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标题: 请教kenny, 关于HLM中控制变量-看了JBP加油的帖子的想法 [打印本页]

作者: helen526    时间: 2011-6-1 18:54
标题: 请教kenny, 关于HLM中控制变量-看了JBP加油的帖子的想法
kenny,) x4 ^6 z  q* L7 j. L4 k7 z) O' s$ X) d
      看了JBP加油的关于HLM做跨层次调节的帖子,恰好最近也在学习这方面,我尝试写了一个检验三重交互作用的流程(其中,包括个体和组织层面的控制变量),不知是否合适,请您确认一下。如果不正确,请在附件的WORD文档中修改。 等您修改后,这个帖子估计就可以解决不少同学使用HLM做调节的问题。) r' {) t2 V! K$ S7 M! T, }
   1、我的主要疑惑也是如何在HLM模型中,体现控制变量
0 M6 S  P: U' v6 r   2、D是个体层面的变量,分析时在level 2,用mean D代替可以吗?; \  L. ]: r  B, j% I" ?- |6 @

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作者: helen526    时间: 2011-6-3 15:06
呼叫kenny, 请您确认我写的是否正确哦:)
6 t7 ~+ l/ O2 V; i9 e8 h也请大家多多提出有异议的地方
作者: Kenneth    时间: 2011-6-12 23:48
回复 1楼 helen526 的帖子
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Helen 526," `6 i) v; y$ J* M- j; ]0 Z9 U

7 u& M, ~4 }+ d' k# ?% R. F* U# R你的模型是:
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[attach]282347[/attach]) ~* ^- q4 i! b: @# D6 Q; J
模型假设1:个体层面,AB有显著的正向影响
假设2CAB之间的关系,具有跨层次的调节作用
假设3DCAB之间的关系,具有三重调节作用
另,团队层面的控制变量包括,organiztion1, organiztion2; 个体层面的控制变量包括agesexABD为个体层面变量,C为团队层面变量。
Model 1:只包含控制变量
Level 1
' H  A9 j7 m7 g+ M8 _; f8 yB ij=β0j+β1j(age)+ β2j(sex)+ β3j(C) + β4j(D) +file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gifij
Level 2+ b, f1 _" [1 T; V0 t0 P8 v  f' z
β0j=file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image004.gif+file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif01
(organiztion1)+file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif02(organiztion2)+file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image006.gif
β1j=file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif10+U1j
β2j=file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif20+U2j
β3j=file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif30+U3j
β4j=file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif40+U4j
(将调解变量CD首先引入方程,是为了保证“在分析预测变量A的效果之前,首先控制CD的作用”。请问,这样做可以吗?)
Model 2: 加入预测变量A
Level 1. ]% o7 }5 U8 t) D: q
B ij=β0j+β1j(age)+ β2j(sex)+ β3j(C) + β4j(D) + β5j(A) +file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gifij
Level 2
4 E0 w1 B0 {2 g  j6 d& q1 Fβ0j=file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image004.gif+file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif01
(organiztion1)+file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif02(organiztion2)+file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image006.gif
β1j=file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif10+U1j
β2j=file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif20+U2j
β3j=file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif30+U3j
β4j=file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif40+U4j
β5j=file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif50+U5jfile:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif50表示AB的效应,验证假设1,对吗?
Model 3: 加入所有的二维交互项A*CA*DC*D(验证假设2
Level 1
& o& d9 Y/ p. X! r: eB ij=β0j+β1j(age)+ β2j(sex)+ β3j(C) + β4j(D) + β5j(A) + β6j(A*C) +β7j(A*D) + β8j(C*D) +file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gifij
Level 29 U$ k9 ^" n# }
β0j=file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image004.gif+file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif01
(organiztion1)+file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif02(organiztion2)+file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image006.gif
β1j=file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif10+U1j
β2j=file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif20+U2j
β3j=file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif30+file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif31(C) +U3j
β4j=file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif40+file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif41(mean D)+U4j(由于,D本来属于个体层面的变量,所以涉及到level2的分析,一律用mean D的值代替, 这样合适吗?或者您认为在D是低层面变量时,应当怎样处理?)2 g' v5 a( u8 w' W/ b. e! E
β5j=file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif50+file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif51(A) +U5j
β6j=file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif60+file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif61(A*C) +U6j
β7j=file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif70+file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif71(A* mean D) +U7j
β8j=file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif80+file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif81(C* mean D) +U8j
看到JBP加油提供的文献中,file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif30(C)表示CAB关系的调节作用,但是我认为是file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif31表示CAB关系的调节作用?)
Model 4: 三重交互作用(验证假设3
Level 1' y) _5 g/ t& |8 y; I
B ij=β0j+β1j(age)+ β2j(sex)+ β3j(C) + β4j(D) + β5j(A) + β6j(A*C) +β7j(A*D) + β8j(C*D) + β9j(A*C*D)+file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gifij
Level 2
8 j# X5 C2 V8 B4 p& D+ e# X. Y% }β0j=file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image004.gif+file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif01
(organiztion1)+file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif02(organiztion2)+file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image006.gif
β1j=file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif10+U1j
β2j=file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif20+U2j
β3j=file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif30+file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif31(C) +U3j
β4j=file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif40+file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif41(mean D)+U4j
β5j=file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif50+file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif51(A) +U5j
β6j=file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif60+file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif61(A*C) +U6j
β7j=file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif70+file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif71(A* mean D) +U7j
β8j=file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif80+file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif81(C* mean D) +U8j
β9j=file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif90+file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif91(A*C* mean D) +U9j
(其中,file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif91(A*C*D)表示DC\A\B关系的三重调节作用,对吗?
如果写论文,下面表格报告的格式可以吗?
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Model 1
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Model 2

