Preface |
|
xv | |
1 Review of Multiple Linear Regression |
|
1 | (38) |
|
|
1 | (2) |
|
1.2 Introduction to Beyond Multiple Linear Regression |
|
|
1 | (2) |
|
1.3 Assumptions for Linear Least Squares Regression |
|
|
3 | (5) |
|
1.3.1 Cases Without Assumption Violations |
|
|
4 | (2) |
|
1.3.2 Cases With Assumption Violations |
|
|
6 | (2) |
|
1.4 Review of Multiple Linear Regression |
|
|
8 | (1) |
|
1.4.1 Case Study: Kentucky Derby |
|
|
8 | (1) |
|
1.5 Initial Exploratory Analyses |
|
|
8 | (4) |
|
|
8 | (1) |
|
1.5.2 Univariate Summaries |
|
|
9 | (1) |
|
1.5.3 Bivariate Summaries |
|
|
9 | (3) |
|
1.6 Multiple Linear Regression Modeling |
|
|
12 | (14) |
|
1.6.1 Simple Linear Regression with a Continuous Predictor |
|
|
12 | (5) |
|
1.6.2 Linear Regression with a Binary Predictor |
|
|
17 | (1) |
|
1.6.3 Multiple Linear Regression with Two Predictors |
|
|
18 | (1) |
|
1.6.4 Inference in Multiple Linear Regression: Normal Theory |
|
|
19 | (1) |
|
1.6.5 Inference in Multiple Linear Regression: Bootstrapping |
|
|
20 | (2) |
|
1.6.6 Multiple Linear Regression with an Interaction Term |
|
|
22 | (2) |
|
1.6.7 Building a Multiple Linear Regression Model |
|
|
24 | (2) |
|
1.7 Preview of Remaining Chapters |
|
|
26 | (3) |
|
|
26 | (1) |
|
|
27 | (1) |
|
1.7.3 Parenting and Gang Activity |
|
|
28 | (1) |
|
|
28 | (1) |
|
|
29 | (10) |
|
1.8.1 Conceptual Exercises |
|
|
29 | (3) |
|
|
32 | (4) |
|
1.8.3 Open-Ended Exercises |
|
|
36 | (3) |
2 Beyond Least Squares: Using Likelihoods |
|
39 | (32) |
|
|
39 | (1) |
|
2.2 Case Study: Does Sex Run in Families? |
|
|
40 | (2) |
|
|
41 | (1) |
|
2.3 Model 0: Sex Unconditional, Equal Probabilities |
|
|
42 | (1) |
|
2.4 Model 1: Sex Unconditional, Unequal Probabilities |
|
|
43 | (7) |
|
2.4.1 What Is a Likelihood? |
|
|
43 | (3) |
|
|
46 | (3) |
|
|
49 | (1) |
|
2.4.4 Is a Likelihood a Probability Function? (optional) |
|
|
50 | (1) |
|
2.5 Model 2: Sex Conditional |
|
|
50 | (3) |
|
2.5.1 Model Specification |
|
|
50 | (1) |
|
2.5.2 Application to Hypothetical Data |
|
|
51 | (2) |
|
2.6 Case Study: Analysis of the NLSY Data |
|
|
53 | (8) |
|
2.6.1 Model Building Plan |
|
|
53 | (1) |
|
2.6.2 Exploratory Data Analysis |
|
|
54 | (1) |
|
2.6.3 Likelihood for the Sex Unconditional Model |
|
|
55 | (1) |
|
2.6.4 Likelihood for the Sex Conditional Model |
|
|
56 | (2) |
|
|
58 | (3) |
|
2.7 Model 3: Stopping Rule Model (waiting for a boy) |
|
|
61 | (3) |
|
|
63 | (1) |
|
2.8 Summary of Model Building |
|
|
64 | (1) |
|
2.9 Likelihood-Based Methods |
|
|
65 | (1) |
|
2.10 Likelihoods and This Course |
