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Partitioning variation in multilevel models for count data

Leckie, George ; Browne, William J ; Goldstein, Harvey ; Merlo, Juan LU orcid and Austin, Peter C (2020) In Psychological Methods 25(6). p.787-801
Abstract

A first step when fitting multilevel models to continuous responses is to explore the degree of clustering in the data. Researchers fit variance-component models and then report the proportion of variation in the response that is due to systematic differences between clusters. Equally they report the response correlation between units within a cluster. These statistics are popularly referred to as variance partition coefficients (VPCs) and intraclass correlation coefficients (ICCs). When fitting multilevel models to categorical (binary, ordinal, or nominal) and count responses, these statistics prove more challenging to calculate. For categorical response models, researchers appeal to their latent response formulations and report... (More)

A first step when fitting multilevel models to continuous responses is to explore the degree of clustering in the data. Researchers fit variance-component models and then report the proportion of variation in the response that is due to systematic differences between clusters. Equally they report the response correlation between units within a cluster. These statistics are popularly referred to as variance partition coefficients (VPCs) and intraclass correlation coefficients (ICCs). When fitting multilevel models to categorical (binary, ordinal, or nominal) and count responses, these statistics prove more challenging to calculate. For categorical response models, researchers appeal to their latent response formulations and report VPCs/ICCs in terms of latent continuous responses envisaged to underly the observed categorical responses. For standard count response models, however, there are no corresponding latent response formulations. More generally, there is a paucity of guidance on how to partition the variation. As a result, applied researchers are likely to avoid or inadequately report and discuss the substantive importance of clustering and cluster effects in their studies. A recent article drew attention to a little-known exact algebraic expression for the VPC/ICC for the special case of the two-level random-intercept Poisson model. In this article, we make a substantial new contribution. First, we derive exact VPC/ICC expressions for more flexible negative binomial models that allows for overdispersion, a phenomenon which often occurs in practice. Then we derive exact VPC/ICC expressions for three-level and random-coefficient extensions to these models. We illustrate our work with an application to student absenteeism. (PsycInfo Database Record (c) 2020 APA, all rights reserved).

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author
; ; ; and
organization
publishing date
type
Contribution to journal
publication status
published
subject
in
Psychological Methods
volume
25
issue
6
pages
15 pages
publisher
American Psychological Association (APA)
external identifiers
  • pmid:32309962
  • scopus:85084594649
ISSN
1082-989X
DOI
10.1037/met0000265
language
English
LU publication?
yes
id
a3be901e-d1e9-4bf9-b582-bb9a59cc1a94
date added to LUP
2020-04-25 04:35:59
date last changed
2024-06-26 14:08:30
@article{a3be901e-d1e9-4bf9-b582-bb9a59cc1a94,
  abstract     = {{<p>A first step when fitting multilevel models to continuous responses is to explore the degree of clustering in the data. Researchers fit variance-component models and then report the proportion of variation in the response that is due to systematic differences between clusters. Equally they report the response correlation between units within a cluster. These statistics are popularly referred to as variance partition coefficients (VPCs) and intraclass correlation coefficients (ICCs). When fitting multilevel models to categorical (binary, ordinal, or nominal) and count responses, these statistics prove more challenging to calculate. For categorical response models, researchers appeal to their latent response formulations and report VPCs/ICCs in terms of latent continuous responses envisaged to underly the observed categorical responses. For standard count response models, however, there are no corresponding latent response formulations. More generally, there is a paucity of guidance on how to partition the variation. As a result, applied researchers are likely to avoid or inadequately report and discuss the substantive importance of clustering and cluster effects in their studies. A recent article drew attention to a little-known exact algebraic expression for the VPC/ICC for the special case of the two-level random-intercept Poisson model. In this article, we make a substantial new contribution. First, we derive exact VPC/ICC expressions for more flexible negative binomial models that allows for overdispersion, a phenomenon which often occurs in practice. Then we derive exact VPC/ICC expressions for three-level and random-coefficient extensions to these models. We illustrate our work with an application to student absenteeism. (PsycInfo Database Record (c) 2020 APA, all rights reserved).</p>}},
  author       = {{Leckie, George and Browne, William J and Goldstein, Harvey and Merlo, Juan and Austin, Peter C}},
  issn         = {{1082-989X}},
  language     = {{eng}},
  month        = {{04}},
  number       = {{6}},
  pages        = {{787--801}},
  publisher    = {{American Psychological Association (APA)}},
  series       = {{Psychological Methods}},
  title        = {{Partitioning variation in multilevel models for count data}},
  url          = {{http://dx.doi.org/10.1037/met0000265}},
  doi          = {{10.1037/met0000265}},
  volume       = {{25}},
  year         = {{2020}},
}