear mixed model fit by REML ['lmerMod']
## Formula: Math ~ (1 | School)
## Data: dta
##
## REML criterion at convergence: 47116.8
##
## Scaled residuals:
## Min 1Q Median 3Q Max
## -3.0631 -0.7539 0.0267 0.7606 2.7426
##
## Random effects:
## Groups Name Variance Std.Dev.
## School (Intercept) 8.614 2.935
## Residual 39.148 6.257
## Number of obs: 7185, groups: School, 160
##
## Fixed effects:
## Estimate Std. Error t value
## (Intercept) 12.6370 0.2444 51.71# CIs for model parameters
confint(m0, method="boot")## Computing bootstrap confidence intervals ...## 2.5 % 97.5 %
## .sig01 2.596281 3.333500
## .sigma 6.151525 6.360499
## (Intercept) 12.128943 13.114645# default residual plot
plot(m0, xlab="Fitted values", ylab="Pearson residuals",
pch=20, cex=.5, type = c("p","g"))
# The end0.9 model 2 - considering Ave_SES
# random effects anova - intercept only model
summary(m1 <- lmer(Math ~ (1 | School), data = dta))## Linear mixed model fit by REML ['lmerMod']
## Formula: Math ~ (1 | School)
## Data: dta
##
## REML criterion at convergence: 47116.8
##
## Scaled residuals:
## Min 1Q Median 3Q Max
## -3.0631 -0.7539 0.0267 0.7606 2.7426
##
## Random effects:
## Groups Name Variance Std.Dev.
## School (Intercept) 8.614 2.935
## Residual 39.148 6.257
## Number of obs: 7185, groups: School, 160
##
## Fixed effects:
## Estimate Std. Error t value
## (Intercept) 12.6370 0.2444 51.71# random intercept; fixed-effect is MeanSES
summary(m2 <- lmer(Math ~ Ave_SES + (1 | School), data = dta))## Linear mixed model fit by REML ['lmerMod']
## Formula: Math ~ Ave_SES + (1 | School)
## Data: dta
##
## REML criterion at convergence: 46961.3
##
## Scaled residuals:
## Min 1Q Median 3Q Max
## -3.13493 -0.75254 0.02413 0.76766 2.78515
##
## Random effects:
## Groups Name Variance Std.Dev.
## School (Intercept) 2.639 1.624
## Residual 39.157 6.258
## Number of obs: 7185, groups: School, 160
##
## Fixed effects:
## Estimate Std. Error t value
## (Intercept) 12.6846 0.1493 84.97
## Ave_SES 5.8635 0.3615 16.22
##
## Correlation of Fixed Effects:
## (Intr)
## Ave_SES 0.010# residual plot
plot(m2, xlab = "Fitted values", ylab = "Pearson residuals",
main = "Model 2", pch = 20, cex = .5, type = c("p", "g"))
# one regression for all
summary(m0a <- lm(Math ~ Ave_SES, data = dta))##
## Call:
## lm(formula = Math ~ Ave_SES, data = dta)
##
## Residuals:
## Min 1Q Median 3Q Max
## -19.4520 -4.8332 0.1735 5.1117 16.2787
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 12.74703 0.07621 167.27 <2e-16 ***
## Ave_SES 5.71688 0.18429 31.02 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 6.46 on 7183 degrees of freedom
## Multiple R-squared: 0.1181, Adjusted R-squared: 0.118
## F-statistic: 962.3 on 1 and 7183 DF, p-value: < 2.2e-16#
theme_set(theme_bw())
# individual math scores vs mean school ses
ggplot(dta, aes(Ave_SES, Math)) +
geom_smooth(method = "lm") +
geom_point(alpha = .2) +
labs(x = "School mean SES", y = "Math achievement score")## `geom_smooth()` using formula 'y ~ x'
# math mean by school
dta_mmath <- dta %>%
group_by(School) %>%
mutate( ave_math = mean(Math)) %>%
select( School, Ave_SES, ave_math ) %>%
unique %>%
as.data.frame# regression of mean math over mean ses by school
ggplot(dta_mmath, aes(Ave_SES, ave_math)) +
geom_smooth(method = "lm") +
geom_point(alpha = .2)+
labs(x = "Mean School SES", y = "Mean School Math Scores")## `geom_smooth()` using formula 'y ~ x'
# The end0.10 model 3
# see the random number generator
set.seed(20160923)
# take a sample of size 31 from total number of schools
n <- sample(length(levels(dta$School)), 31)
#
theme_set(theme_bw())#
ggplot(data = filter(dta, School %in% levels(School)[n]),
aes(C_SES, Math, color = Sector)) +
geom_smooth(method = "lm", se = F, lwd = .6) +
geom_point(size = rel(0.5)) +
facet_wrap(~ School, nrow = 2) +
labs(x = "Centered SES", y="Math achievement score")+
theme(axis.text.x = element_text(size = 6))## `geom_smooth()` using formula 'y ~ x'
# one regression line per school
summary(m1b <- lm(Math ~ School / C_SES - 1, data = dta))##
## Call:
## lm(formula = Math ~ School/C_SES - 1, data = dta)
##
## Residuals:
## Min 1Q Median 3Q Max
## -19.2662 -4.3241 0.1164 4.4434 18.3617
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## School8367 4.55279 1.61953 2.811 0.004950 **
