Quantitative Methodology Series |
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xiii | |
Preface |
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xv | |
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Chapter 1 Introduction to Multilevel Models With Categorical Outcomes |
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1 | (38) |
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1 | (15) |
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3 | (2) |
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Analysis of Multilevel Data Structures |
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5 | (4) |
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9 | (1) |
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Methods of Categorical Data Analysis |
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10 | (3) |
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13 | (3) |
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16 | (1) |
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Developing a General Multilevel Modeling Strategy |
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16 | (9) |
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Determining the Probability Distribution and Link Function |
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18 | (1) |
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Developing a Null (or No Predictors) Model |
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19 | (1) |
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Selecting the Covariance Structure |
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20 | (1) |
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Analyzing a Level-1 Model With Fixed Predictors |
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21 | (2) |
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Adding the Level-2 Explanatory Variables |
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23 | (1) |
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Examining Whether a Particular Slope Coefficient Varies Between Groups |
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23 | (1) |
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24 | (1) |
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Adding Cross-Level Interactions to Explain Variation in the Slope |
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25 | (1) |
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Selecting Level-1 and Level-2 Covariance Structures |
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25 | (1) |
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Model Estimation and Other Typical Multilevel Modeling Issues |
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26 | (11) |
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Determining How Well the Model Fits |
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27 | (1) |
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Syntax Versus IBM SPSS Menu Command Formulation |
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28 | (1) |
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28 | (1) |
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29 | (1) |
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30 | (3) |
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Design Effects, Sample Weights, and the Complex Samples Routine in IBM SPSS |
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33 | (2) |
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35 | (1) |
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Differences Between Multilevel Software Programs |
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36 | (1) |
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37 | (2) |
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Chapter 2 Preparing and Examining the Data for Multilevel Analyses |
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39 | (42) |
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39 | (1) |
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39 | (1) |
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40 | (2) |
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Getting Familiar With Basic IBM SPSS Data Commands |
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42 | (38) |
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RECODE: Creating a New Variable Through Recoding |
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44 | (3) |
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COMPUTE: Creating a New Variable That Is a Function of Some Other Variable |
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47 | (2) |
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MATCH FILES: Combining Data From Separate IBM SPSS Files |
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49 | (7) |
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AGGREGATE: Collapsing Data Within Level-2 Units |
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56 | (3) |
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VARSTOCASES: Vertical Versus Horizontal Data Structures |
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59 | (6) |
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Using "Rank" to Recode the Level-1 or Level-2 Data for Nested Models |
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65 | (1) |
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Creating an Identifier Variable |
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65 | (1) |
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Creating an Individual-Level Identifier Using COMPUTE |
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66 | (2) |
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Creating a Group-Level Identifier Using Rank Cases |
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68 | (1) |
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Creating a Within-Group-Level Identifier Using Rank Cases |
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69 | (2) |
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71 | (2) |
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73 | (2) |
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75 | (5) |
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80 | (1) |
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A Note About Model Building |
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80 | (1) |
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80 | (1) |
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Chapter 3 Specification of Generalized Linear Models |
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81 | (54) |
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81 | (1) |
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81 | (10) |
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Some Differences in Describing a Continuous or Categorical Outcome |
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81 | (4) |
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Measurement Properties of Outcome Variables |
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85 | (2) |
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Explanatory Models for Categorical Outcomes |
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87 | (3) |
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Components for Generalized Linear Model |
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90 | (1) |
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Outcome Probability Distributions and Link Functions |
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91 | (13) |
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91 | (1) |
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92 | (1) |
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Dichotomous Outcome or Proportion |
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92 | (5) |
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97 | (1) |
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98 | (3) |
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101 | (1) |
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Negative Binomial Distribution for Count Data |
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102 | (1) |
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103 | (1) |
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103 | (1) |
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Estimating Categorical Models With GENLIN |
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104 | (2) |
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GENLIN Model-Building Features |
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106 | (9) |
