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论坛 计量经济学与统计论坛 五区 计量经济学与统计软件 HLM专版
1536 2
2014-01-08
  • tj = Belta0j + Belta1j * timetj + etj              
  • Belta0j  = Gamma00 + Gamma01 * X1j + Gamma02 * X2tj + u0j   
  • Belta1j  = Gamma10 + Gamma11 * X3j + u1j               
t and j are indexes for time and individual;

It seems that HLM does not support to include the predictor from lower-level in the higher level mode. My first questions are:Can I specify an exact model as the above in HLM so all the lower-level predictors could be included in the high level model, and How can we estimate the following model using R /MLwiN?
  • Ytj = Belta0j + Belta1j * timetj + β2j * X2tj +etj                  
  • Belta0j  = Gamma00 + Gamma01 * X1j + u0j                                   
  • Belta1j  = Gamma10 + Gamma11 * X3j + u1j                                    
  • Belta1j  = Gamma20                                                               

Thank you again!



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2014-1-8 11:25:03

Two Multilevel Modeling Techniques for Analyzing Comparative Longitudinal Survey Datasets


Malcolm Fairbrother


School of Geographical Sciences, University of Bristol


30 March 2013




http://seis.bris.ac.uk/~ggmhf/MHF.MLM-longit.2013.pdf


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2014-1-8 11:31:53

y_tj = B_0 + B_1*X_j + B_2*X_tj + B_3*time_tj + B_4*X_j*time_tj + u_1j*time_tj + u_0j + e_tj

So there's an overall intercept, slope on X_j, slope on X_tj, slope on time, slope on the interaction between X_j and time, and three random erros (residual error, a random intercept by j, and a random time slope by j).

In R, this could be fitted using: lmer(y ~ Xtj + time*Xj + (time | group), data=dat) or using other functions, such as MCMCglmm.
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