## School8854 4.23978 1.07122 3.958 7.64e-05 ***
## School4458 5.81140 0.87465 6.644 3.28e-11 ***
## School5762 4.32486 0.99621 4.341 1.44e-05 ***
## School6990 5.97679 0.83237 7.180 7.68e-13 ***
## School5815 7.27136 1.21194 6.000 2.08e-09 ***
## School7172 8.06682 0.91354 8.830 < 2e-16 ***
## School4868 12.31018 1.03923 11.845 < 2e-16 ***
## School7341 9.79418 0.84853 11.543 < 2e-16 ***
## School1358 11.20623 1.10635 10.129 < 2e-16 ***
## School4383 11.46568 1.21194 9.461 < 2e-16 ***
## School2305 11.13776 0.74031 15.045 < 2e-16 ***
## School8800 7.33594 1.07122 6.848 8.13e-12 ***
## School3088 9.14585 0.97033 9.425 < 2e-16 ***
## School8775 9.46700 0.87465 10.824 < 2e-16 ***
## School7890 8.34110 0.84853 9.830 < 2e-16 ***
## School6144 8.54507 0.92410 9.247 < 2e-16 ***
## School6443 9.47553 1.10635 8.565 < 2e-16 ***
## School5192 10.40950 1.14518 9.090 < 2e-16 ***
## School6808 9.28611 0.91354 10.165 < 2e-16 ***
## School2818 13.87283 0.93504 14.837 < 2e-16 ***
## School9340 11.17855 1.12526 9.934 < 2e-16 ***
## School4523 8.35174 0.88390 9.449 < 2e-16 ***
## School6816 14.53824 0.81709 17.793 < 2e-16 ***
## School2277 9.29761 0.77587 11.983 < 2e-16 ***
## School8009 14.08472 0.88390 15.935 < 2e-16 ***
## School5783 13.15034 1.12526 11.686 < 2e-16 ***
## School3013 12.61083 0.83237 15.151 < 2e-16 ***
## School7101 11.84993 1.14518 10.348 < 2e-16 ***
## School4530 9.05570 0.76345 11.861 < 2e-16 ***
## School9021 14.69666 0.80976 18.149 < 2e-16 ***
## School4511 13.40903 0.79568 16.852 < 2e-16 ***
## School2639 6.61548 0.93504 7.075 1.64e-12 ***
## School3377 9.18671 0.90333 10.170 < 2e-16 ***
## School6578 11.99400 0.80976 14.812 < 2e-16 ***
## School9347 13.53875 0.80263 16.868 < 2e-16 ***
## School3705 10.33169 0.90333 11.437 < 2e-16 ***
## School3533 10.40904 0.87465 11.901 < 2e-16 ***
## School1296 7.63596 0.87465 8.730 < 2e-16 ***
## School4350 11.85542 1.05486 11.239 < 2e-16 ***
## School9397 10.35547 0.88390 11.716 < 2e-16 ***
## School4253 9.41286 0.79568 11.830 < 2e-16 ***
## School2655 12.34517 0.84033 14.691 < 2e-16 ***
## School7342 11.16641 0.79568 14.034 < 2e-16 ***
## School9292 10.27963 1.39020 7.394 1.59e-13 ***
## School3499 13.27653 0.98302 13.506 < 2e-16 ***
## School7364 14.17214 0.91354 15.513 < 2e-16 ***
## School8983 10.99200 0.84853 12.954 < 2e-16 ***
## School5650 14.27353 0.90333 15.801 < 2e-16 ***
## School2658 13.39616 0.90333 14.830 < 2e-16 ***
## School8188 12.74097 1.10635 11.516 < 2e-16 ***
## School4410 13.47298 0.94637 14.236 < 2e-16 ***
## School9508 13.57466 1.02428 13.253 < 2e-16 ***
## School8707 12.88394 0.87465 14.730 < 2e-16 ***
## School1499 7.66036 0.83237 9.203 < 2e-16 ***
## School8477 12.52224 0.99621 12.570 < 2e-16 ***
## School1288 13.51080 1.21194 11.148 < 2e-16 ***
## School6291 10.10731 1.02428 9.868 < 2e-16 ***
## School1224 9.71545 0.88390 10.992 < 2e-16 ***
## School4292 12.86435 0.75162 17.116 < 2e-16 ***
## School8857 15.29694 0.75747 20.195 < 2e-16 ***
## School3967 12.03508 0.84033 14.322 < 2e-16 ***
## School6415 11.86020 0.82462 14.383 < 2e-16 ***
## School1317 13.17769 0.87465 15.066 < 2e-16 ***
## School2629 14.90777 0.80263 18.574 < 2e-16 ***
## School4223 14.62262 0.90333 16.187 < 2e-16 ***
## School1462 10.49556 0.80263 13.076 < 2e-16 ***
## School9550 11.08914 1.12526 9.855 < 2e-16 ***
## School6464 7.09162 1.12526 6.302 3.12e-10 ***
## School4931 13.79081 0.79568 17.332 < 2e-16 ***
## School5937 16.77597 1.12526 14.908 < 2e-16 ***
## School7919 14.84997 0.99621 14.906 < 2e-16 ***
## School3716 10.36866 0.94637 10.956 < 2e-16 ***
## School1909 14.42332 1.14518 12.595 < 2e-16 ***
## School2651 11.08432 0.98302 11.276 < 2e-16 ***
## School2467 10.14752 0.84033 12.076 < 2e-16 ***
## School1374 9.72846 1.14518 8.495 < 2e-16 ***
## School6600 11.70389 0.80976 14.453 < 2e-16 ***
## School5667 13.77823 0.77587 17.758 < 2e-16 ***
## School5720 14.28230 0.83237 17.159 < 2e-16 ***
## School3498 16.39045 0.83237 19.691 < 2e-16 ***
## School3881 11.94922 0.94637 12.626 < 2e-16 ***
## School2995 9.54611 0.89346 10.684 < 2e-16 ***
## School5838 13.68961 1.08836 12.578 < 2e-16 ***
## School3688 14.65626 0.92410 15.860 < 2e-16 ***
## School9158 8.54517 0.83237 10.266 < 2e-16 ***
## School8946 10.37509 0.79568 13.039 < 2e-16 ***
## School7232 12.54263 0.84033 14.926 < 2e-16 ***
## School2917 7.97895 0.92410 8.634 < 2e-16 ***
## School6170 14.18105 1.32234 10.724 < 2e-16 ***
## School8165 16.45122 0.86567 19.004 < 2e-16 ***
## School9104 16.83211 0.81709 20.600 < 2e-16 ***
## School2030 12.07819 0.88390 13.665 < 2e-16 ***
## School8150 14.85236 0.91354 16.258 < 2e-16 ***
## School4042 14.31542 0.75747 18.899 < 2e-16 ***
## School8357 14.38185 1.16619 12.332 < 2e-16 ***
## School8531 13.52868 0.94637 14.295 < 2e-16 ***
## School6074 13.77909 0.80976 17.016 < 2e-16 ***
## School4420 13.87416 1.07122 12.952 < 2e-16 ***
## School1906 15.98317 0.83237 19.202 < 2e-16 ***
## School3992 14.64521 0.83237 17.595 < 2e-16 ***
## School3999 10.94404 0.89346 12.249 < 2e-16 ***
## School4173 12.72466 0.91354 13.929 < 2e-16 ***
## School4325 13.24000 0.83237 15.906 < 2e-16 ***
## School5761 11.13806 0.84033 13.254 < 2e-16 ***
## School6484 12.91240 1.02428 12.606 < 2e-16 ***
## School6897 15.09763 0.86567 17.440 < 2e-16 ***
## School7635 15.06553 0.84853 17.755 < 2e-16 ***
## School7734 10.55964 1.29194 8.173 3.54e-16 ***
## School8175 11.69809 1.05486 11.090 < 2e-16 ***
## School8874 12.05503 1.00995 11.936 < 2e-16 ***
## School9225 14.66733 1.00995 14.523 < 2e-16 ***
## School2458 13.98568 0.80263 17.425 < 2e-16 ***
## School3610 15.35495 0.75747 20.271 < 2e-16 ***
## School5640 13.16011 0.80263 16.396 < 2e-16 ***
## School3838 16.06281 0.82462 19.479 < 2e-16 ***
## School9359 15.27062 0.83237 18.346 < 2e-16 ***
## School2208 15.40467 0.78231 19.691 < 2e-16 ***
## School6089 15.56958 1.05486 14.760 < 2e-16 ***
## School1477 14.22847 0.76959 18.488 < 2e-16 ***
## School2768 10.88692 1.21194 8.983 < 2e-16 ***
## School3039 16.96386 1.32234 12.829 < 2e-16 ***
## School5819 12.13890 0.85697 14.165 < 2e-16 ***
## School6397 12.79610 0.78231 16.357 < 2e-16 ***
## School1308 16.25550 1.35500 11.997 < 2e-16 ***
## School1433 19.71914 1.02428 19.252 < 2e-16 ***
## School1436 18.11161 0.91354 19.826 < 2e-16 ***
## School1461 16.84264 1.05486 15.967 < 2e-16 ***
## School1637 7.02411 1.16619 6.023 1.80e-09 ***
## School1942 18.11090 1.12526 16.095 < 2e-16 ***
## School1946 12.90844 0.97033 13.303 < 2e-16 ***
## School2336 16.51770 0.88390 18.687 < 2e-16 ***
## School2526 17.05300 0.80263 21.246 < 2e-16 ***
## School2626 13.39661 0.98302 13.628 < 2e-16 ***
## School2755 16.47651 0.88390 18.641 < 2e-16 ***
## School2771 11.84411 0.81709 14.495 < 2e-16 ***
## School2990 18.44792 0.87465 21.092 < 2e-16 ***
## School3020 14.39527 0.78891 18.247 < 2e-16 ***
## School3152 13.20904 0.84033 15.719 < 2e-16 ***
## School3332 14.27816 0.98302 14.525 < 2e-16 ***
## School3351 