Multilevel Analysis/Hierarchical Linear Modeling
Edpsych/Psych/Stat 587
C.J. Anderson
Fall 2007
Last revised: 12/3/2007/font>
Final Exam:
General Information
Announcements
Lecture notes
Computer Lab
Homework (new one due Sept 27)
Example analyses
Handy program and links
Questions or problems regarding this site should be sent to
cja@uiuc.edu.
General Information (MSword
format):
- Syllabus
(2007).
- Course log This contains a record of
what we cover in lecture and the short term plan for up coming lectures.
Announcements:
- 11/8/2007: Finished computer lab 4. The SAS code created during lab is
now online (see Computer lab 4). This includes corrections to the handouts.
- 11/6/2007:
- Thursday's lecture will be held in the computer lab. The times of the
sessions will be 10-11:30 and 11:30-1:00pm. Come to which ever works into your
schedule. The sas code created in the 2nd hour of the lab is on the web (under
computer lab 4).
- Homework 4 will be due Tuesday November 27 (after Thanksgiving break)
- 11/2/2007: Lecture will be held in the computer lab on Tuesday November 6. There
will be 2 sessions: 9-10:30 and 10:30 to 12. The earlier one is usually less
crowded (hint...hint).
- 10/30/2007: Homework 4 is due TUESDAY November 4 (not thursday).
- 10/16/2007: Next computer lab will be TUESDAY, OCTOBER 23. Both the homework
and lab instructions are on the web if you want to get an early start. Be sure
to bring your sas code from previous lab sessions.
- 10/1/2007: Reminder--- next computer lab is tomorrow (Tuesday, October 2nd).
There are 2 sessions: 9:00-10:30 and 10:30-12.
- 9/12/2007:
- I goofed: Homework 1 (which is labeled 'homework 2') is due *THURSDAY*
September 20.
- The SAS program created during the first computer lab is on the web (see
computer lab 1).
- 9/10/2007: Lecture will meet in the computer lab. You should come to rm 15/17
at either the 9:00-10:30 session or the 10:30-12:00 session. If you want to
get a preview of what we'll be doing, the computer lab session and homework
assignments are now posted.
- 9/2/2007: No homework has been assignment/homework has been assigned (yet).
- 8/30/2007:
- Mandy's office hour for our class are now set for Fri 3-5 in rm 15/17.
- A 2nd introduction to SAS will be held Friday 4-5 in rm 15/17 thanks to Mandy!
- 8/28/2007:
- Mandy’s office hours: Tue 9-10, Thur 9-10 and Fri 1-5 in rm 15/17.
- All those on waiting list will be admitted (send me a note with your UIN and I’ll forward it to allow an override).
- Introduction to SAS to be given at 12 on Thursday (handout available on web course page).
- 8/17/2007:
- The class is full. If you're interested in enrolling, contact me (cja@uiuc.edu)
and I can put you on the waiting list. If you're on the wait list, you should come the first day of classes.
- I will hold introductions to SAS this within the first two weeks. More information will
be given in lecture. Below are handouts and data that we'll
use:
- I will be revising lectures notes as we go through the semester, so if you're going to print them, it's best
to wait until a set has been revised.
- On most days the class will meet 10:00--11:50am in rm 42A Education building; however, some
days we will meet in the computer lab in rm 15/17.
Lectures Notes (are in
pdf format):
Computer Lab Sessions:
- Computer Lab Session 0: Introduction to SAS in GRICL, rm 15/17 Education Building.
- Computer Lab Session 1: GRICL, rm 15/17 Education Building, September 11, 2007.
- Computer Lab Session 2:
- Computer Lab Session 3:
- Computer Lab Session 4:
Homework
- Homework Number 1:
- Homework Number 2:
- Homework Number 3:
- Homework Number 4:
- Homework Number 5:
- Homework Number 6: Not one this year.....
Example SAS Programs (ascii/text format):
-
From lectures:
- Introduction
- Models for Clustered Data: ANOVA & multiple regression
- School10data.sas.
SAS program that creates perminant SAS dataset for the NELS88, N=10, data.
- ANOVAs.sas.
SAS code that does the fixed and random effects ANOVAs, regression models
for each school, regression models for the estimates slopes and intercepts,
and a little more.
- Random Intercept Model
- ANCOVA.sas.
Fits ANCOVA model to NELS88, N=10 data (includes centering a variable, model
fitting using GLM, and SAS/GRAPH of model).
- hsb1.sas.
Creates SAS data set of level 1 data for the High School and Beyond data.
- hsb2.sas.
Creates SAS data set of level 2 data for the High School and Beyond data.
- hsball.sas.
Merges level 1 and level 2 high school and beyond sas datasets.
- betwithin.sas.
SAS/GRAPHS for looking between and within variability of SES in the high
school and beyond data.
- randomintercepts.sas.
SAS PROC MIXED and fitting random intercept models (includes centering SES).
- randintplot.sas. Plotting
estimated regression line and estimated regression lines for groups. The
MIXED code outputs estimates of random effects (U's) to a file.
- Random Intercept and Slopes Model
-
Examples from Snijders & Bosker:
- MLbook.sas.
Create SAS data for examples in Chapters 4 and 5.
- Ch4_examples.sas.
Example 2-level analyses from Chapter 4 (random intercept models).
- Ch5_examples.sas.
Example 2-level analyses from Chapter 5 (random intercept and
slopes).
- Ch12_examples.sas.
Examples analyses from Chapter 12 (longitudinal data analysis),
including creating sas dataset.
-
Examples from Chapter 4 of Kreft & de Leeuw provided and written
by Carol Nickerson:
-
School23.sas.
SAS code that creates data set and fits models reported in Kreft &
de Leeuw.
-
school23.dat.
Raw data file that is used as input to school23.sas.
Handy Programs and Links:
-
Ones specific to multilevel modeling:
-
General ones:
-
CIforP.f:
A FORTRAN program that computes large sample confidence intervals for a
proportion.
-
pvalue.f:
A FORTRAN program that computes p-values and (bonferroni) critical values
for the standard normal, chi-squared, t, and F distributions (and for correlations).
For users of PC type computers,
pvalue.exe
is an executable (i.e. already compiled) program.
-
On-line distribution/density
calculator of various distributions. This is an alternative to the
p-value program.
-
Ghostscript,
an interpreter for the PostScript language (to view and print PostScript
files), is free and available for various computers at this site. For more
information, see the main home page for Ghostscript, Ghostview and GSview,
http://www.cs.wisc.edu/~ghost/index.html.