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Type of Model Command Tab |
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107 | (1) |
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Distribution and Log Link Function |
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107 | (1) |
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Custom Distribution and Link Function |
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107 | (1) |
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107 | (1) |
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107 | (1) |
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108 | (1) |
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Number of Events Occurring in a Set of Trials |
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108 | (1) |
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The Predictors Command Tab |
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108 | (2) |
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110 | (1) |
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110 | (1) |
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110 | (1) |
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110 | (1) |
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110 | (1) |
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The Estimation Command Tab |
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111 | (1) |
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111 | (2) |
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The Statistics Command Tab |
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113 | (1) |
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113 | (1) |
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Additional GENLIN Command Tabs |
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114 | (1) |
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Estimated Marginal (EM) Means |
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115 | (1) |
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115 | (1) |
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115 | (1) |
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Building a Single-Level Model |
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115 | (18) |
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115 | (1) |
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115 | (1) |
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116 | (1) |
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Defining Model 1.1 With IBM SPSS Menu Commands |
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117 | (3) |
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Interpreting the Output of Model 1.1 |
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120 | (1) |
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Adding Gender to the Model |
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121 | (1) |
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Defining Model 1.2 With IBM SPSS Menu Commands |
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122 | (5) |
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Obtaining Predicted Probabilities for Males and Females |
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127 | (1) |
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Adding Additional Background Predictors |
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127 | (1) |
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Defining Model 1.3 With IBM SPSS Menu Commands |
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128 | (1) |
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Interpreting the Output of Model 1.3 |
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129 | (2) |
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131 | (1) |
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Limitations of Single-Level Analysis |
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132 | (1) |
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133 | (1) |
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133 | (2) |
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Chapter 4 Multilevel Models With Dichotomous Outcomes |
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135 | (60) |
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135 | (1) |
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Components for Generalized Linear Mixed Models |
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135 | (2) |
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Specifying a Two-Level Model |
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136 | (1) |
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Specifying a Three-Level Model |
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136 | (1) |
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137 | (1) |
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Building Multilevel Models With GENLIN MIXED |
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137 | (12) |
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Data Structure Command Tab |
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139 | (1) |
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Fields and Effects Command Tab |
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140 | (1) |
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140 | (1) |
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Fixed Effects Main Screen |
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141 | (2) |
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Random Effects Main Screen |
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143 | (1) |
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Weight and Offset Main Screen |
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144 | (1) |
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Build Options Command Tab |
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145 | (1) |
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145 | (2) |
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147 | (1) |
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147 | (1) |
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147 | (1) |
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147 | (1) |
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Tests of Variance Components |
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148 | (1) |
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Model Options Command Tab |
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148 | (1) |
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Estimating Means and Contrasts |
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148 | (1) |
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149 | (1) |
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Examining Variables That Explain Student Proficiency in Reading |
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149 | (28) |
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149 | (1) |
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150 | (1) |
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The Unconditional (Null) Model |
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150 | (2) |
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Defining Model 1.1 with IBM SPSS Menu Commands |
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152 | (3) |
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Interpreting the Output of Model 1.2 |
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155 | (2) |
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Defining the Within-School Variables |
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157 | (1) |
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Defining Model 1.2 With IBM SPSS Menu Commands |
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158 | (1) |
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Interpreting the Output of Model 1.2 |
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159 | (3) |
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Examining Whether a Level-1 Slope Varies Between Schools |
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162 | (2) |
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Defining Model 1.3 with IBM SPSS Menu Commands |
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164 | (1) |
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Interpreting the Output of Model 1.3 |
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165 | (1) |
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Adding Level-2 Predictors to Explain Variability in Intercepts |
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165 | (2) |
