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本书是国内第1本系统介绍各种多层模型的教学和科研参考书。书中采用国际通用的著名统计软件SAS来演示各种多层模型的应用,结合具体的实例,由浅入深地逐步介绍如何使用不同的SAS程序,如Proc MIXED,Proc NLMIXED和Proc GLIMMIX,来进行各种多层资料的模型分析。
本书可作为综合性大学,医学院、财经大学,师范院校等相应专业的研究生或本科生教材,也可供实际应用工作者参考。
内容简介
Multilevel Models: Appfications Using SAS is written in nontechnical terms focuses on the methods and applications of various multilevel models including liner multilevel modelsmultilevel logistic regression models multilevel Poisson regression models multilevel negative binomial models as well as some cutting-edge applications such as multilevel zero-inflated Poisson (ZIP) model random effect zero-inflated negative binomial model (RE-ZINB) mixed-effect mixed-distribution models bootstrapping multilevel models and group-based trajectory models. Readers will learn to build and apply multilevel models for hierarchically structured cross-sectional data and longitudinal data using the internationally distributed software package Statistics Analysis System (SAS). Detailed SAS syntax and output are provided for model applications providing students research scientists and data analysts with ready templates for their applications.
作者简介
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目录
Chapter 1 Introduction
1.1 Conceptual framework of multilevel modeling
1.2 Hierarchically structured data
1.3 Variables in multilevel data
1.4 Analytical problems with multilevel data
1.5 Advantages and limitations of multilevel modeling
1.6 Computer software for multilevel modeling
Chapter 2 Basics of Linear Multilevel Models
2.1 Intraclass correlation coefficient (ICC)
2.2 Formulation of two-level multilevel models
2.3 Model assumptions
2.4 Fixed and random regression coefficients
2.5 Cross-level interactions
2.6 Measurement centering
2.7 Model estimation
2.8 Model fit, hypothesis testing, and model comparisons
2.8.1 Model fit
2.8.2 Hypothesis testing
2.8.3 Model comparisons
2.9 Explained level-1 and level-2 variances
2.10 Steps for building multilevel models
2.11 Higher-level multilevel models
Chapter 3 Application of Two-level Linear Multilevel Models
3.1 Data
3.2 Empty model
3.3 Predicting between-group variation
3.4 Predicting within-group variation
3.5 Testing random level-1 slopes
3.6 Across-level interactions
3.7 Other issues in model development
Chapter 4 Application of Multilevel Modeling to Longitudinal Data
4.1 Features of longitudinal data
4.2 Limitations of traditional approaches for modeling longitudinal data
4.3 Advantages of multilevel modeling for longitudinal data
4.4 Formulation of growth models
4.5 Data description and manipulation
4.6 Linear growth models
4.6.1 The shape of average outcome change over time
4.6.2 Random intercept growth models
4.6.3 Random intercept and slope growth models
4.6.4 Intercept and slope as outcomes
4.6.5 Controlling for individual background variables in models
4.6.6 Coding time score
4.6.7 Residual variance/covariance structures
4.6.8 Time-varying covariates
4.7 Curvilinear growth models
4.7.1 Polynomial growth model
4.7.2 Dealing with collinearity in higher order polynomial growth model
4.7.3 Piecewise (linear spline) growth model
Chapter 5 Multilevel Models for Discrete Outcome Measures
5.1 Introduction to generalized linear mixed models
5.1.1 Generalized linear models
5.1.2 Generalized linear mixed models
5.2 SAS Procedures for multilevel modeling with discrete outcomes
5.3 Multilevel models for binary outcomes
5.3.1 Logistic regression models
5.3.2 Probit models
5.3.3 Unobserved latent variables and observed binary outcome measures
5.3.4 Multilevel logistic regression models
5.3.5 Application of multilevel logistic regression models
5.3.6 Application of multilevel logit models to longitudinal data
5.4 Multilevel models for ordinal outcomes
5.4.1 Cumulative logit models
5.4.2 Multilevel cumulative logit models
5.5 Multilevel models for nominal outcomes
5.5.1 Multinomial logit models
5.5.2 Multilevel multinomial logit models
5.5.3 Application of multilevel multinomial logit models
5.6 Multilevel models for count outcomes
5.6.1 Poisson regression models
5.6.2 Poisson regression with over-dispersion and a negative binomial model
5.6.3 Multilevel Poisson and negative binomial models
5.6.4 Application of multilevel Poisson and negative binomial models
Chapter 6 Other Applications of Multilevel Modeling and Related Issues
