7. HLM到底在做什麼?
• 自變數平減(Mean center)兩種方法
– Group mean center (組平減)
– Grand mean center (總平減)
• 內生變數(Y)變異數的分解
– 可解釋變異 (R2) (Level1 and Level 2)
– 不可解釋變異 (殘差)
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36. Sample size requirements
• Kreft (1996) proposes a general 30/30
rule, in which there are 30 groups and 30
observations per group.
• Hox (1998) suggests a minimum ratio of
50/20 rule, in order to test cross-level
interactions.
• Hox (1998) also suggests a minimum ratio
of 100/10 to test random effects.
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Hox,J.(1998). Multilevel modeling: When and why. In R.Mathar & M. Schader,
Classification, data analysis, and data highways. Berlin, Germany: Springer-Verlag.
Kreft, I.G.G. (1996). Are multilevel techniques necessary? An overview, including
simulation studies. Unpublished manuscript, California State University, Los Angeles, CA.
81. Centering
• No centering (common practice in
single level regression)
• Centering around the group mean ( 𝑿j )
• Centering around the grand mean (M )
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90. What is rwg(j)?
• rwg(j)是目前使用最廣泛的interrater
agreement指標,特別是針對量表為李克特
量表
• rwg(j)因為無法符合常態分配,因此不適合估
計φ±2σ的信賴區間
• (j)代表的是構面量表的題數
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91. 91
Rule-Of-Thumb
•實務上一般認為 Rwg(j) >0.70 表示可以
接受個別的分數整合成群體分數,當然愈
高愈好
• Zohar (2000) cited rWG values in the .70’s
and mid .80’s as proof that judgments
“were sufficiently homogeneous for within
group aggregation”
Zohar, D.(2000). A group-level model of safety climate: testing the effect of
group climate on microaccidents in manufacturing jobs. Journal of Applied
Psychology, 85(4), 587-596.
92. How to calculate rwg(j)?
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James L R, Demaree R G, Wolf G.(1993). Rwg: An Assessment of within-
Group Interrater Agreement. Journal of Applied Psychology.78, 306-309.
94. 94
Centering Decisions
• Level-1 parameters are used as
outcome variables at level-2
• Thus, one needs to understand the
meaning of these parameters
• Intercept: 當X為0時,Y的期望值
• Slope: X每增加1個單位,Y期望增加某些單
位
• Raw metric form: X等於0可能沒有意義
95. 95
Centering Decisions
• 3 種選擇
– Raw metric (資料不做中心化)
– Grand mean
– Group mean
• Kreft et al. (1995): raw metric and
grand mean equivalent, group mean non-
equivalent
• Raw metric/Grand mean centering
– intercept var = adjusted between group
variance in Y
• Group mean centering
– intercept var = between group variance in
Y
[Kreft, I.G.G., de Leeuw, J., & Aiken, L.S. (1995). The effect of different forms of centering in
Hierarchical Linear Models. Multivariate Behavioral Research, 30, 1-21.]
96. 96
Centering Decisions
• 重點是…
– Grand mean centering and/or raw
metric estimate incremental models
• Controls for variance in level-1 variables
prior to assessing level-2 variables
– Group mean centering
• Does NOT estimate incremental models
– Does not control for level-1 variance
before assessing level-1 variables
– Separately estimates with group
regression and between group
regression
97. 97
Centering Decisions
• 當研究包含跨層次交互作用時中心化決
策就顯得非常重要
•考慮以下的模型:
Level 1: Yij = ß0j + ß1j (Xgrand) + rij
Level 2: ß0j = 00 + U0j
ß1j = 10
• ß1j群組斜率整合時並未提供不偏的估計
– It actually represents a mixture of both the
within and between group slope
– Thus, you might not get an accurate picture
of cross-level interactions
98. 98
Centering Decisions
• Bryk & Raudenbush make the distinction
between cross-level interactions and
between-group interactions
– Cross-level: Group level predictor of level-1
slopes
– Group-level: Two group level predictors
interacting to predict the level-2 intercept
99. 99
Centering Decisions
• Only group-mean centering enables the
investigation of both types of
interaction
• Illustration (Hofmann & Gavin, 1999,
J. of Management)
– Created two data sets
• Cross-level interaction, no between-group
interaction
• Between-group interaction, no cross-level
interaction
100. 100
Centering Decision
• Incremental
– group adds incremental prediction over
and above individual variables
– grand mean centering
– group mean centering with means added
in level-2 intercept model
101. 101
Centering Decision
• Mediational
– individual perceptions mediate relationship
between contextual factors and individual
outcomes
– grand mean centering
– group mean centering with means added
in level-2 intercept model
102. 102
Centering Decisions
• Moderational
– group level variable moderates level-1
relationship
– group mean centering provides clean
estimate of within group slope
– separates between group from cross-level
interaction
– Practical: If running grand mean
centered, check final model group mean
centered