11.46518 0.97033 11.816 < 2e-16 ***
## School3427 19.71559 0.86567 22.775 < 2e-16 ***
## School3657 9.52118 0.84853 11.221 < 2e-16 ***
## School4642 14.59903 0.77587 18.816 < 2e-16 ***
## School5404 15.41498 0.80263 19.206 < 2e-16 ***
## School5619 15.41624 0.74590 20.668 < 2e-16 ***
## School6366 15.65640 0.79568 19.677 < 2e-16 ***
## School6469 18.45572 0.80263 22.994 < 2e-16 ***
## School7011 13.81358 1.05486 13.095 < 2e-16 ***
## School7276 12.67940 0.83237 15.233 < 2e-16 ***
## School7332 14.63610 0.87465 16.734 < 2e-16 ***
## School7345 11.33855 0.80976 14.002 < 2e-16 ***
## School7688 18.42231 0.82462 22.340 < 2e-16 ***
## School7697 15.72178 1.07122 14.677 < 2e-16 ***
## School8193 16.23226 0.92410 17.565 < 2e-16 ***
## School8202 11.71243 1.02428 11.435 < 2e-16 ***
## School8627 10.88372 0.83237 13.076 < 2e-16 ***
## School8628 16.52838 0.77587 21.303 < 2e-16 ***
## School9198 19.09229 1.08836 17.542 < 2e-16 ***
## School9586 14.86369 0.78891 18.841 < 2e-16 ***
## School8367:C_SES 0.25037 2.22488 0.113 0.910403
## School8854:C_SES 1.93884 1.35428 1.432 0.152292
## School4458:C_SES 1.13184 1.36793 0.827 0.408034
## School5762:C_SES -1.01410 1.95950 -0.518 0.604803
## School6990:C_SES 0.94769 0.98169 0.965 0.334393
## School5815:C_SES 3.01800 2.16485 1.394 0.163335
## School7172:C_SES 0.99448 1.36612 0.728 0.466662
## School4868:C_SES 1.28647 1.48571 0.866 0.386576
## School7341:C_SES 1.70370 1.00528 1.695 0.090169 .
## School1358:C_SES 5.06801 1.71168 2.961 0.003078 **
## School4383:C_SES 6.18019 2.11601 2.921 0.003504 **
## School2305:C_SES -0.78211 1.13763 -0.687 0.491795
## School8800:C_SES 2.56813 1.42668 1.800 0.071893 .
## School3088:C_SES 1.79134 1.23144 1.455 0.145807
## School8775:C_SES 1.00146 1.32013 0.759 0.448114
## School7890:C_SES -0.65597 1.44460 -0.454 0.649784
## School6144:C_SES 2.77027 1.30158 2.128 0.033340 *
## School6443:C_SES -0.74335 1.46027 -0.509 0.610734
## School5192:C_SES 1.60349 1.46102 1.098 0.272452
## School6808:C_SES 2.27610 1.15285 1.974 0.048384 *
## School2818:C_SES 2.80241 1.52348 1.839 0.065888 .
## School9340:C_SES 3.30950 2.00186 1.653 0.098334 .
## School4523:C_SES 2.38079 1.24545 1.912 0.055971 .
## School6816:C_SES 1.35272 1.16781 1.158 0.246767
## School2277:C_SES -2.01503 1.17745 -1.711 0.087062 .
## School8009:C_SES 1.55687 1.58675 0.981 0.326542
## School5783:C_SES 3.11406 1.49402 2.084 0.037165 *
## School3013:C_SES 3.83980 1.75094 2.193 0.028341 *
## School7101:C_SES 1.29545 1.42842 0.907 0.364484
## School4530:C_SES 1.64743 1.23926 1.329 0.183771
## School9021:C_SES 2.52416 1.39478 1.810 0.070384 .
## School4511:C_SES 0.04251 1.38066 0.031 0.975438
## School2639:C_SES -0.63010 1.52971 -0.412 0.680417
## School3377:C_SES -0.74685 1.31955 -0.566 0.571419
## School6578:C_SES 2.39054 1.30725 1.829 0.067492 .
## School9347:C_SES 2.68599 1.18051 2.275 0.022920 *
## School3705:C_SES 1.15850 1.33049 0.871 0.383933
## School3533:C_SES -0.31177 1.64469 -0.190 0.849658
## School1296:C_SES 1.07596 1.36610 0.788 0.430948
## School4350:C_SES 4.37192 1.59458 2.742 0.006127 **
## School9397:C_SES 2.44644 1.47583 1.658 0.097430 .
## School4253:C_SES -0.39954 1.15329 -0.346 0.729023
## School2655:C_SES 5.22704 1.35364 3.861 0.000114 ***
## School7342:C_SES 1.01246 1.42097 0.713 0.476173
## School9292:C_SES 0.75868 2.74811 0.276 0.782501
## School3499:C_SES 0.99238 1.58184 0.627 0.530445
## School7364:C_SES 0.25950 1.82833 0.142 0.887139
## School8983:C_SES 1.38594 1.34299 1.032 0.302119
## School5650:C_SES 0.68062 1.17460 0.579 0.562308
## School2658:C_SES 2.62990 1.42677 1.843 0.065335 .
