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Archive of posts filed under the Multilevel Modeling category.

Planning my class for this semester: Thinking aloud about how to move toward active learning?

I’m teaching two classes this semester: – Design and Analysis of Sample Surveys (in the political science department, but the course has lots of statistics content); – Statistical Communication and Graphics (in the statistics department, but last time I taught it, many of the students were from other fields). I’ve taught both classes before. I […]

Trajectories of Achievement Within Race/Ethnicity: “Catching Up” in Achievement Across Time

Just in time for Christmas, here’s some good news for kids, from Pamela Davis-Kean and Justin Jager: The achievement gap has long been the focus of educational research, policy, and intervention. The authors took a new approach to examining the achievement gap by examining achievement trajectories within each racial group. To identify these trajectories they […]

The Use of Sampling Weights in Bayesian Hierarchical Models for Small Area Estimation

All this discussion of plagiarism is leaving a bad taste in my mouth (or, I guess I should say, a bad feeling in my fingers, given that I’m expressing all this on the keyboard) so I wanted to close off the workweek with something more interesting. I happened to come across the above-titled paper by […]

Designing a study to see if “the 10x programmer” is a real thing

Lorin H. writes: One big question in the world of software engineering is: how much variation is there in productivity across programmers? (If you google for “10x programmer” you’ll see lots of hits). Let’s say I wanted to explore this research question with a simple study. Choose a set of participants at random from a […]

A question about varying-intercept, varying-slope multilevel models for cross-national analysis

Sean de Hoon writes: In many cross-national comparative studies, mixed effects models are being used in which a number of slopes are fixed and the slopes of one or two variables of interested are allowed to vary across countries. The aim is often then to explain the varying slopes by referring to some country-level characteristic. […]

Soil Scientists Seeking Super Model

I (Bob) spent last weekend at Biosphere 2, collaborating with soil carbon biogeochemists on a “super model.” Model combination and expansion The biogeochemists (three sciences in one!) have developed hundreds of competing models and the goal of the workshop was to kick off some projects on putting some of them together intos wholes that are […]

In one of life’s horrible ironies, I wrote a paper “Why we (usually) don’t have to worry about multiple comparisons” but now I spend lots of time worrying about multiple comparisons

Exhibit A: [2012] Why we (usually) don’t have to worry about multiple comparisons. Journal of Research on Educational Effectiveness 5, 189-211. (Andrew Gelman, Jennifer Hill, and Masanao Yajima) Exhibit B: The garden of forking paths: Why multiple comparisons can be a problem, even when there is no “fishing expedition” or “p-hacking” and the research hypothesis […]

Anova is great—if you interpret it as a way of structuring a model, not if you focus on F tests

Shravan Vasishth writes: I saw on your blog post that you listed aggregation as one of the desirable things to do. Do you agree with the following argument? I want to point out a problem with repeated measures ANOVA in talk: In a planned experiment, say a 2×2 design, when we do a repeated measures […]

“How to disrupt the multi-billion dollar survey research industry”

David Rothschild (coauthor of the Xbox study, the Mythical Swing Voter paper, and of course the notorious Aapor note) will be speaking Friday 10 Oct in the Economics and Big Data meetup in NYC. His title: “How to disrupt the multi-billion dollar survey research industry: information aggregation using non-representative polling data.” Should be fun! P.P.S. […]

More bad news for the buggy-whip manufacturers

In a news article regarding difficulties in using panel surveys to measure the unemployment rate, David Leonhardt writes: The main factor is technology. It’s a major cause of today’s response-rate problems – but it’s also the solution. For decades, survey research has revolved around the telephone, and it’s worked very well. But Americans’ relationship with […]

My talk at the Simons Foundation this Wed 5pm

Anti-Abortion Democrats, Jimmy Carter Republicans, and the Missing Leap Day Babies: Living with Uncertainty but Still Learning To learn about the human world, we should accept uncertainty and embrace variation. We illustrate this concept with various examples from our recent research (the above examples are with Yair Ghitza and Aki Vehtari) and discuss more generally […]

How does inference for next year’s data differ from inference for unobserved data from the current year?

Juliet Price writes: I recently came across your blog post from 2009 about how statistical analysis differs when analyzing an entire population rather than a sample. I understand the part about conceptualizing the problem as involving a stochastic data generating process, however, I have a query about the paragraph on ‘making predictions about future cases, […]

“A hard case for Mister P”

Kevin Van Horn sent me an email with the above title (ok, he wrote MRP, but it’s the same idea) and the following content: I’m working on a problem that at first seemed like a clear case where multilevel modeling would be useful. As I’ve dug into it I’ve found that it doesn’t quite fit […]

How do you interpret standard errors from a regression fit to the entire population?

James Keirstead writes: I’m working on some regressions for UK cities and have a question about how to interpret regression coefficients. . . . In a typical regression, one would be working with data from a sample and so the standard errors on the coefficients can be interpreted as reflecting the uncertainty in the choice […]

Yummy Mr. P!

Chris Skovron writes: A colleague sent the attached image from Indonesia. For whatever reason, it seems appropriate that Mr. P is a delicious salty snack with the tagline “good times.” Indeed. MRP has made the New York Times and Indonesian snack food. What more can we ask for?

A linguist has a question about sampling when the goal is causal inference from observational data

Nate Delaney-Busch writes: I’m a PhD student of cognitive neuroscience at Tufts, and a question came recently with my colleagues about the difficulty of random sampling in cases of highly controlled stimulus sets, and I thought I would drop a line to see if you had any reading suggestions for us. Let’s say I wanted […]

Differences between econometrics and statistics: From varying treatment effects to utilities, economists seem to like models that are fixed in stone, while statisticians tend to be more comfortable with variation

I had an interesting discussion with Peter Dorman (whose work on assessing the value of a life we discussed in this space a few years ago). The conversation started when Peter wrote me about his recent success using hierarchical modeling for risk analysis. He wrote, “Where have they [hierarchical models] been all my life? In […]

Stan World Cup update

The other day I fit a simple model to estimate team abilities from World Cup outcomes. I fit the model to the signed square roots of the score differentials, using the square root on the theory that when the game is less close, it becomes more variable. 0. Background As you might recall, the estimated […]

Stan goes to the World Cup

I thought it would be fun to fit a simple model in Stan to estimate the abilities of the teams in the World Cup, then I could post everything here on the blog, the whole story of the analysis from beginning to end, showing the results of spending a couple hours on a data analysis. […]

Chicago alert: Mister P and Stan to be interviewed on WBEZ today (Fri) 3:15pm

Niala Boodho on the Afternoon Shift will be interviewing Yair and me about our age-period-cohort extravaganza which became widely-known after being featured in this cool interactive graph by Amanda Cox in the New York Times. And here’s the interview. The actual paper is called The Great Society, Reagan’s revolution, and generations of presidential voting and […]