[R] very basic HLM question

Sebastián Daza sebastian.daza at gmail.com
Sun Feb 6 22:51:16 CET 2011


Thank you for your reply and sorry for my ambiguity.

I computed:

summary(anova1 <- aov(math ~ as.factor(schoolid), data=nels88))
ICC1(anova1)

ICC1 comes from the multilevel package. I have found an article where it 
is pointed out that with this formula:

  > 34.011/(34.011+72.256)
[1] 0.3200523

I should get practically an identical result than using ICC1. I have 
used the database of that article and I have got an identical result. 
But with the dataset I am using (schools) it doesn't work.

This is the example of the article mentioned above:

library(multilevel)
base(bh1996)

summary(lmer(WBEING ~ 1 + (1|GRP), data=bh1996))

0.035801/(0.035801+0.789497)

summary(test <- aov(WBEING~as.factor(GRP),data=bh1996))
ICC1(test)


I have attached the small database where this "equality" doesn't exist.
Thank you in advance.


On 2/5/2011 11:07 PM, Paul Johnson wrote:
> 2011/2/5 Sebastián Daza<sebastian.daza at gmail.com>:
>> Hi everyone,
>>
>> I need to get a between-component variance (e.g. random effects Anova), but
>> using lmer I don't get the same results (variance component) than using
>> random effects Anova. I am using a database of students, clustered on
>> schools (there is not the same number of students by school).
>>
>> According to the ICC1 command, the interclass correlation is .44
>>
>>> ICC1(anova1)
>> [1] 0.4414491
>
> If you don't tell us exactly what model you are calculating in
> "anova1", how would we guess if there is something wrong?
>
> Similarly, I get this
>> ICC1
> Error: object 'ICC1' not found
>
> so it must mean you've loaded a package or written a function, which
> you've not shown us.
>
> I googled my way to a package called "multilevel" that has ICC1, and
> its code for ICC1 shows a formula that does not match the one you used
> to calculate ICC from lmer.
>
> function (object)
> {
>      MOD<- summary(object)
>      MSB<- MOD[[1]][1, 3]
>      MSW<- MOD[[1]][2, 3]
>      GSIZE<- (MOD[[1]][2, 1] + (MOD[[1]][1, 1] + 1))/(MOD[[1]][1,
>          1] + 1)
>      OUT<- (MSB - MSW)/(MSB + ((GSIZE - 1) * MSW))
>      return(OUT)
> }
>
> I'm not saying that's right or wrong, just not obviously identical to
> the formula you proposed.
>
>>
>> However, I cannot get the same ICC from the lmer output:
>>
>>> anova2<- lmer(math ~ 1 + (1|schoolid), data=nels88)
>>> summary(anova2<- lmer(math ~ 1 + (1|schoolid), data=nels88))
>>
>
> Instead, do this (same thing, fits model only once):
>
>> anova2<- lmer(math ~ 1 + (1|schoolid), data=nels88)
>> summary(anova2)
>
> Note that lmer is going to estimate a normally distributed random
> effect for each school, as well as an individual observation random
> effect (usual error term) that is assumed independent of the
> school-level effect.  What is "anova1" estimating?
>
>

-- 
Sebastián Daza
sebastian.daza at gmail.com



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