## School8188:C_SES 4.39759 1.65556 2.656 0.007920 **
## School4410:C_SES 2.76020 1.55700 1.773 0.076312 .
## School9508:C_SES 3.95379 1.82178 2.170 0.030019 *
## School8707:C_SES 3.39153 1.09903 3.086 0.002037 **
## School1499:C_SES 3.63473 1.16428 3.122 0.001805 **
## School8477:C_SES 3.81216 1.25548 3.036 0.002403 **
## School1288:C_SES 3.25545 1.84816 1.761 0.078205 .
## School6291:C_SES 3.98087 1.69353 2.351 0.018770 *
## School1224:C_SES 2.50858 1.42433 1.761 0.078243 .
## School4292:C_SES -0.16061 1.16329 -0.138 0.890195
## School8857:C_SES 0.80222 1.43452 0.559 0.576025
## School3967:C_SES 3.31107 1.35069 2.451 0.014255 *
## School6415:C_SES 3.53008 1.21524 2.905 0.003686 **
## School1317:C_SES 1.27391 1.58930 0.802 0.422837
## School2629:C_SES 0.22235 1.14645 0.194 0.846225
## School4223:C_SES 2.48659 1.50770 1.649 0.099140 .
## School1462:C_SES -0.82881 1.39839 -0.593 0.553411
## School9550:C_SES 3.89194 1.45938 2.667 0.007675 **
## School6464:C_SES 1.00349 1.82459 0.550 0.582348
## School4931:C_SES 0.91185 1.17597 0.775 0.438133
## School5937:C_SES 1.03962 2.00531 0.518 0.604175
## School7919:C_SES 3.98937 1.88178 2.120 0.034042 *
## School3716:C_SES 5.86379 1.18088 4.966 7.01e-07 ***
## School1909:C_SES 2.85479 1.63722 1.744 0.081260 .
## School2651:C_SES 4.89906 1.55631 3.148 0.001652 **
## School2467:C_SES 3.13713 1.65830 1.892 0.058563 .
## School1374:C_SES 3.85432 1.66836 2.310 0.020904 *
## School6600:C_SES 4.70429 1.16489 4.038 5.44e-05 ***
## School5667:C_SES 3.52297 1.24071 2.839 0.004532 **
## School5720:C_SES 2.46631 1.26524 1.949 0.051302 .
## School3498:C_SES -0.13109 1.45712 -0.090 0.928320
## School3881:C_SES 2.39071 1.79271 1.334 0.182388
## School2995:C_SES 1.43231 1.01804 1.407 0.159492
## School5838:C_SES 1.85305 1.77992 1.041 0.297872
## School3688:C_SES 1.53672 1.72035 0.893 0.371749
## School9158:C_SES 3.86121 1.12532 3.431 0.000604 ***
## School8946:C_SES 1.69048 1.06749 1.584 0.113331
## School7232:C_SES 5.00160 1.47738 3.385 0.000715 ***
## School2917:C_SES 1.13585 1.02982 1.103 0.270083
## School6170:C_SES 4.81178 1.64962 2.917 0.003547 **
## School8165:C_SES 1.80224 1.38480 1.301 0.193148
## School9104:C_SES 1.49398 1.83440 0.814 0.415430
## School2030:C_SES 1.41198 1.31420 1.074 0.282681
## School8150:C_SES -0.18571 1.51064 -0.123 0.902162
## School4042:C_SES 1.69362 1.20501 1.405 0.159922
## School8357:C_SES 2.67578 1.15717 2.312 0.020788 *
## School8531:C_SES 3.31823 1.40287 2.365 0.018043 *
## School6074:C_SES 1.52909 1.30292 1.174 0.240603
## School4420:C_SES 2.95866 1.58878 1.862 0.062614 .
## School1906:C_SES 2.14551 1.36955 1.567 0.117259
## School3992:C_SES 0.53788 1.38802 0.388 0.698389
## School3999:C_SES 3.56698 0.98836 3.609 0.000310 ***
## School4173:C_SES 3.36567 1.45956 2.306 0.021143 *
## School4325:C_SES 2.75605 1.03273 2.669 0.007632 **
## School5761:C_SES 3.10801 1.19136 2.609 0.009106 **
## School6484:C_SES 0.60568 1.49351 0.406 0.685093
## School6897:C_SES 3.58049 1.17477 3.048 0.002314 **
## School7635:C_SES 2.44847 1.26927 1.929 0.053767 .