|
|
66 | (1) |
|
|
67 | (4) |
|
2.11.1 Conceptual Exercises |
|
|
67 | (1) |
|
|
67 | (1) |
|
2.11.3 Open-Ended Exercises |
|
|
68 | (3) |
3 Distribution Theory |
|
71 | (22) |
|
|
71 | (1) |
|
|
71 | (1) |
|
3.3 Discrete Random Variables |
|
|
72 | (8) |
|
3.3.1 Binary Random Variable |
|
|
72 | (1) |
|
3.3.2 Binomial Random Variable |
|
|
73 | (1) |
|
3.3.3 Geometric Random Variable |
|
|
74 | (1) |
|
3.3.4 Negative Binomial Random Variable |
|
|
75 | (2) |
|
3.3.5 Hypergeometric Random Variable |
|
|
77 | (2) |
|
3.3.6 Poisson Random Variable |
|
|
79 | (1) |
|
3.4 Continuous Random Variables |
|
|
80 | (5) |
|
3.4.1 Exponential Random Variable |
|
|
80 | (1) |
|
3.4.2 Gamma Random Variable |
|
|
81 | (2) |
|
3.4.3 Normal (Gaussian) Random Variable |
|
|
83 | (1) |
|
3.4.4 Beta Random Variable |
|
|
84 | (1) |
|
3.5 Distributions Used in Testing |
|
|
85 | (3) |
|
|
86 | (1) |
|
3.5.2 Student's t-Distribution |
|
|
87 | (1) |
|
|
87 | (1) |
|
|
88 | (1) |
|
|
88 | (5) |
|
3.7.1 Conceptual Exercises |
|
|
88 | (2) |
|
|
90 | (3) |
4 Poisson Regression |
|
93 | (52) |
|
|
93 | (1) |
|
4.2 Introduction to Poisson Regression |
|
|
94 | (2) |
|
4.2.1 Poisson Regression Assumptions |
|
|
95 | (1) |
|
4.2.2 A Graphical Look at Poisson Regression |
|
|
95 | (1) |
|
4.3 Case Studies Overview |
|
|
96 | (1) |
|
4.4 Case Study: Household Size in the Philippines |
|
|
97 | (16) |
|
|
98 | (1) |
|
4.4.2 Exploratory Data Analyses |
|
|
98 | (4) |
|
4.4.3 Estimation and Inference |
|
|
102 | (2) |
|
4.4.4 Using Deviances to Compare Models |
|
|
104 | (2) |
|
4.4.5 Using Likelihoods to Fit Models (optional) |
|
|
106 | (1) |
|
|
107 | (2) |
|
|
109 | (1) |
|
4.4.8 Residuals for Poisson Models (optional) |
|
|
110 | (2) |
|
|
112 | (1) |
|
4.5 Linear Least Squares vs. Poisson Regression |
|
|
113 | (1) |
|
4.6 Case Study: Campus Crime |
|
|
114 | (4) |
|
|
114 | (1) |
|
4.6.2 Exploratory Data Analysis |
|
|
115 | (2) |
|
4.6.3 Accounting for Enrollment |
|
|
117 | (1) |
|
|
118 | (1) |
|
|
118 | (3) |
|
4.8.1 Tukey's Honestly Significant Differences |
|
|
119 | (2) |
|
|
121 | (4) |
|
4.9.1 Dispersion Parameter Adjustment |
|
|
121 | (2) |
|
4.9.2 No Dispersion vs. Overdispersion |
|
|
123 | (1) |
|
4.9.3 Negative Binomial Modeling |
|
|
123 | (2) |
|
4.10 Case Study: Weekend Drinking |
|
|
125 | (8) |
|
|
125 | (1) |
|
|
126 | (1) |
|
4.10.3 Exploratory Data Analysis |
|
|
126 | (1) |
|
|
127 | (2) |
|
4.10.5 Fitting a ZIP Model |
|
|
129 | (2) |
|
4.10.6 The Vuong Test (optional) |
|
|
131 | (1) |
|
|
132 | (1) |
|
|
132 | (1) |
|
|
