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Title: Using SAS PROC MIXED to Fit Multilevel Model


1
Using SAS PROC MIXED to Fit Multilevel Model
  • B4 KANEKIYO Michiwo

2
?????
  • 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
  • ??????????????????????????????????????????

3
For Multilevel Model
  • ????????????
  • HLM(Bryk, Raudenbush, Congdon, 1996)
  • MLwiN(Prosser, Rasbash, Goldstein, 1996)
  • SAS
  • PROC MIXED

4
SAS????
  • SAS
  • ????????????
  • ??????????????????????????????
  • ??????
  • HLM, MLwiN
  • ??????????????

5
??
  • SAS(PROC MIXED)?Multilevel???????
  • ???????????
  • ????????????
  • ??2?????????
  • ???????(school effects models)
  • ???????
  • ?????(individual growth models)
  • ?????

6
????
  • Multilevel Model????
  • ????????(ex.) HLM(Bryk Raudenbush 1992)
  • ????????????
  • ??????? (ex.)SAS, MLwiN(Goldstein 1995)
  • ????2????
  • ????4??????
  • ????????????
  • ???????
  • ??????????
  • ?????????????????????

7
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
  • ???????

8
??
  • unconditional means model
  • ?????(MATHACH)????????????
  • ?????
  • ?????(MEANSES)
  • ?????(SES)
  • ???????????

9
Unconditional Means Model
  • ????????????????
  • µ????
  • t00????????
  • s2???????
  • 2????????
  • step1(?????)
  • step2(?????)
  • 1??????

10
SAS ?????
  • ??1
  • PROC MIXED
  • CLASS school
  • MODEL mathach
  • RANDOM school
  • RUN
  • ??2
  • PROC MIXEDNOCLPRINT COVTEST
  • CLASS school
  • MODEL mathach /solution
  • RANDOM intercept/SUBschool
  • RUN

11
????
  • ???????(????)
  • ??????(MATHACH)?
  • ??????????????
  • ??????????????????????????????????
  • ?????
  • (????????)/(???????).18
  • ??????20????????
  • ??????????????????????????????
  • ??????????????????????
  • ??????

12
???
  • ?????
  • AIC, SBC
  • SBC??????????????????
  • ????
  • ?0012.64(plt.001)
  • ???????????????????????12.64

13
?????(level2)??????
  • MEANSES??
  • SAS ?????
  • PROC MIXEDNOCLPRINT COVTEST
  • CLASS school
  • MODEL mathach meanses/solution ddfmbw
  • RANDOM int / SUBschool
  • RUN

14
??
  • ????
  • ?00??
  • ??????????????????????
  • ?01??
  • ?????????????????????????
  • MeanSES?1??????,?????????5.86???

15
??
  • ????
  • ???????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)???????(??????)

16
?????(level1)??????
  • SES???
  • ???1????
  • ??????????
  • ????????
  • ????????
  • ß0j?,????????SES?????????????????
  • ?????(j1,2,.)???????????
  • ß0j??????????SES???????????????????????????
  • ???????????????
  • ???????

17
??????
  • CSESSES-MEANSES
  • ??????????????????
  • SAS ?????
  • PROC MIXED NOCLPRINT COVTEST NOITPRINT
  • CLASS school
  • MODEL mathach cses/solution ddfmbw notest
  • RANDOM int cses/SUBschool TYPEUN
  • RUN

18
??
  • ????
  • ?00??
  • ???SES?????????????
  • ?01??
  • ??????????SES??????????
  • ????
  • t00??
  • SES??????????,??,????????????????
  • t11??
  • ?????????
  • t10???
  • ???????SES????(???),????????????????(???)?????????
    ???

19
??
  • ??????SES??????????(????)?????????????
  • (39.15 36.70)/39.15?6
  • ???????,??????SES??????????????????????
  • ???????????
  • Snijders and Bosker(1994)???????

20
??????????
  • 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

21
??
  • ????(?????)
  • 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???
    ??????(???)

22
??
  • ????(?????)
  • 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???????????
  • ????(?)???.

23
??
  • ????
  • t00??
  • SECTOR????????????????
  • ?????????????????????
  • t10?t11???(p.35?p.64)
  • ???????????????????
  • ??????SES????????(u1j)?????

?22(0.05)5.99?21(0.05)3.84
24
Individual Growth Models
  • ??? (Willett 1988)
  • opposite naming skill???
  • opposite naming task???????
  • ??(Y)
  • 35?4??(TIME0,1,2,3)
  • ???0??????????????
  • c.f.) ???0?????(???),???0?????(???)
  • ??????????(COVAR)

25
UnconditionalLinear Growth Model
  • ???????
  • p???????
  • ?????????
  • ??
  • ??????????164(ß00)??????27(ß10)????????
  • t00,t11????????
  • ??1198.78,132.40
  • ??????(level2)??????????????

26
?????(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

27
??
  • ??????
  • ???????(??)??????
  • ?????????????
  • ??????
  • ???(??)???????????
  • (132.40-107.25)/132.40?19
  • ???(??)?????????19?????????????

28
??????????
  • ?????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??????
29
??
  • ???????
  • AR(1)???????
  • ?????(UN v.s. AR(1))?210.05(8), p.26

30
??(???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)?????????
  • ?????????
  • ?????????

31
?????(??????)
  • ??????????????????????????
  • ??????????????????????????????
  • ????????????????
  • ???????,????
  • ??????????????,???????????(?????????????????)?????
    ????
  • ???????????????????????????????
  • ????????(??????)???????????
  • ??????,???????????
  • Multilevel Model??ddfmbw??????
  • ????????????????????

32
??2
  • ????????CONTRAST?ESTIMATE???
  • ??????????????
  • SES????????????????????
  • ????????????????
  • ?????????
  • ???????????????????????
  • ???????????????? chpa11
  • v.s. LCA
  • ??????????
  • ??

33
???????????
  • 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
  • ??-??-???

34
??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?????
  • ?????????????
  • (????????)??????????????????????
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