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Additional resources for Multilevel Analysis for Applied Research: It's Just Regression!
Individual vocabulary achievement by neighborhood quality, multilevel results. 23 For now we may say simply that R12 is a multilevel regression analogue of the usual R2 statistic used with OLS regression. Two sample sizes refer to the students (N1) nested in schools (N2). The alternative estimators are called restricted maximum likelihood (REML). They are well suited to analyzing data in which nesting gives rise to group-to-group variability in intercepts and slopes, meaning that it is useful to estimate intercepts and slopes while permitting them to take on different values from one school to another.
Lewis-Beck, M. (1980) Applied Regression: An Introduction. Beverly Hills, CA: Sage. , & Choe, M. (1993) Statistical Models for Causal Analysis. New York: Wiley, pp. 1– 68. , & Thomas, S. (2000) An Introduction to Multilevel Modeling Techniques. Mahwah, NJ: Erlbaum, pp. 37–52. The two easy-to-read Sage monographs are useful as preliminary or ancillary readings in first courses in regression, and much the same is true of the first two chapters of Retherford and Choe’s text. For students who are having trouble with Gujarati, Wooldridge, or other standard introductory texts, the material contained in these brief accounts may be helpful.
Haavelmo, 1943; Ezekiel & Fox, 1959; Blalock, 1964; Goldfield & Quandt, 1972; Belsley, Kuh, & Welsh, 1980; Hosmer & Lemeshow, 1989; Kmenta, 1997; Kennedy, 1998, 2003; Campbell & Kenny, 1999; Hoffmann, 2003; Kline, 2005; Aguinis, 2004; Santos & Freedman, 2004). Moreover, whatever adjustments are made to accommodate violations of well-known regression assumptions, analysts know that they are still doing regression analysis (Wooldridge, 2006). 4 MULTILEVEL REGRESSION ANALYSIS IN SUGGESTIVE HISTORICAL CONTEXT Some of the best known statistical tests, such as the Durbin–Watson, Hausman, Chow, and Breusch–Pagan tests, were developed to detect violations of assumptions that undergird OLS multiple regression analysis (Mirer, 1995).