133 | (12) |
|
4.11.1 Conceptual Exercises |
|
|
133 | (3) |
|
|
136 | (6) |
|
4.11.3 Open-Ended Exercises |
|
|
142 | (3) |
5 Generalized Linear Models: A Unifying Theory |
|
145 | (6) |
|
|
145 | (1) |
|
5.2 One-Parameter Exponential Families |
|
|
145 | (3) |
|
5.2.1 One-Parameter Exponential Family: Poisson |
|
|
146 | (1) |
|
5.2.2 One-Parameter Exponential Family: Normal |
|
|
147 | (1) |
|
5.3 Generalized Linear Modeling |
|
|
148 | (1) |
|
|
149 | (2) |
6 Logistic Regression |
|
151 | (42) |
|
|
151 | (1) |
|
6.2 Introduction to Logistic Regression |
|
|
151 | (2) |
|
6.2.1 Logistic Regression Assumptions |
|
|
152 | (1) |
|
6.2.2 A Graphical Look at Logistic Regression |
|
|
153 | (1) |
|
6.3 Case Studies Overview |
|
|
153 | (1) |
|
6.4 Case Study: Soccer Goalkeepers |
|
|
154 | (5) |
|
|
155 | (1) |
|
6.4.2 Logistic Regression Models for Binomial Responses |
|
|
155 | (3) |
|
6.4.3 Theoretical Rationale (optional) |
|
|
158 | (1) |
|
6.5 Case Study: Reconstructing Alabama |
|
|
159 | (11) |
|
|
159 | (1) |
|
6.5.2 Exploratory Analyses |
|
|
160 | (1) |
|
|
161 | (1) |
|
6.5.4 Tests for Significance of Model Coefficients |
|
|
162 | (1) |
|
6.5.5 Confidence Intervals for Model Coefficients |
|
|
163 | (1) |
|
6.5.6 Testing for Goodness-of-Fit |
|
|
164 | (2) |
|
6.5.7 Residuals for Binomial Regression |
|
|
166 | (1) |
|
|
167 | (3) |
|
|
170 | (1) |
|
6.6 Linear Least Squares vs. Binomial Regression |
|
|
170 | (1) |
|
6.7 Case Study: Trying to Lose Weight |
|
|
171 | (10) |
|
|
172 | (1) |
|
6.7.2 Exploratory Data Analysis |
|
|
173 | (3) |
|
|
176 | (3) |
|
6.7.4 Drop-in-Deviance Tests |
|
|
179 | (1) |
|
6.7.5 Model Discussion and Summary |
|
|
180 | (1) |
|
|
181 | (12) |
|
6.8.1 Conceptual Exercises |
|
|
181 | (1) |
|
|
182 | (7) |
|
6.8.3 Open-Ended Exercises |
|
|
189 | (4) |
7 Correlated Data |
|
193 | (18) |
|
|
193 | (1) |
|
|
193 | (1) |
|
7.3 Recognizing Correlation |
|
|
194 | (1) |
|
7.4 Case Study: Dams and Pups |
|
|
195 | (1) |
|
7.5 Sources of Variability |
|
|
195 | (1) |
|
7.6 Scenario 1: No Covariates |
|
|
196 | (3) |
|
7.7 Scenario 2: Dose Effect |
|
|
199 | (4) |
|
7.8 Case Study: Tree Growth |
|
|
203 | (4) |
|
7.8.1 Format of the Data Set |
|
|
204 | (1) |
|
7.8.2 Sources of Variability |
|
|
205 | (1) |
|
7.8.3 Analysis Preview: Accounting for Correlation |
|
|
206 | (1) |
|
|
207 | (1) |
|
|
207 | (4) |
|
7.10.1 Conceptual Exercises |
|
|
207 | (2) |
|
|
209 | (1) |
|
7.10.3 Note on Correlated Binary Outcomes |
|
|
210 | (1) |
8 Introduction to Multilevel Models |
|
211 | (52) |
|
|
211 | (1) |
