1 load data and see it

## 'data.frame':    1190 obs. of  12 variables:
##  $ sex     : int  1 0 1 0 0 1 0 0 1 0 ...
##  $ minority: int  1 1 1 1 1 1 1 1 1 1 ...
##  $ mathkind: int  448 460 511 449 425 450 452 443 422 480 ...
##  $ mathgain: int  32 109 56 83 53 65 51 66 88 -7 ...
##  $ ses     : num  0.46 -0.27 -0.03 -0.38 -0.03 0.76 -0.03 0.2 0.64 0.13 ...
##  $ yearstea: num  1 1 1 2 2 2 2 2 2 2 ...
##  $ mathknow: num  NA NA NA -0.11 -0.11 -0.11 -0.11 -0.11 -0.11 -0.11 ...
##  $ housepov: num  0.082 0.082 0.082 0.082 0.082 0.082 0.082 0.082 0.082 0.082 ...
##  $ mathprep: num  2 2 2 3.25 3.25 3.25 3.25 3.25 3.25 3.25 ...
##  $ classid : int  160 160 160 217 217 217 217 217 217 217 ...
##  $ schoolid: int  1 1 1 1 1 1 1 1 1 1 ...
##  $ childid : int  1 2 3 4 5 6 7 8 9 10 ...
##   sex minority mathkind mathgain   ses yearstea mathknow housepov mathprep
## 1   1        1      448       32  0.46        1       NA    0.082     2.00
## 2   0        1      460      109 -0.27        1       NA    0.082     2.00
## 3   1        1      511       56 -0.03        1       NA    0.082     2.00
## 4   0        1      449       83 -0.38        2    -0.11    0.082     3.25
## 5   0        1      425       53 -0.03        2    -0.11    0.082     3.25
## 6   1        1      450       65  0.76        2    -0.11    0.082     3.25
##   classid schoolid childid
## 1     160        1       1
## 2     160        1       2
## 3     160        1       3
## 4     217        1       4
## 5     217        1       5
## 6     217        1       6

2 model

2.1 m0

consider the School and Class level mathgainijk(j) = b0j + b1k(j) + εijk(j)

## Linear mixed model fit by REML ['lmerMod']
## Formula: mathgain ~ (1 | schoolid) + (1 | classid)
##    Data: classroom
## 
## REML criterion at convergence: 11768.8
## 
## Scaled residuals: 
##     Min      1Q  Median      3Q     Max 
## -4.6441 -0.5984 -0.0336  0.5334  5.6335 
## 
## Random effects:
##  Groups   Name        Variance Std.Dev.
##  classid  (Intercept)   99.22   9.961  
##  schoolid (Intercept)   77.50   8.804  
##  Residual             1028.23  32.066  
## Number of obs: 1190, groups:  classid, 312; schoolid, 107
## 
## Fixed effects:
##             Estimate Std. Error t value
## (Intercept)   57.427      1.443   39.79
  mathgain
Predictors Estimates CI
(Intercept) 57.43 54.60 – 60.26
Random Effects
σ2 1028.23
τ00 classid 99.22
τ00 schoolid 77.50
ICC 0.15
N schoolid 107
N classid 312
Observations 1190

2.2 m1

mathgainijk(j) = b0j + b1k(j) + β2 × mathkindijk(j) + β3 × sexijk(j) + β4 × minorityijk(j) + β5 × sesijk(j) + εijk(j)

## Linear mixed model fit by REML ['lmerMod']
## Formula: mathgain ~ mathkind + sex + minority + ses + (1 | schoolid) +  
##     (1 | classid)
##    Data: classroom
## 
## REML criterion at convergence: 11385.8
## 
## Scaled residuals: 
##     Min      1Q  Median      3Q     Max 
## -5.8257 -0.6110 -0.0337  0.5538  4.2678 
## 
## Random effects:
##  Groups   Name        Variance Std.Dev.
##  classid  (Intercept)  83.28    9.126  
##  schoolid (Intercept)  75.20    8.672  
##  Residual             734.57   27.103  
## Number of obs: 1190, groups:  classid, 312; schoolid, 107
## 
## Fixed effects:
##              Estimate Std. Error t value
## (Intercept) 282.79033   10.85323  26.056
## mathkind     -0.46980    0.02227 -21.100
## sex          -1.25119    1.65773  -0.755
## minority     -8.26213    2.34011  -3.531
## ses           5.34638    1.24109   4.308
## 
## Correlation of Fixed Effects:
##          (Intr) mthknd sex    minrty
## mathkind -0.978                     
## sex      -0.044 -0.031              
## minority -0.307  0.163 -0.018       
## ses       0.140 -0.168  0.019  0.163
  mathgain
Predictors Estimates CI
(Intercept) 282.79 261.52 – 304.06
mathkind -0.47 -0.51 – -0.43
sex -1.25 -4.50 – 2.00
minority -8.26 -12.85 – -3.68
ses 5.35 2.91 – 7.78
Random Effects
σ2 734.57
τ00 classid 83.28
τ00 schoolid 75.20
ICC 0.18
N schoolid 107
N classid 312
Observations 1190

2.3 compare m0 & m1

  mathgain mathgain
Predictors Estimates std. Error Estimates std. Error
(Intercept) 57.43 1.44 282.79 10.85
mathkind -0.47 0.02
sex -1.25 1.66
minority -8.26 2.34
ses 5.35 1.24
Random Effects
σ2 1028.23 734.57
τ00 99.22 classid 83.28 classid
77.50 schoolid 75.20 schoolid
ICC 0.15 0.18