6.1 Multilevel zero-inflated models for count data with extra zeros
6.1.1 Fixed-effect ZIP model
6.1.2 Random effect zero-inflated Poisson (RE-ZIP) models
6.1.3 Random effect zero-inflated negative binomial (RE-ZINB) models
6.1.4 Application of RE-ZIP and RE-ZINB models
6.2 Mixed-effect mixed-distribution models for semi-continuous outcomes
6.2.1 Mixed-effects mixed distribution model
6.2.2 Application of the Mixed-Effect mixed distribution model
6.3 Bootstrap multilevel modeling
6.3.1 Nonparametric residual bootstrap multilevel modeling
6.3.2 Parametric residual bootstrap multilevel modeling
6.3.3 Application of nonparametric residual bootstrap multilevel modeling
6.4 Group-based models for longitudinal data analysis
6.4.1 Introduction to group-based model
6.4.2 Group-based logit model
6.4.3 Group-based zero-inflated Poisson (ZIP) model
6.4.4 Group-based censored normal models
6.5 Missing values issue
6.5.1 Missing data mechanisms and their implications
6.5.2 Handling missing data in longitudinal data analyses
6.6 Statistical power and sample size for multilevel modeling
6.6.1 Sample size estimation for two-level designs
6.6.2 Sample size estimation for longitudinal data analysis
Reference
精彩书摘
In the linear model case, this integral can be solved in closed form, and the resulting likelihood or restricted likelihood can be maximized directly. For nonlinear multilevel models, however, the integral is usually unknown and must be approximated. Many methods have been proposed for such maximization approximation. Two basic methods are: 1) linearization, which approximates the integrated likelihood function using techniques such as Taylor series expansion, 2) integral approximation with numerical methods. These approaches are implemented in two SAS procedures, PROC GLIMMIX and PROC NLMIXED and two macros, %GLIMMIX and %NLMIXED, respectively.
Prior to the current version of SAS (SAS 9.2) (SAS Institute Inc., 2008), PROC GLIMMIX is solely based on linearization methods. In version 9.2 of PROC GLIMMIX, linearization is the default estimation method, and two numerical integration methods——Laplace approximation method and adaptive Gauss-Hermite quadrature have been added as options. The linearization method is also called a pseudo-likelihood method, in which pseudo-data are generated from the original data, and likelihood function is approximated using Taylor series expansions (Schabenberger, 2005). The essential idea of the linearization method is to approximate GLMM using normal linear mixed model estimates repeatedly. Among the various linearization methods available in the procedure, the default method is the restricted or residual pseudo-likelihood (REPL) (Wolfinger & OConnell, 1993). The maximization of the pseudo-likelihood can be carried out by various optimization techniques in PROC GLIMMIX. The default optimization technique is the Newton-Raphson algorithm.
The major advantages of linearization-based methods include: First, they can fit models for which the joint distribution is difficult or impossible to ascertain. Second, compared with numerical integration methods, they allow a larger number of random effects to be estimated in the model. Third, the variance/covariance structure of the level-1 residual matrix (i.e., R matrix) can be readily accommodated. Fourth, the model is iteratively estimated based on the linear mixed model, thus both ML and REML are available for model estimation (Schabenberger, 2005). In addition, in our experience, linearization based models are much faster to run.
The disadvantages of linearization-based methods include: First, they are based on iterative model estimation using pseudo-data constructed from the original data; as such, they do not have a real likelihood, and therefore -2LL or deviance statistic cannot be used for model comparisons. Second, PROC GLIMMIX does not support a broad array of variance/covariance structures of the R matrix that you can draw on with the PROC MIXED procedure (Schabenberger,
多层统计分析模型:SAS与应用 [Multilevel Models: Appfications Using SAS] epub pdf mobi txt 电子书 下载 2024
多层统计分析模型:SAS与应用 [Multilevel Models: Appfications Using SAS] 下载 epub mobi pdf txt 电子书 2024
多层统计分析模型:SAS与应用 [Multilevel Models: Appfications Using SAS] mobi pdf epub txt 电子书 下载 2024
多层统计分析模型:SAS与应用 [Multilevel Models: Appfications Using SAS] epub pdf mobi txt 电子书 下载 2024