[R-sig-ME] Do "true" multi-level models require Bayesian methods?

Steven J. Pierce pierces1 at msu.edu
Wed Sep 4 14:31:38 CEST 2013

I agree with Jake. It is common practice to use cross-level interactions to
investigate the effects of covariates at different levels, even when one is
not using pure Bayesian methods to estimate the models. This happens a lot
in community psychology, industrial/organizational psychology, education,
medicine, and in a variety other disciplines from what I have seen in the
literature. Indeed, this feature lets multilevel models serve as a better
way to test certain theories and hypotheses than simpler methods such as OLS
regression because then the resulting model better aligns with the
conceptual structure of the theory and the phenomena of interest.

Aguinis, H., Gottfredson, R. K., & Culpepper, S. A. (in press).
Best-practice recommendations for estimating cross-level interaction effects
using multilevel modeling. Journal of Management.

James, L. R., & Williams, L. J. (2000). The cross-level operator in
regression, ANCOVA, and contextual analysis. In K. J. Klein & S. W. J.
Kozlowski (Eds.), Multilevel theory, research, and methods in organizations:
Foundations, extensions, and new directions (pp. 382-424). San Francisco,
CA: Jossey-Bass.

Luke, D. A. (2005). Getting the big picture in community science: Methods
that capture context. American Journal of Community Psychology, 35(3/4),
185-200. doi: 10.1007/s10464-005-3397-z

Raudenbush, S. W., & Bryk, A. S. (2002). Hierarchical linear models:
Applications and data analysis methods (2nd ed.). Thousand Oaks, CA: Sage

Shinn, M., & Rapkin, B. D. (2000). Cross-level research without cross-ups in
community psychology. In J. Rappaport & E. Seidman (Eds.), Handbook of
community psychology (pp. 669-695). New York, NY: Kluwer Academic/Plenum

Steven J. Pierce, Ph.D. 
Associate Director 
Center for Statistical Training & Consulting (CSTAT) 
Michigan State University 
E-mail: pierces1 at msu.edu 
Web: http://www.cstat.msu.edu 

-----Original Message-----
From: Jake Westfall [mailto:jake987722 at hotmail.com] 
Sent: Tuesday, September 03, 2013 7:22 PM
To: r-sig-mixed-models at r-project.org
Subject: Re: [R-sig-ME] Do "true" multi-level models require Bayesian

Hi Michael,

This is certainly possible in, e.g., lme4 or nlme packages. My perception is
actually that these kind of models are discussed pretty routinely in the
traditional multilevel literature under the term "cross-level interactions."
Taking a quick look at my bookshelf, I find discussions of cross-level
interactions in Snijders & Bosker (2011), Hox (2010), and Goldstein (2010).


> Date: Tue, 3 Sep 2013 14:53:23 -0700
> From: mwojnowi at uci.edu
> To: r-sig-mixed-models at r-project.org
> Subject: [R-sig-ME] Do "true" multi-level models require Bayesian methods?
> I've been recently learning about mixed effects models (e.g. via
> Fitzmaurice, Laird, and Ware 's book *Applied Longitudinal Analysis*) as
> well as Bayesian hierarchical models (e.g. via Gelman and Hill's book
> Analysis Using Regression and Multilevel/Hierarchical Models*)
> One curious thing I've noticed: The Bayesian literature tends to emphasize
> that their models can handle covariates at multiple level of analysis. For
> example, if the clustering is by person, and each person is measured in
> multiple "trials," then the Bayesian hierarchical models can investigate
> the main effects of covariates both at the subject and trial level, as
> as interactions across "levels."
> However, I have not seen these kinds of models in the textbooks
> frequentist methods.
> I'm not sure if this is a coincidence, or an example of where Bayesian
> methods can do "more complicated things." Is it possible to use mixed
> effects models (e.g. the lme4 or nlme packages in the R statistical
> software) to investigate interactions of fixed effect covariates across
> "levels" of analysis?
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