[R-sig-ME] dummy variables in hlm
ph||||p@@|d@y @end|ng |rom mp|@n|
Mon Dec 23 14:24:03 CET 2019
This is a question which applies equally well to classical / non
hierarchical models, so you can also use resources for those. That said,
I'll answer here anyway.
The answer is "maybe", for a few reasons.
First, we often don't need to / bother worrying about multiple
comparisons within a single regression model (Gelman, Hill and Yajima
That said, for large models, especially those with lots of interactions,
multiple comparisons issues can become a problem, see e.g. this blog
, which is presented with ANOVA, but which holds for multiple regression.
Speaking of ANOVA ... the dummy variables don't all test the null
hypothesis of the categorical variable per se, but instead test the null
hypothesis for a single contrast derived from that categorical variable.
If you want an omnibus test for your categorical variable, then you need
to do something like ANOVA / analysis of deviance or a likelihood-ratio
test. Since these yield a single test across all levels of the
categorical variable, they don't have the multiple comparisons problem.
In all cases, note that your choice of contrast coding has a big impact
on the hypotheses that you're testing and whether or not things
car::Anova() yield meaningful results.
PS: I would recommend avoiding the Level 1 / Level 2 terminology. For
many R packages, you don't need a strict nesting of levels and so the
Level # terminology doesn't make much sense. I also generally find it
quite confusing. Instead, try talking about fixed/population-level
effects and random effects / variance components.
On 7/12/19 7:22 pm, Shoeayb Qasemi wrote:
> Dear Prof. Bob,
> I have run an HLM model that contains an independent categorical variable
> (5 categories) at level 2. Four dummy variables entered into the model to
> represent the categorical variable. Since the dummy variables all test the
> null hypothesis of the categorical variable, do I need to adjust P-values
> to control the type-I error rate?
> [[alternative HTML version deleted]]
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