## School7734:C_SES 6.03523 1.48469 4.065 4.86e-05 ***
## School8175:C_SES 1.61237 1.54334 1.045 0.296186
## School8874:C_SES 4.09630 1.43512 2.854 0.004326 **
## School9225:C_SES 2.88589 1.39642 2.067 0.038806 *
## School2458:C_SES 2.95669 1.22988 2.404 0.016241 *
## School3610:C_SES 2.95585 1.20868 2.446 0.014489 *
## School5640:C_SES 3.82774 1.38890 2.756 0.005868 **
## School3838:C_SES 0.59790 1.23391 0.485 0.628005
## School9359:C_SES -0.83348 1.46679 -0.568 0.569895
## School2208:C_SES 2.63664 1.31898 1.999 0.045648 *
## School6089:C_SES 1.69245 1.51926 1.114 0.265318
## School1477:C_SES 1.23061 1.14871 1.071 0.284075
## School2768:C_SES 3.51228 1.37517 2.554 0.010668 *
## School3039:C_SES 2.95567 1.92045 1.539 0.123839
## School5819:C_SES 1.97252 1.43955 1.370 0.170658
## School6397:C_SES 2.75901 1.03849 2.657 0.007908 **
## School1308:C_SES 0.12602 2.89741 0.043 0.965308
## School1433:C_SES 1.85429 1.74798 1.061 0.288809
## School1436:C_SES 1.60056 1.61653 0.990 0.322150
## School1461:C_SES 6.26650 1.54684 4.051 5.15e-05 ***
## School1637:C_SES 3.11681 1.56230 1.995 0.046081 *
## School1942:C_SES 0.08938 2.17762 0.041 0.967260
## School1946:C_SES 3.58583 1.40776 2.547 0.010881 *
## School2336:C_SES 1.90497 1.39610 1.364 0.172457
## School2526:C_SES 0.15950 1.32609 0.120 0.904264
## School2626:C_SES 4.09968 1.77861 2.305 0.021197 *
## School2755:C_SES 0.56050 1.41945 0.395 0.692950
## School2771:C_SES 4.26819 1.60528 2.659 0.007859 **
## School2990:C_SES 1.32454 1.32327 1.001 0.316883
## School3020:C_SES 1.65368 1.21797 1.358 0.174595
## School3152:C_SES 2.76825 1.00158 2.764 0.005727 **
## School3332:C_SES 2.03095 1.71772 1.182 0.237106
## School3351:C_SES 2.45504 1.16971 2.099 0.035867 *
## School3427:C_SES -0.48817 1.31793 -0.370 0.711094
## School3657:C_SES 3.73591 1.10047 3.395 0.000691 ***
## School4642:C_SES 3.27239 1.17344 2.789 0.005306 **
## School5404:C_SES 1.21423 1.60712 0.756 0.449955
## School5619:C_SES 5.25753 1.25841 4.178 2.98e-05 ***
## School6366:C_SES 1.51752 1.21527 1.249 0.211812
## School6469:C_SES 1.75529 1.29272 1.358 0.174562
## School7011:C_SES 5.07465 1.72585 2.940 0.003289 **
## School7276:C_SES 3.77336 1.06358 3.548 0.000391 ***
## School7332:C_SES 2.46320 1.32282 1.862 0.062634 .
## School7345:C_SES 4.21192 0.98954 4.256 2.10e-05 ***
## School7688:C_SES 0.11634 1.47469 0.079 0.937119
## School7697:C_SES 3.13622 1.77439 1.767 0.077190 .
## School8193:C_SES 2.33521 1.62482 1.437 0.150704
## School8202:C_SES 3.70590 1.47606 2.511 0.012073 *
## School8627:C_SES 1.86956 1.18737 1.575 0.115408
## School8628:C_SES 1.23139 1.34892 0.913 0.361339
## School9198:C_SES 2.61055 1.69902 1.537 0.124462
## School9586:C_SES 1.67208 1.33730 1.250 0.211217
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 6.06 on 6865 degrees of freedom
## Multiple R-squared: 0.8328, Adjusted R-squared: 0.825
## F-statistic: 106.8 on 320 and 6865 DF, p-value: < 2.2e-16# collect regression estimates from individual regression by school
m1b_betas <- m1b %>%
coef %>%
matrix(ncol = 2) %>%
as.data.frame %>%
rename( b0 = V1, b1 = V2)
#
colMeans(m1b_betas)## b0 b1
## 12.620755 2.201641#
apply(m1b_betas, 2, sd)## b0 b1
## 3.117651 1.630998#
cor(m1b_betas)## b0 b1
## b0 1.00000000 0.01346686
## b1 0.01346686 1.00000000# scatter plot of regression coefficient estimates
ggplot(m1b_betas, aes(b0, b1)) +
geom_point(pch = 20) +
stat_smooth(method = "lm", se = F) +
stat_ellipse() +
annotate("text", x = 5, y = 5, label = "r = 0.013") +
labs(x = "Intercept estimates", y = "Slope estimates")## `geom_smooth()` using formula 'y ~ x'
# random intercept only
summary(m3a <- lmer(Math ~ C_SES + (1 | School), data = dta))## Linear mixed model fit by REML ['lmerMod']