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Defining Model 1.4 with IBM SPSS Menu Commands |
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167 | (1) |
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Interpreting the Output of Model 1.4 |
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168 | (1) |
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Adding Level-2 Variables to Explain Variation in Level-1 Slopes (Cross-Level Interaction) |
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169 | (2) |
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Defining Model 1.5 with IBM SPSS Menu Commands |
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171 | (1) |
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Interpreting the Output of Model 1.5 |
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172 | (3) |
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175 | (2) |
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177 | (1) |
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177 | (5) |
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Defining Model 1.6 with IBM SPSS Menu Commands |
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179 | (1) |
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Interpreting Probit Coefficients |
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180 | (1) |
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Interpreting the Output of Model 1.6 |
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181 | (1) |
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Examining the Effects of Predictors on Probability of Being Proficient |
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181 | (1) |
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Extending the Two-Level Model to Three Levels |
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182 | (12) |
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183 | (2) |
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Defining Model 2.1 with IBM SPSS Menu Commands |
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185 | (4) |
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Interpreting the Output of Model 2.1 |
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189 | (1) |
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Defining the Three-Level Model |
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190 | (1) |
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Defining Model 2.2 with IBM SPSS Menu Commands |
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191 | (2) |
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Interpreting the Output of Model 2.2 |
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193 | (1) |
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194 | (1) |
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Chapter 5 Multilevel Models With a Categorical Repeated Measures Outcome |
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195 | (66) |
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195 | (2) |
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Generalized Estimating Equations |
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197 | (27) |
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197 | (1) |
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198 | (1) |
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198 | (1) |
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199 | (1) |
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199 | (2) |
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Model Specifying the Intercept and Time |
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201 | (1) |
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Correlation and Covariance Matrices |
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202 | (1) |
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203 | (1) |
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Defining Model 1.1 With IBM SPSS Menu Commands |
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203 | (5) |
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Interpreting the Output of Model 1.1 |
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208 | (2) |
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Alternative Coding of the Time Variable |
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210 | (1) |
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Defining Model 1.2 With IBM SPSS Menu Commands |
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211 | (4) |
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Interpreting the Output of Model 1.2 |
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215 | (3) |
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Defining Model 1.3 With IBM SPSS Menu Commands |
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218 | (1) |
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Interpreting the Output of Model 1.3 |
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219 | (1) |
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219 | (1) |
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Defining Model 1.4 With IBM SPSS Menu Commands |
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219 | (2) |
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Interpreting the Output of Model 1.4 |
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221 | (1) |
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Adding an Interaction Between Female and the Time Parameter |
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222 | (1) |
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Adding an Interaction to Model 1.5 |
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223 | (1) |
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Interpreting the Output of Model 1.5 |
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224 | (1) |
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Categorical Longitudinal Models Using GENLIN MIXED |
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224 | (15) |
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Specifying a GEE Model Within GENLIN MIXED |
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224 | (1) |
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Defining Model 2.1 With IBM SPSS Menu Commands |
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225 | (4) |
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Interpreting the Output of Model 2.1 |
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229 | (1) |
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Examining a Random Intercept at the Between-Student Level |
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229 | (2) |
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Defining Model 2.2 With IBM SPSS Menu Commands |
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231 | (3) |
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Interpreting the Output of Model 2.2 |
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234 | (1) |
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What Variables Affect Differences in Proficiency Across Individuals? |
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235 | (1) |
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Defining Model 2.3 With IBM SPSS Menu Commands |
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236 | (1) |
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Adding Two Interactions to Model 2.3 |
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237 | (1) |
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Interpreting the Output of Model 2.3 |
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237 | (2) |
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Building a Three-Level Model in GENLIN MIXED |
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239 | (13) |
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239 | (2) |
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Defining Model 3.1 With IBM SPSS Menu Commands |
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241 | (5) |
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Interpreting the Output of Model 3.1 |
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246 | (2) |
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Adding Student and School Predictors |
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248 | (1) |
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Defining Model 3.2 With IBM SPSS Menu Commands |
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249 | (1) |
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Adding Two Interactions to Model 3.2 |
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250 | (1) |
