Using SAS PROC MIXED to Fit Multilevel Model

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Using SAS PROC MIXED to Fit Multilevel Model

• B4 KANEKIYO Michiwo

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?????

• Using SAS PROC MIXED to fit multilevel Models,
  Hierarchical Models, and Individual Growth Models
• Singer, J.D. (1998)
• Journal of Educational and Behavioral Statistics
• 24, 323-355
• ??????????????????????????????????????????

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For Multilevel Model

• ????????????
• HLM(Bryk, Raudenbush, Congdon, 1996)
• MLwiN(Prosser, Rasbash, Goldstein, 1996)
• SAS
• PROC MIXED

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SAS????

• SAS
• ????????????
• ??????????????????????????????
• ??????
• HLM, MLwiN
• ??????????????

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??

• SAS(PROC MIXED)?Multilevel???????
• ???????????
• ????????????
• ??2?????????
• ???????(school effects models)
• ???????
• ?????(individual growth models)
• ?????

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????

• Multilevel Model????
• ????????(ex.) HLM(Bryk Raudenbush 1992)
• ????????????
• ??????? (ex.)SAS, MLwiN(Goldstein 1995)
• ????2????
• ????4??????
• ????????????
• ???????
• ??????????
• ?????????????????????

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Two-Level School Effects Models

• ??? (Brk and Raudenbush(1992))
• 160?????7185?(14-67?/school)
• ??
• ??????????? (MATHACH),???????
  (SESSocio-Economic Status)
• ???????(0)?????(1) (SECTOR),SES???????
  (MEANSES)
• SES???MEANSES??????????????
• ??????SES?0,?????????MEANSES?0
• ???????

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??

• unconditional means model
• ?????(MATHACH)????????????
• ?????
• ?????(MEANSES)
• ?????(SES)
• ???????????

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Unconditional Means Model

• ????????????????
• µ????
• t00????????
• s2???????

• 2????????
• step1(?????)
• step2(?????)
• 1??????

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SAS ?????

• ??1
• PROC MIXED
• CLASS school
• MODEL mathach
• RANDOM school
• RUN

• ??2
• PROC MIXEDNOCLPRINT COVTEST
• CLASS school
• MODEL mathach /solution
• RANDOM intercept/SUBschool
• RUN

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????

• ???????(????)
• ??????(MATHACH)?
• ??????????????
• ??????????????????????????????????
• ?????
• (????????)/(???????).18
• ??????20????????
• ??????????????????????????????
• ??????????????????????
• ??????

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???

• ?????
• AIC, SBC
• SBC??????????????????
• ????
• ?0012.64(plt.001)
• ???????????????????????12.64

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?????(level2)??????

• MEANSES??

• SAS ?????
• PROC MIXEDNOCLPRINT COVTEST
• CLASS school
• MODEL mathach meanses/solution ddfmbw
• RANDOM int / SUBschool
• RUN

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??

• ????
• ?00??
• ??????????????????????
• ?01??
• ?????????????????????????
• MeanSES?1??????,?????????5.86???

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??

• ????
• ???????8.61?2.64
• MEANSES????????????????????
• (8.61-2.64)/8.61?69 ???R2??????????
• ???????????????????
• ?????????????????
• 2.64/2.6439.16?6
• SES?????(MEANSES)???????????,????????????????????
  ??0.06
• ?????????????????SES?????(MEANSES)???????(??????)

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?????(level1)??????

• SES???
• ???1????
• ??????????
• ????????

• ????????
• ß0j?,????????SES?????????????????
• ?????(j1,2,.)???????????
• ß0j??????????SES???????????????????????????
• ???????????????
• ???????

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??????

• CSESSES-MEANSES
• ??????????????????

• SAS ?????
• PROC MIXED NOCLPRINT COVTEST NOITPRINT
• CLASS school
• MODEL mathach cses/solution ddfmbw notest
• RANDOM int cses/SUBschool TYPEUN
• RUN

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??

• ????
• ?00??
• ???SES?????????????
• ?01??
• ??????????SES??????????
• ????
• t00??
• SES??????????,??,????????????????
• t11??
• ?????????
• t10???
• ???????SES????(???),????????????????(???)?????????
  ???

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??

• ??????SES??????????(????)?????????????
• (39.15 36.70)/39.15?6
• ???????,??????SES??????????????????????
• ???????????
• Snijders and Bosker(1994)???????

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??????????

• SES(level1),MEANSES,SECTOR(level2)??

• SAS ?????
• PROC MIXED NOCLPRINT COVTEST NOITPRINT
• CLASS school
• MODEL mathach meanses sector cses meansescses
  sectorcses/solution ddfmbw notest
• RANDOM int cses/TYPEun SUBschool
• RUN

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??

