Multillevel analysis

Multilevel analysis (MLA) is used for the analysis of hierarchical data. Data at the lowest level are clustered in higher levels. An important application for MLA is in ESM/EMA data. This type of data are called intensive longitudinal data. Subjects have measurements on multiple occasions. The occasions are clustered within the subjects. In these examples, the dataset/dataframe is called dat, the predictor is called predictorVariable(more than one are possible), the clustervariables are called idVariable1, the dependent variable is called dependentVariable. For longitudinal data there is an indexVariable, which indicates the repeated measures. Furthermore, you may need a lagged variable to control for autocorrelation: for example, a lagged one variable: predictorVariableLag1.

SPSS

In SPSS the MIXED procedure can be used to do multilevel analysis. A simple model with one predictor and two random efffects, for respectively the intercept and the predictor, can be run with the following syntax.

MIXED dependentVariable  WITH predictorVariable
  /PRINT= SOLUTION TESTCOV
  /METHOD= ML
  /FIXED= INTERCEPT predictorVariable 
  /RANDOM= INTERCEPT predictorVariable| SUBJECT(idVariable)  COVTYPE(UN).

Example 2 shows a longitudinal example.

MIXED dependentVariable WITH predictorVariable indexVariable
  /PRINT=SOLUTION TESTCOV
  /FIXED=INTERCEPT predictorVariable | SSTYPE(3)
  /RANDOM=INTERCEPT  predictorVariable | SUBJECT(idVariable2) COVTYPE(VC)
  /REPEATED=indexvariable  | SUBJECT(idVariable) COVTYPE(AR1).

R

In R the function is called lmer, which is in the package lme4. The data are in dataset dat. Example 1 is called as follows. So, make sure to install the lme4 package first and load it in your R session with library(lme4).

  model <- lmer(dependentVariable ~ predictorVariable + 
               (1 + predictorVariable| idVariable, data = dat)
  

Example 2 is called with the following code.

  model <- lmer(dependentVariable ~ predictorVariable + predictorVariableLag1 +
               (1 + predictorVariable| idVariable, data = dat)
 

The output can be put in an object and with, for example, the r summary() function this output can be inspected.

summary(model);