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Adding Two More Interactions to Model 3.2 |
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251 | (1) |
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Interpreting the Output of Model 3.2 |
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252 | (1) |
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An Example Experimental Design |
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252 | (7) |
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Defining Model 4.1 With IBM SPSS Menu Commands |
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255 | (4) |
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259 | (2) |
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Chapter 6 Two-Level Models With Multinomial and Ordinal Outcomes |
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261 | (68) |
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261 | (1) |
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Building a Model to Examine a Multinomial Outcome |
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262 | (7) |
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262 | (1) |
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262 | (1) |
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Defining the Multinomial Model |
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262 | (2) |
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Defining a Preliminary Single-Level Model |
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264 | (2) |
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Defining Model 1.1 With IBM SPSS Menu Commands |
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266 | (3) |
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Interpreting the Output of Model 1.1 |
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269 | (1) |
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Developing a Multilevel Multinomial Model |
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269 | (6) |
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Unconditional Two-Level Model |
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270 | (1) |
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Defining Model 2.1 With IBM SPSS Menu Commands |
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271 | (2) |
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Interpreting the Output of Model 2.1 |
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273 | (1) |
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Computing Predicted Probabilities |
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273 | (2) |
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275 | (10) |
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Defining Model 2.2 With IBM SPSS Menu Commands |
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276 | (1) |
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Interpreting the Output of Model 2.2 |
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277 | (2) |
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Adding School-Level Predictors |
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279 | (1) |
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Defining Model 2.3 With IBM SPSS Menu Commands |
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280 | (1) |
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Interpreting the Output of Model 2.3 |
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281 | (1) |
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Investigating a Random Slope |
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282 | (1) |
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Defining Model 2.4 With IBM SPSS Menu Commands |
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283 | (2) |
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Interpreting the Output of Model 2.4 Model Results |
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285 | (1) |
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Developing a Model With an Ordinal Outcome |
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285 | (23) |
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290 | (1) |
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Developing a Single-Level Model |
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290 | (4) |
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294 | (1) |
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Defining Model 3.1 with IBM SPSS Menu Commands |
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295 | (3) |
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Interpreting the Output of Model 3.1 |
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298 | (1) |
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Adding Student Background Predictors |
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299 | (1) |
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Defining Model 3.2 with IBM SPSS Menu Commands |
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300 | (2) |
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Interpreting the Output of Model 3.2 |
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302 | (1) |
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303 | (1) |
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Defining Model 3.3 With IBM SPSS Menu Commands |
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304 | (1) |
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Adding Interactions to Model 3.3 |
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305 | (1) |
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Interpreting the Output of Model 3.3 |
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305 | (1) |
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Following Up With a Smaller Random Sample |
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305 | (3) |
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Developing a Multilevel Ordinal Model |
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308 | (19) |
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308 | (1) |
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308 | (1) |
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Defining Model 4.1 With IBM SPSS Menu Commands |
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309 | (4) |
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Interpreting the Output of Model 4.1 |
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313 | (1) |
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314 | (1) |
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Defining Model 4.2 With IBM SPSS Menu Commands |
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315 | (1) |
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Interpreting the Output of Model 4.2 |
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316 | (1) |
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Adding the School-Level Predictors |
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316 | (2) |
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Defining Model 4.3 With IBM SPSS Menu Commands |
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318 | (1) |
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Interpreting the Output of Model 4.3 |
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319 | (1) |
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Using Complementary Log-Log Link |
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320 | (1) |
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Interpreting a Categorical Predictor |
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320 | (2) |
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322 | (1) |
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Examining a Mediating Effect at Level 1 |
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322 | (2) |
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Defining Model 4.4 With IBM SPSS Menu Commands |
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324 | (1) |
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Interpreting the Output of Model 4.4 |
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325 | (1) |
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Estimating the Mediated Effect |
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326 | (1) |
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327 | (1) |
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327 | (2) |
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Chapter 7 Two-Level Models With Count Data |
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329 | (70) |