|
8.2 Case Study: Music Performance Anxiety |
|
|
212 | (1) |
|
8.3 Initial Exploratory Analyses |
|
|
213 | (7) |
|
|
213 | (1) |
|
8.3.2 Exploratory Analyses: Univariate Summaries |
|
|
214 | (2) |
|
8.3.3 Exploratory Analyses: Bivariate Summaries |
|
|
216 | (4) |
|
8.4 Two-Level Modeling: Preliminary Considerations |
|
|
220 | (5) |
|
8.4.1 Ignoring the Two-Level Structure (not recommended) |
|
|
220 | (1) |
|
8.4.2 A Two-Stage Modeling Approach (better but imperfect) |
|
|
221 | (4) |
|
8.5 Two-Level Modeling: A Unified Approach |
|
|
225 | (9) |
|
|
225 | (2) |
|
8.5.2 Random vs. Fixed Effects |
|
|
227 | (1) |
|
8.5.3 Distribution of Errors: Multivariate Normal |
|
|
227 | (2) |
|
8.5.4 Technical Issues when Testing Parameters (optional) |
|
|
229 | (2) |
|
8.5.5 An Initial Model with Parameter Interpretations |
|
|
231 | (3) |
|
8.6 Building a Multilevel Model |
|
|
234 | (2) |
|
8.6.1 Model Building Strategy |
|
|
234 | (1) |
|
8.6.2 An Initial Model: Random Intercepts |
|
|
234 | (2) |
|
8.7 Binary Covariates at Level One and Level Two |
|
|
236 | (6) |
|
8.7.1 Random Slopes and Intercepts Model |
|
|
236 | (3) |
|
8.7.2 Pseudo R-squared Values |
|
|
239 | (1) |
|
8.7.3 Adding a Covariate at Level Two |
|
|
240 | (2) |
|
8.8 Adding Further Covariates |
|
|
242 | (4) |
|
8.8.1 Interpretation of Parameter Estimates |
|
|
243 | (2) |
|
|
245 | (1) |
|
|
246 | (2) |
|
8.10 A Final Model for Music Performance Anxiety |
|
|
248 | (3) |
|
8.11 Modeling Multilevel Structure: Is It Necessary? |
|
|
251 | (3) |
|
8.12 Notes on Using R (optional) |
|
|
254 | (1) |
|
|
255 | (8) |
|
8.13.1 Conceptual Exercises |
|
|
255 | (1) |
|
|
256 | (2) |
|
8.13.3 Open-Ended Exercises |
|
|
258 | (5) |
9 Two-Level Longitudinal Data |
|
263 | (58) |
|
|
263 | (1) |
|
9.2 Case Study: Charter Schools |
|
|
264 | (1) |
|
9.3 Initial Exploratory Analyses |
|
|
265 | (8) |
|
|
265 | (1) |
|
|
266 | (2) |
|
9.3.3 Exploratory Analyses for General Multilevel Models |
|
|
268 | (1) |
|
9.3.4 Exploratory Analyses for Longitudinal Data |
|
|
269 | (4) |
|
9.4 Preliminary Two-Stage Modeling |
|
|
273 | (6) |
|
9.4.1 Linear Trends Within Schools |
|
|
273 | (1) |
|
9.4.2 Effects of Level Two Covariates on Linear Time Trends |
|
|
274 | (5) |
|
9.4.3 Error Structure Within Schools |
|
|
279 | (1) |
|
|
279 | (7) |
|
9.5.1 Unconditional Means Model |
|
|
280 | (1) |
|
9.5.2 Unconditional Growth Model |
|
|
281 | (3) |
|
9.5.3 Modeling Other Trends over Time |
|
|
284 | (2) |
|
9.6 Building to a Final Model |
|
|
286 | (15) |
|
9.6.1 Uncontrolled Effects of School Type |