## Formula: Math ~ C_SES + (1 | School)
## Data: dta
##
## REML criterion at convergence: 46724
##
## Scaled residuals:
## Min 1Q Median 3Q Max
## -3.0969 -0.7322 0.0194 0.7572 2.9147
##
## Random effects:
## Groups Name Variance Std.Dev.
## School (Intercept) 8.672 2.945
## Residual 37.010 6.084
## Number of obs: 7185, groups: School, 160
##
## Fixed effects:
## Estimate Std. Error t value
## (Intercept) 12.6361 0.2445 51.68
## C_SES 2.1912 0.1087 20.17
##
## Correlation of Fixed Effects:
## (Intr)
## C_SES 0.000# random intercept and slope - correlated
summary(m3b <- lmer(Math ~ C_SES + (C_SES | School), data = dta))## Linear mixed model fit by REML ['lmerMod']
## Formula: Math ~ C_SES + (C_SES | School)
## Data: dta
##
## REML criterion at convergence: 46714.2
##
## Scaled residuals:
## Min 1Q Median 3Q Max
## -3.09680 -0.73193 0.01855 0.75386 2.89924
##
## Random effects:
## Groups Name Variance Std.Dev. Corr
## School (Intercept) 8.681 2.9464
## C_SES 0.694 0.8331 0.02
## Residual 36.700 6.0581
## Number of obs: 7185, groups: School, 160
##
## Fixed effects:
## Estimate Std. Error t value
## (Intercept) 12.6362 0.2445 51.68
## C_SES 2.1932 0.1283 17.10
##
## Correlation of Fixed Effects:
## (Intr)
## C_SES 0.009# random intercept and slope - uncorrelated
summary(m3c <- lmer(Math ~ C_SES + (1 | School) +
(C_SES - 1 | School), data = dta))## Linear mixed model fit by REML ['lmerMod']
## Formula: Math ~ C_SES + (1 | School) + (C_SES - 1 | School)
## Data: dta
##
## REML criterion at convergence: 46714.2
##
## Scaled residuals:
## Min 1Q Median 3Q Max
## -3.09607 -0.73095 0.01694 0.75391 2.90167
##
## Random effects:
## Groups Name Variance Std.Dev.
## School (Intercept) 8.6807 2.9463
## School.1 C_SES 0.6941 0.8331
## Residual 36.7002 6.0581
## Number of obs: 7185, groups: School, 160
##
## Fixed effects:
## Estimate Std. Error t value
## (Intercept) 12.6360 0.2445 51.68
## C_SES 2.1926 0.1283 17.09
##
## Correlation of Fixed Effects:
## (Intr)
## C_SES 0.000# summary(m3c <- lme(Math ~ C_SES,
# random = list(School = pdDiag(~ C_SES)), data = dta))
# default residual plot
plot(m3c, xlab = "Fitted values", ylab = "Pearson residuals",
pch = 20, cex = .5, type = c("p", "g"))
# model comparisons
anova(m3a, m3b, m3c)## refitting model(s) with ML (instead of REML)## Data: dta
## Models:
## m3a: Math ~ C_SES + (1 | School)
## m3c: Math ~ C_SES + (1 | School) + (C_SES - 1 | School)
## m3b: Math ~ C_SES + (C_SES | School)
## npar AIC BIC logLik deviance Chisq Df Pr(>Chisq)
## m3a 4 46728 46756 -23360 46720
## m3c 5 46721 46755 -23356 46711 9.4196 1 0.002147 **
## m3b 6 46723 46764 -23356 46711 0.0134 1 0.907954
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1# CIs for model parameters
confint(m3c, method="boot")## Computing bootstrap confidence intervals ...##
## 3 message(s): boundary (singular) fit: see ?isSingular
## 1 warning(s): Model failed to converge with max|grad| = 0.00255542 (tol = 0.002, component 1)## 2.5 % 97.5 %
## .sig01 2.6100481 3.269883
## .sig02 0.3848003 1.141918
## .sigma 5.9425454 6.150370
## (Intercept) 12.1304752 13.088948
## C_SES 1.9525498 2.439487# The end0.11 model 4
library(merTools)## Loading required package: arm## Loading required package: MASS##
## Attaching package: 'MASS'## The following object is masked from 'package:dplyr':
##
## select##
## arm (Version 1.11-2, built: 2020-7-27)## Working directory is C:/Users/user/Desktop/multilevel/1005/1005## Registered S3 method overwritten by 'broom.mixed':
## method from
## tidy.gamlss broom# to facilitate comparison with sas output
#options(contrasts = c(factor = "contr.SAS", ordered = "contr.poly"))