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329 | (1) |
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A Poisson Regression Model With Constant Exposure |
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329 | (21) |
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329 | (2) |
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Preliminary Single-Level Models |
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331 | (3) |
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Defining Model 1.1 With IBM SPSS Menu Commands |
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334 | (3) |
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Interpreting the Output Results of Model 1.1 |
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337 | (1) |
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Defining Model 1.2 With IBM SPSS Menu Commands |
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338 | (2) |
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Interpreting the Output Results of Model 1.2 |
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340 | (3) |
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Considering Possible Overdispersion |
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343 | (2) |
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Defining Model 1.3 with IBM SPSS Menu Commands |
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345 | (1) |
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Interpreting the Output Results of Model 1.3 |
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346 | (1) |
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Defining Model 1.4 with IBM SPSS Menu Commands |
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347 | (1) |
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Interpreting the Output Results of Model 1.4 |
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348 | (1) |
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Defining Model 1.5 with IBM SPSS Menu Commands |
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349 | (1) |
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Interpreting the Output Results of Model 1.5 |
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350 | (1) |
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350 | (1) |
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Estimating Two-Level Count Data With GENLIN MIXED |
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350 | (23) |
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Defining Model 2.1 With IBM SPSS Menu Commands |
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351 | (3) |
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Interpreting the Output Results of Model 2.1 |
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354 | (1) |
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Building a Two-Level Model |
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354 | (1) |
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Defining Model 2.2 with IBM SPSS Menu Commands |
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355 | (2) |
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Interpreting the Output Results of Model 2.2 |
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357 | (1) |
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358 | (1) |
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Defining Model 2.3 with IBM SPSS Menu Commands |
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359 | (1) |
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Interpreting the Output Results of Model 2.3 |
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360 | (1) |
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Examining Whether the Negative Binomial Distribution Is a Better Choice |
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361 | (1) |
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Defining Model 2.4 With IBM SPSS Menu Commands |
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362 | (1) |
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Interpreting the Output Results of Model 2.4 |
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363 | (1) |
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Does the SES-Failure Slope Vary Across Schools? |
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363 | (1) |
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Defining Model 2.5 With IBM SPSS Menu Commands |
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364 | (2) |
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Interpreting the Output Results of Model 2.5 |
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366 | (1) |
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Modeling Variability at Level 2 |
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366 | (1) |
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Defining Model 2.6 With IBM SPSS Menu Commands |
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367 | (1) |
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Interpreting the Output Results of Model 2.6 |
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368 | (1) |
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Adding the Cross-Level Interactions |
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369 | (1) |
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Defining Model 2.7 With IBM SPSS Menu Commands |
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370 | (1) |
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Adding Two Interactions to Model 2.7 |
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370 | (2) |
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Interpreting the Output Results of Model 2.7 |
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372 | (1) |
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Developing a Two-Level Count Model With an Offset Variable |
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373 | (25) |
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374 | (1) |
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374 | (1) |
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375 | (1) |
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Specifying a Single-Level Model |
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376 | (1) |
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Defining Model 3.1 With IBM SPSS Menu Commands |
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377 | (3) |
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Interpreting the Output Results of Model 3.1 |
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380 | (1) |
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381 | (2) |
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Defining Model 3.2 With IBM SPSS Menu Commands |
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383 | (1) |
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Interpreting the Output Results of Model 3.2 |
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384 | (1) |
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Defining Model 3.3 With IBM SPSS Menu Commands |
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385 | (1) |
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Interpreting the Output Results of Model 3.3 |
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386 | (1) |
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Defining Model 3.4 With IBM SPSS Menu Commands |
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387 | (2) |
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Interpreting the Output Results of Model 3.4 |
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389 | (1) |
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Estimating the Model With GENLIN MIXED |
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390 | (1) |
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Defining Model 4.1 With IBM SPSS Menu Commands |
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390 | (5) |
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Interpreting the Output Results of Model 4.1 |
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395 | (1) |
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Defining Model 4.2 With IBM SPSS Menu Commands |
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396 | (1) |
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Interpreting the Output Results of Model 4.2 |
|
|
397 | (1) |
|
|
398 | (1) |
|
Chapter 8 Concluding Thoughts |
|
|
399 | (6) |
|
|
405 | (4) |
|
|
|
|
409 | (22) |
|
B Model Comparisons Across Software Applications |
|
|
431 | (2) |
Author Index |
|
433 | (2) |
Subject Index |
|
435 | |