|
|
286 | (3) |
|
9.6.2 Add Percent Free and Reduced Lunch as a Covariate |
|
|
289 | (2) |
|
9.6.3 A Final Model with Three Level Two Covariates |
|
|
291 | (3) |
|
9.6.4 Parametric Bootstrap Testing |
|
|
294 | (7) |
|
9.7 Covariance Structure among Observations |
|
|
301 | (7) |
|
9.7.1 Standard Covariance Structure |
|
|
302 | (3) |
|
9.7.2 Alternative Covariance Structures |
|
|
305 | (1) |
|
9.7.3 Non-longitudinal Multilevel Models |
|
|
306 | (1) |
|
9.7.4 Final Thoughts Regarding Covariance Structures |
|
|
306 | (1) |
|
9.7.5 Details of Covariance Structures (optional) |
|
|
307 | (1) |
|
9.8 Notes on Using R (optional) |
|
|
308 | (1) |
|
|
309 | (12) |
|
9.9.1 Conceptual Exercises |
|
|
309 | (3) |
|
|
312 | (4) |
|
9.9.3 Open-Ended Exercises |
|
|
316 | (5) |
10 Multilevel Data With More Than Two Levels |
|
321 | (52) |
|
|
321 | (1) |
|
10.2 Case Studies: Seed Germination |
|
|
322 | (1) |
|
10.3 Initial Exploratory Analyses |
|
|
323 | (9) |
|
|
323 | (2) |
|
10.3.2 Exploratory Analyses |
|
|
325 | (7) |
|
|
332 | (5) |
|
10.4.1 Unconditional Means |
|
|
333 | (2) |
|
10.4.2 Unconditional Growth |
|
|
335 | (2) |
|
10.5 Encountering Boundary Constraints |
|
|
337 | (6) |
|
10.6 Parametric Bootstrap Testing |
|
|
343 | (6) |
|
10.7 Exploding Variance Components |
|
|
349 | (3) |
|
10.8 Building to a Final Model |
|
|
352 | (6) |
|
10.9 Covariance Structure (optional) |
|
|
358 | (5) |
|
10.9.1 Details of Covariance Structures |
|
|
361 | (2) |
|
10.10 Notes on Using R (optional) |
|
|
363 | (1) |
|
|
364 | (9) |
|
10.11.1 Conceptual Exercises |
|
|
364 | (4) |
|
|
368 | (2) |
|
10.11.3 Open-Ended Exercises |
|
|
370 | (3) |
11 Multilevel Generalized Linear Models |
|
373 | (36) |
|
|
373 | (1) |
|
11.2 Case Study: College Basketball Referees |
|
|
374 | (1) |
|
11.3 Initial Exploratory Analyses |
|
|
374 | (6) |
|
|
374 | (2) |
|
11.3.2 Exploratory Analyses |
|
|
376 | (4) |
|
11.4 Two-Level Modeling with a Generalized Response |
|
|
380 | (6) |
|
|
380 | (1) |
|
11.4.2 A Two-Stage Modeling Approach |
|
|
381 | (3) |
|
11.4.3 A Unified Multilevel Approach |
|
|
384 | (2) |
|
11.5 Crossed Random Effects |
|
|
386 | (4) |
|
11.6 Parametric Bootstrap for Model Comparisons |
|
|
390 | (4) |
|
11.7 A Final Model for Examining Referee Bias |
|
|
394 | (4) |
|
11.8 Estimated Random Effects |
|
|
398 | (1) |
|
11.9 Notes on Using R (optional) |
|
|
399 | (2) |
|
|
401 | (8) |
|
11.10.1 Conceptual Exercises |
|
|
401 | (4) |
|
11.10.2 Open-Ended Exercises |
|
|
405 | (4) |
Bibliography |
|
409 | (8) |
Index |
|
417 | |