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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
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2014-04-17

Is it useful to include cross-level-interaction in multilevel (hierarchical) models without varying slopes (only varying intercept)? A short example in R:

m1 <- lme(y~x_1+x_2+z_1+z_2+x_1:z_1, random = ~1|county, data = data)

Where:

  • y = Response variable
  • x = covariate from individual-Level
  • z = covariate from group-Level

Technically these models can be fitted in R without warnings. But is it useful from a theoretical point of view? I once read that cross-level-interactions are only possible with individual-Level variables that possess a varying slope. Is that correct?


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2014-4-17 03:53:57
While the model can be estimated, it doesn't make sense to have a cross-level interaction without a random slope, as the slope variability is what cross-level interaction is trying to predict.
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