• ????(?????)
• PublicMATHACH 12.11 5.34 MEANSES 2.94
  CSES 1.03 MEANSESCSES
• CatholicMATHACH 13.33 5.34 MEANSES 1.30
  CSES 1.03 MEANSESCSES
• P?C?,?????????(??)???????
• P?C?,??????????SES??????(??)???????,P???????(???)
• ???SES?????????????
• ???SES????SES????????,???SES?????,??????????SES???
  ??????(???)

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??

• ????(?????)
• PublicMATHACH 12.11 5.34 MEANSES 2.94
  CSES 1.03 MEANSESCSES
• CatholicMATHACH 13.33 5.34 MEANSES 1.30
  CSES 1.03 MEANSESCSES
• ???SES(MEANSES)???????,???SES???????????????!!(MEA
  NSES?-1.26)
• SES?????????????????
• ???????MEANSES????-1.188???????????
• ????(?)???.

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??

• ????
• t00??
• SECTOR????????????????
• ?????????????????????
• t10?t11???(p.35?p.64)
• ???????????????????
• ??????SES????????(u1j)?????

?22(0.05)5.99?21(0.05)3.84
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Individual Growth Models

• ??? (Willett 1988)
• opposite naming skill???
• opposite naming task???????
• ??(Y)
• 35?4??(TIME0,1,2,3)
• ???0??????????????
• c.f.) ???0?????(???),???0?????(???)
• ??????????(COVAR)

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UnconditionalLinear Growth Model

• ???????
• p???????
• ?????????

• ??
• ??????????164(ß00)??????27(ß10)????????
• t00,t11????????
• ??1198.78,132.40
• ??????(level2)??????????????

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?????(level2)??????

• COVAR????
• CCOVAR???
• ß00??????????????????????????????
• ???

• SAS ?????
• PROC MIXEDNOCLPRINT COVTEST
• CLASS id
• MODEL y time ccovar timeccovar/s ddfmbw
  notest
• RANDOM int time /TYPEun SUBid gcorr
• RUN

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??

• ??????
• ???????(??)??????
• ?????????????
• ??????
• ???(??)???????????
• (132.40-107.25)/132.40?19
• ???(??)?????????19?????????????

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??????????

• ?????CS
• ????????
• ???????
• S???????
• TIME??????????????????

• SAS ?????
• PROC MIXED NOCLPRINT COVTEST NOITPRINT
• CLASS id wave
• MODEL y time/s notest
• REPEATED wave/TYPEcs SUBid r
• RUN

wave?time??????
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??

• ???????
• AR(1)???????
• ?????(UN v.s. AR(1))?210.05(8), p.26

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??(???AR(1))

• SAS ?????
• PROC MIXED NOCLPRINT COVTEST NOITPRINT
• CLASS id wave
• MODEL y timeccovar timeccovar/s ddfmbw
  notest
• RANDOM int time/TYPEun SUBid g
• REPEATED wave/TYPEar(1) SUBid r
• RUN

• ???????????
• ???????????????????
• ????,???????????????
• AR(1)?????????
• ?????????
• ?????????

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?????(??????)

• ??????????????????????????
• ??????????????????????????????
• ????????????????
• ???????,????
• ??????????????,???????????(?????????????????)?????
  ????
• ???????????????????????????????
• ????????(??????)???????????
• ??????,???????????
• Multilevel Model??ddfmbw??????
• ????????????????????

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??2

• ????????CONTRAST?ESTIMATE???
• ??????????????
• SES????????????????????
• ????????????????
• ?????????
• ???????????????????????
• ???????????????? chpa11
• v.s. LCA
• ??????????
• ??

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???????????

• PROC MIXED
• CLASS teacher school
• MODEL mathach /s
• RANDOM int /SUBschool
• RANDOM int /SUBteacher(school)
• RUN
• ??-??-??

• PROC MIXED
• CLASS student teacher
• MODEL mathach time /s ddfmbw
• RANDOM int time /TYPEun SUBteacher
• RANDOM int time /TYPEun SUBstudent(teacher)
• RUN
• ??-??-???

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??HP

• http//www.ats.ucla.edu/stat/sas/seminars/sas_mlm/
  mlm_sas_seminar.htm
• ????(sas7bdat????)?????????????
• ????????????????
• ???SPSS?S-Plus?????????
• UCLA Academic Technology Services ??
• ????????????????HP???
• ??????(???????HP???????)
• ????HP?????
• ?????????????
• (????????)??????????????????????