library(foreign) library(lme4)
Table 4.1 on page 57 using the popular dataset.
popdata<-read.dta("https://stats.idre.ucla.edu/stat/stata/examples/mlm_ma_hox/popular.dta")
Part 1
m4.1.1 Linear mixed model fit by REML Formula: popular ~ sex + (1 | school) Data: popdata AIC BIC logLik deviance REMLdev 4501 4523 -2246 4485 4493 Random effects: Groups Name Variance Std.Dev. school (Intercept) 0.86222 0.92856 Residual 0.45992 0.67817 Number of obs: 2000, groups: school, 100 Fixed effects: Estimate Std. Error t value (Intercept) 4.89722 0.09529 51.39 sexgirl 0.84370 0.03096 27.25 Correlation of Fixed Effects: (Intr) sexgirl -0.158
Part 2
attach(popdata) sex01 Linear mixed model fit by REML Formula: popular ~ csex + (1 | school) AIC BIC logLik deviance REMLdev 4501 4523 -2246 4485 4493 Random effects: Groups Name Variance Std.Dev. school (Intercept) 0.86222 0.92856 Residual 0.45992 0.67817 Number of obs: 2000, groups: school, 100 Fixed effects: Estimate Std. Error t value (Intercept) 5.30810 0.09409 56.41 csex 0.84370 0.03096 27.25 Correlation of Fixed Effects: (Intr) csex 0.000
Part 3
m4.1.3 Linear mixed model fit by REML Formula: popular ~ sex + (sex | school) AIC BIC logLik deviance REMLdev 4348 4382 -2168 4330 4336 Random effects: Groups Name Variance Std.Dev. Corr school (Intercept) 0.94027 0.96968 sexgirl 0.27252 0.52203 -0.279 Residual 0.39244 0.62645 Number of obs: 2000, groups: school, 100 Fixed effects: Estimate Std. Error t value (Intercept) 4.89009 0.09902 49.39 sexgirl 0.84311 0.05964 14.14 Correlation of Fixed Effects: (Intr) sexgirl -0.307
Part 4
m4.1.4 Linear mixed model fit by REML Formula: popular ~ csex + (csex | school) AIC BIC logLik deviance REMLdev 4348 4382 -2168 4330 4336 Random effects: Groups Name Variance Std.Dev. Corr school (Intercept) 0.86758 0.93144 csex 0.27252 0.52204 -0.017 Residual 0.39244 0.62645 Number of obs: 2000, groups: school, 100 Fixed effects: Estimate Std. Error t value (Intercept) 5.30068 0.09424 56.24 csex 0.84311 0.05963 14.14 Correlation of Fixed Effects: (Intr) csex -0.015
Table 4.2 on page 60, continuing to use the popular dataset.
Part 1
m4.2.1 Linear mixed model fit by REML Formula: popular ~ sex + texp + (1 + sex | school) AIC BIC logLik deviance REMLdev 4290 4329 -2138 4261 4276 Random effects: Groups Name Variance Std.Dev. Corr school (Intercept) 0.41158 0.64155 sexgirl 0.27329 0.52278 0.062 Residual 0.39248 0.62648 Number of obs: 2000, groups: school, 100 Fixed effects: Estimate Std. Error t value (Intercept) 3.34001 0.16079 20.77 sexgirl 0.84315 0.05969 14.13 texp 0.10835 0.01022 10.61 Correlation of Fixed Effects: (Intr) sexgrl sexgirl -0.020 texp -0.908 0.000
Part 2
m4.2.2 Linear mixed model fit by REML Formula: popular ~ sex + texp + sex * texp + (1 + sex | school) AIC BIC logLik deviance REMLdev 4284 4329 -2134 4246 4268 Random effects: Groups Name Variance Std.Dev. Corr school (Intercept) 0.41198 0.64186 sexgirl 0.22641 0.47582 0.077 Residual 0.39241 0.62643 Number of obs: 2000, groups: school, 100 Fixed effects: Estimate Std. Error t value (Intercept) 3.313521 0.161017 20.579 sexgirl 1.329594 0.133052 9.993 texp 0.110235 0.010232 10.773 sexgirl:texp -0.034035 0.008457 -4.024 Correlation of Fixed Effects: (Intr) sexgrl texp sexgirl -0.046 texp -0.909 0.042 sexgirl:txp 0.042 -0.908 -0.046
Part 3
ctexp Linear mixed model fit by REML Formula: popular ~ csex + ctexp + (1 + csex | school) AIC BIC logLik deviance REMLdev 4290 4329 -2138 4261 4276 Random effects: Groups Name Variance Std.Dev. Corr school (Intercept) 0.49674 0.70480 csex 0.27330 0.52278 0.418 Residual 0.39248 0.62648 Number of obs: 2000, groups: school, 100 Fixed effects: Estimate Std. Error t value (Intercept) 5.29601 0.07193 73.63 csex 0.84315 0.05969 14.13 ctexp 0.10835 0.01022 10.61 Correlation of Fixed Effects: (Intr) csex csex 0.359 ctexp -0.005 0.000
Part 4
m4.2.4 Linear mixed model fit by REML Formula: popular ~ csex + ctexp + csex * ctexp + (1 + csex | school) AIC BIC logLik deviance REMLdev 4284 4329 -2134 4246 4268 Random effects: Groups Name Variance Std.Dev. Corr school (Intercept) 0.48849 0.69892 csex 0.22641 0.47583 0.402 Residual 0.39241 0.62643 Number of obs: 2000, groups: school, 100 Fixed effects: Estimate Std. Error t value (Intercept) 5.296908 0.071346 74.24 csex 0.844154 0.055616 15.18 ctexp 0.093660 0.010851 8.63 csex:ctexp -0.034035 0.008457 -4.02 Correlation of Fixed Effects: (Intr) csex ctexp csex 0.338 ctexp -0.005 -0.002 csex:ctexp -0.002 -0.004 0.336
Figure 4.3 on page 61.