# full
summary(m4a <- lmer(Math ~ Ave_SES + Sector + C_SES + Ave_SES:C_SES +
Sector:C_SES + (C_SES | School), data = dta))## Linear mixed model fit by REML ['lmerMod']
## Formula: Math ~ Ave_SES + Sector + C_SES + Ave_SES:C_SES + Sector:C_SES +
## (C_SES | School)
## Data: dta
##
## REML criterion at convergence: 46503.7
##
## Scaled residuals:
## Min 1Q Median 3Q Max
## -3.15926 -0.72319 0.01704 0.75444 2.95822
##
## Random effects:
## Groups Name Variance Std.Dev. Corr
## School (Intercept) 2.380 1.5426
## C_SES 0.101 0.3179 0.39
## Residual 36.721 6.0598
## Number of obs: 7185, groups: School, 160
##
## Fixed effects:
## Estimate Std. Error t value
## (Intercept) 12.1279 0.1993 60.856
## Ave_SES 5.3329 0.3692 14.446
## SectorCatholic 1.2266 0.3063 4.005
## C_SES 2.9450 0.1556 18.928
## Ave_SES:C_SES 1.0393 0.2989 3.477
## SectorCatholic:C_SES -1.6427 0.2398 -6.851
##
## Correlation of Fixed Effects:
## (Intr) Av_SES SctrCt C_SES A_SES:
## Ave_SES 0.256
## SectorCthlc -0.699 -0.356
## C_SES 0.075 0.019 -0.053
## A_SES:C_SES 0.019 0.074 -0.026 0.293
## SctrC:C_SES -0.052 -0.027 0.077 -0.696 -0.351# reduced
summary(m4b <- lmer(Math ~ Ave_SES + Sector + C_SES + Ave_SES:C_SES +
Sector:C_SES + (1 | School), data = dta))## Linear mixed model fit by REML ['lmerMod']
## Formula: Math ~ Ave_SES + Sector + C_SES + Ave_SES:C_SES + Sector:C_SES +
## (1 | School)
## Data: dta
##
## REML criterion at convergence: 46504.8
##
## Scaled residuals:
## Min 1Q Median 3Q Max
## -3.1701 -0.7249 0.0148 0.7542 2.9655
##
## Random effects:
## Groups Name Variance Std.Dev.
## School (Intercept) 2.375 1.541
## Residual 36.766 6.064
## Number of obs: 7185, groups: School, 160
##
## Fixed effects:
## Estimate Std. Error t value
## (Intercept) 12.1282 0.1992 60.885
## Ave_SES 5.3367 0.3690 14.463
## SectorCatholic 1.2245 0.3061 4.000
## C_SES 2.9421 0.1512 19.457
## Ave_SES:C_SES 1.0444 0.2910 3.589
## SectorCatholic:C_SES -1.6422 0.2331 -7.045
##
## Correlation of Fixed Effects:
## (Intr) Av_SES SctrCt C_SES A_SES:
## Ave_SES 0.256
## SectorCthlc -0.699 -0.356
## C_SES 0.000 0.000 0.000
## A_SES:C_SES 0.000 0.000 0.000 0.295
## SctrC:C_SES 0.000 0.000 0.000 -0.696 -0.351# will refit be ML estimation
anova(m4a, m4b)## refitting model(s) with ML (instead of REML)## Data: dta
## Models:
## m4b: Math ~ Ave_SES + Sector + C_SES + Ave_SES:C_SES + Sector:C_SES +
## m4b: (1 | School)
## m4a: Math ~ Ave_SES + Sector + C_SES + Ave_SES:C_SES + Sector:C_SES +
## m4a: (C_SES | School)
## npar AIC BIC logLik deviance Chisq Df Pr(>Chisq)
## m4b 8 46513 46568 -23249 46497
## m4a 10 46516 46585 -23248 46496 1.0016 2 0.6061# residualual plot
plot(m4b, xlab = "Fitted values", ylab = "Pearson residuals",
pch = 20, cex = .5, type = c("p", "g"))
# quick summary of model parameter estimates
fastdisp(m4b)## lmer(formula = Math ~ Ave_SES + Sector + C_SES + Ave_SES:C_SES +
## Sector:C_SES + (1 | School), data = dta)
## coef.est coef.se
## (Intercept) 12.13 0.20
## Ave_SES 5.34 0.37
## SectorCatholic 1.22 0.31
## C_SES 2.94 0.15
## Ave_SES:C_SES 1.04 0.29
## SectorCatholic:C_SES -1.64 0.23
##
## Error terms:
## Groups Name Std.Dev.
## School (Intercept) 1.54
## Residual 6.06
## ---
## number of obs: 7185, groups: School, 160
## AIC = 46520.8# estimate fixed-effects parameters by simulation
m4b_fe <- FEsim(m4b, 1000)
# plot for fixed effects
plotFEsim(m4b_fe) +
labs(title = "Coefficient Plot", x = "Median Effect Estimate")
# estimate random-effects parameters by simulation
m4b_re <- REsim(m4b)
# normality plot for random effects
plotREsim(m4b_re)
# The end