2G Multilevel Analysis with Applications
Kelvyn Jones, University of Bristol
23 July - 3 August (two week course / 35 hrs)
Detailed Course Outline [PDF]
THIS COURSE IS NOW FULLY BOOKED AND WE ARE OPERATING A WAITING LIST
Course Content
Populations commonly exhibit complex structure with many levels, so that patients (level 1) are assigned to clinics (level 2); while individuals (1) may ‘learn’ their health-related behaviour in the context of households (2) and local cultures (3). In many cases, the survey design reflects the population structure, so in a survey of voting intentions respondents (1) are clustered by constituencies (2). Multilevel models are currently being applied to a growing number of social science research areas, including educational and organisational research, epidemiology, voting behaviour, sociology, and geography. Data at different levels are often seen as a convenience in the design which is a nuisance in the analysis. However, by using multilevel models we can model simultaneously at several levels, gaining the potential for improved estimation, valid inference, and a better substantive understanding of the realities of social organisation.
In the first week of the course, and building on standard single-level models, we develop the two-level model with continuous predictors and response. Examples include house-prices varying over districts, and pupil progress varying by school. In the second week, these models are extended to cover complex variation, both within and between levels, three-level models, and models with categorical predictors and response (the multilevel logit model). We end with a consideration of estimators including maximum likelihood (operationalised through iterative generalized least squares) and a full Bayesian approach (operationalised through Monte-Carlo Markov Chain) Throughout the course, we shall use graphical examples, verbal equations, algebraic formulation, class-based model interpretation, and practical modeling using the software package MLwiN. We use this package because of its flexibility, graphics capability and the possibilities of estimating model via maximum likelihood and MCMC methods.
Course Objectives
On completion of the course, participants will be able to recognize a multilevel structure, specify a multilevel model with complex variation at a number of levels, and fit and interpret a range of multilevel models. The course does not cover multilevel analysis of panel data, multivariate responses, or survival data, although the course does provide the groundwork for these extensions. This course is appropriate if you are analyzing a survey with complex structure, are interested in the importance of contextual questions, or if you need to undertake a quantitative performance review of an organisation. A distinctive feature of the course is the focus on variance functions estimated simultaneously as several levels.
Course Prerequisites
This is not an introductory course to statistical modelling, as participants require familiarity with regression modeling and inferential statistics, especially regression intercepts and slopes, standard errors, t-ratios, residuals, and the concepts of variance and co-variance. Even so, the aim is not to cover mathematical derivations and statistical theory, but to provide a conceptual framework and ‘hands-on’ experience with MLwiN. It does not require prior knowledge of multilevel modelling.
Remedial Reading
Weisberg, S. 1980. Applied Linear Regression. Wiley. Chs. 1 and 2. Or equivalently, participants are strongly encouraged to undertake the Lemma course on regression modelling before coming to Essex; courses 1 to 3 of Online Course.
Background Reading
Paterson, L., and Goldstein, H. 1992. ‘New statistical models for analysing social structures: An introduction to multilevel models’, British Education Research Journal, 20:190-9.
Jones, K., and Duncan, C. 1998. ‘Modelling context and heterogeneity: Applying multilevel models’, in E. Scarbrough and E. Tanenbaum (Eds.), Research Strategies in the Social Sciences. Oxford University Press.
Jones, K. Multilevel models for geographical research. Online booklet.