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Model 3

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Model 4
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Interceptfile:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image004.gif
  

2 t' T* a. n0 u$ D- R. U
数值

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数值

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数值

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数值

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control variables
  
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" N9 `/ C6 I' G4 I# a6 C

6 \+ C. c% B- R6 c

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Organiztion1 (file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif01)
  
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数值

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数值

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数值
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数值

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Organiztion2 (file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif02)
  

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数值

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数值

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数值

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数值

6 g' N: g8 z5 O( h2 S
  
Age (file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif10)/ G+ F$ y9 ~: r, ^* m
  
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数值

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数值

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5 L  F) K$ O3 i# c) N1 C
数值

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数值

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Sex (file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif20)
  

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数值
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数值

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数值
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数值

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C(file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif30)
  
0 P9 X, e9 k9 n, C
数值
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数值
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数值
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, |4 A7 U) ~+ g4 r
数值

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D (file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif40)
  
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9 l% n& R4 r& N& d  J+ ~6 D
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6 Y. U' v: y, a/ j: \4 Y
数值

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A (file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif50)
  

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数值

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数值

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2 ^; A' |* g7 l; l( j6 D
数值
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A*C(file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif60)
  
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4 b2 w- `2 X% n6 W3 d9 B9 l
数值
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数值

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A*D(file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif70)
  

6 `% f) b& F1 ^% K1 L& R' s/ j

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数值
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C*D(file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif80)
  

  r/ r/ a. v0 P! j

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数值
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  P; j" B' ^% E: N, D
数值

% q2 Y5 s# A; W. |8 E- N
  
A*C*D(file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif90)
  

1 Q' i: ?) v/ H1 ?

3 a4 ?) R3 e- C' z

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$ i( Q) f0 x# J2 H- |3 o: l
数值

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X2
  

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数值
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数值

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数值
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Deviance
  
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数值
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数值

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数值
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5 k: v+ \  {5 a8 M
数值
4 k3 i# F: g* P: [( U' f
  
Decrease in Deviance
  

9 |2 G7 G8 W, [% n- r; x" x
m
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8 d9 \. p/ P' B; Q9 I  o
n
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l
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" p! D/ S4 Y- d2 V; G$ r) I/ n
k

9 B3 e7 u( _, r6 F5 g2 M  f
  
m代表 Decrease  in Deviance in comparison to the null model
  
n 代表Decrease  in Deviance in comparison to the model 1
  
l代表 Decrease  in Deviance in comparison to the model 2
  
k代表Decrease  in Deviance in comparison to the model 3
  
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Helen,
) G+ N! y- j( T7 i/ `6 M我怀疑你的
模型根本就不可能,所以你的问题我不知道如何回答。. E) ~3 d! V, |! y( x  Q; {
凡是一个
层阶的变量影响(或是调节)一个低层阶的变量,就表示这个层阶的变量在低层阶中是不变的。所以在你的模型中,在每一个层阶中,C对A→B的影响是不变的。那么D何来再调节这个不变的影响呢?如果要有一个三阶的调节,而第一个是高层的话,另外一个一定也是高层的。你的问题只有当反过来说时,才会成立。就是D(低层)的变量调节A→B的影响,而这个调节再被C(高层变量)来调节。
+ Y, \5 a4 _, w: e' \在这个情形下,我会这样模拟:
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Level 1
, Z$ ]. S  Q8 t. m! {6 d2 b7 ?B ij=β0j+β1j(age)+ β2j(sex)+ β3j(Aij) + β4j(D) + β5j(D*A)+file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gifrij
Level 2, |2 N0 T0 z. @$ R1 E
β0j=file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image004.gif=gfile:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif10 +U1j   (organization 是grouping variable,不用模拟的)
; E- j4 i% g* E6 pβ3j=file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image004.gif=gfile:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif30 +gfile:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif31*C +u3j / H: |; C) {6 N7 @9 a8 t
β4j=file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image004.gif=gfile:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif40 +gfile:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif41*C +u4j
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β5j=file:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image004.gif=gfile:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif30 +gfile:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif51*C +u5j
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参数gfile:///C:/DOCUME%7E1/mnlaw/LOCALS%7E1/Temp/msohtmlclip1/01/clip_image002.gif51就是你要的three-way interaction了。

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Kenny. ]2 U9 }% Y& L6 m' |) v  V

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本帖最后由 Kenneth 于 2011-6-12 23:50 编辑 6 T/ m' G+ E6 L& D) T

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