m4.3
Table 4.3 on page 63, continuing to use the popular dataset.
Part 1
m4.3.1 Linear mixed model fit by REML Formula: popular ~ (1 | school) AIC BIC logLik deviance REMLdev 5122 5138 -2558 5113 5116 Random effects: Groups Name Variance Std.Dev. school (Intercept) 0.87981 0.93798 Residual 0.63868 0.79917 Number of obs: 2000, groups: school, 100 Fixed effects: Estimate Std. Error t value (Intercept) 5.3076 0.0955 55.58
Part 2
m4.3.2 Linear mixed model fit by REML Formula: popular ~ sex + (1 | school) AIC BIC logLik deviance REMLdev 4501 4523 -2246 4485 4493 Random effects: Groups Name Variance Std.Dev. school (Intercept) 0.86222 0.92856 Residual 0.45992 0.67817 Number of obs: 2000, groups: school, 100 Fixed effects: Estimate Std. Error t value (Intercept) 4.89722 0.09529 51.39 sexgirl 0.84370 0.03096 27.25 Correlation of Fixed Effects: (Intr) sexgirl -0.158
Part 3
m4.3.3 Linear mixed model fit by REML Formula: popular ~ sex + texp + (1 | school) AIC BIC logLik deviance REMLdev 4454 4482 -2222 4429 4444 Random effects: Groups Name Variance Std.Dev. school (Intercept) 0.48596 0.69711 Residual 0.45992 0.67818 Number of obs: 2000, groups: school, 100 Fixed effects: Estimate Std. Error t value (Intercept) 3.56068 0.17147 20.77 sexgirl 0.84467 0.03095 27.29 texp 0.09345 0.01085 8.61 Correlation of Fixed Effects: (Intr) sexgrl sexgirl -0.088 texp -0.905 0.000
Part 4
m4.3.4 Linear mixed model fit by REML Formula: popular ~ sex + texp + (1 + sex | school) AIC BIC logLik deviance REMLdev 4290 4329 -2138 4261 4276 Random effects: Groups Name Variance Std.Dev. Corr school (Intercept) 0.41158 0.64155 sexgirl 0.27329 0.52278 0.062 Residual 0.39248 0.62648 Number of obs: 2000, groups: school, 100 Fixed effects: Estimate Std. Error t value (Intercept) 3.34001 0.16079 20.77 sexgirl 0.84315 0.05969 14.13 texp 0.10835 0.01022 10.61 Correlation of Fixed Effects: (Intr) sexgrl sexgirl -0.020 texp -0.908 0.000
Part 5
m4.3.5 Linear mixed model fit by REML Formula: popular ~ sex + texp + sex * texp + (1 + sex | school) AIC BIC logLik deviance REMLdev 4284 4329 -2134 4246 4268 Random effects: Groups Name Variance Std.Dev. Corr school (Intercept) 0.41198 0.64186 sexgirl 0.22641 0.47582 0.077 Residual 0.39241 0.62643 Number of obs: 2000, groups: school, 100 Fixed effects: Estimate Std. Error t value (Intercept) 3.313521 0.161017 20.579 sexgirl 1.329594 0.133052 9.993 texp 0.110235 0.010232 10.773 sexgirl:texp -0.034035 0.008457 -4.024 Correlation of Fixed Effects: (Intr) sexgrl texp sexgirl -0.046 texp -0.909 0.042 sexgirl:txp 0.042 -0.908 -0.046
Table 4.4 on page 70–we have skipped this table for now.