Program: HLM 6 Hierarchical Linear and Nonlinear Modeling Authors: Stephen Raudenbush, Tony Bryk, & Richard Congdon Publisher: Scientific Software International, Inc. (c) 2000 techsupport@ssicentral.com www.ssicentral.com ------------------------------------------------------------------------------- Module: HLM3.EXE (6.04.2785.2) Date: 26 March 2009, Thursday Time: 13: 9:20 ------------------------------------------------------------------------------- SPECIFICATIONS FOR THIS HLM3 RUN Problem Title: Instructional Guidance The data source for this run = D:\SIIdata\TQ\Climate - Longitudinal update\instructional guidance example.mdm The command file for this run = D:\SIIdata\TQ\instructional guidance exmpl.hlm Output file name = D:\SIIdata\TQ\Climate - Longitudinal update\Instructional Guidance.txt The maximum number of level-1 units = 9839 The maximum number of level-2 units = 5001 The maximum number of level-3 units = 115 The maximum number of iterations = 100 Method of estimation: full maximum likelihood The outcome variable is ZINSTGDN The model specified for the fixed effects was: ---------------------------------------------------- Level-1 Level-2 Level-3 Coefficients Predictors Predictors --------------------- --------------- ---------------- INTRCPT1, P0 INTRCPT2, B00 INTRCPT3, G000 %ZHOUSEPO, G001 %ZTSCENRL, G002 %ZMINORIT, G003 % ZWJ_LA, G004 #% MALE, B01 INTRCPT3, G010 #%HISPANIC, B02 INTRCPT3, G020 #% BLACK, B03 INTRCPT3, G030 #% ASIAN, B04 INTRCPT3, G040 #%OTHR_RAC, B05 INTRCPT3, G050 #%MISSRACE, B06 INTRCPT3, G060 #% ZTCHEXP, B07 INTRCPT3, G070 #% GRADEGR, B08 INTRCPT3, G080 '#' - The residual parameter variance for the parameter has been set to zero '%' - This variable has been centered around its grand mean Summary of the model specified (in equation format) --------------------------------------------------- Level-1 Model Y = P0 + E Level-2 Model P0 = B00 + B01*(MALE) + B02*(HISPANIC) + B03*(BLACK) + B04*(ASIAN) + B05*(OTHR_RAC) + B06*(MISSRACE) + B07*(ZTCHEXP) + B08*(GRADEGR) + R0 Level-3 Model B00 = G000 + G001(ZHOUSEPO) + G002(ZTSCENRL) + G003(ZMINORIT) + G004(ZWJ_LA) + U00 B01 = G010 B02 = G020 B03 = G030 B04 = G040 B05 = G050 B06 = G060 B07 = G070 B08 = G080 For starting values, data from 9839 level-1 and 5001 level-2 records were used Iterations stopped due to small change in likelihood function ******* ITERATION 5 ******* Sigma_squared = 0.53781 Standard Error of Sigma_squared = 0.01066 Tau(pi) INTRCPT1,P0 0.36340 Tau(pi) (as correlations) INTRCPT1,P0 1.000 Standard Errors of Tau(pi) INTRCPT1,P0 0.01455 ---------------------------------------------------- Random level-1 coefficient Reliability estimate ---------------------------------------------------- INTRCPT1, P0 0.534 ---------------------------------------------------- Tau(beta) INTRCPT1 INTRCPT2,B00 0.07562 Tau(beta) (as correlations) INTRCPT1/INTRCPT2,B00 1.000 Standard Errors of Tau(beta) INTRCPT1 INTRCPT2,B00 0.01226 ---------------------------------------------------- Random level-2 coefficient Reliability estimate ---------------------------------------------------- INTRCPT1/INTRCPT2, B00 0.811 ---------------------------------------------------- The value of the likelihood function at iteration 5 = -1.301543E+004 The outcome variable is ZINSTGDN Final estimation of fixed effects: ---------------------------------------------------------------------------- Standard Approx. Fixed Effect Coefficient Error T-ratio d.f. P-value ---------------------------------------------------------------------------- For INTRCPT1, P0 For INTRCPT2, B00 INTRCPT3, G000 -0.003771 0.028531 -0.132 110 0.896 ZHOUSEPO, G001 -0.033931 0.031121 -1.090 110 0.278 ZTSCENRL, G002 -0.069859 0.028929 -2.415 110 0.018 ZMINORIT, G003 0.001528 0.031821 0.048 110 0.962 ZWJ_LA, G004 0.021222 0.029748 0.713 110 0.477 For MALE, B01 INTRCPT3, G010 -0.027972 0.035837 -0.781 4992 0.435 For HISPANIC, B02 INTRCPT3, G020 0.246620 0.050216 4.911 4992 0.000 For BLACK, B03 INTRCPT3, G030 0.268575 0.033432 8.034 4992 0.000 For ASIAN, B04 INTRCPT3, G040 0.202551 0.072116 2.809 4992 0.005 For OTHR_RAC, B05 INTRCPT3, G050 0.081312 0.052006 1.563 4992 0.118 For MISSRACE, B06 INTRCPT3, G060 0.039704 0.095567 0.415 4992 0.677 For ZTCHEXP, B07 INTRCPT3, G070 0.082734 0.012142 6.814 4992 0.000 For GRADEGR, B08 INTRCPT3, G080 0.018155 0.027468 0.661 4992 0.508 ---------------------------------------------------------------------------- The outcome variable is ZINSTGDN Final estimation of fixed effects (with robust standard errors) ---------------------------------------------------------------------------- Standard Approx. Fixed Effect Coefficient Error T-ratio d.f. P-value ---------------------------------------------------------------------------- For INTRCPT1, P0 For INTRCPT2, B00 INTRCPT3, G000 -0.003771 0.028323 -0.133 110 0.895 ZHOUSEPO, G001 -0.033931 0.031384 -1.081 110 0.282 ZTSCENRL, G002 -0.069859 0.031541 -2.215 110 0.029 ZMINORIT, G003 0.001528 0.034925 0.044 110 0.966 ZWJ_LA, G004 0.021222 0.030941 0.686 110 0.494 For MALE, B01 INTRCPT3, G010 -0.027972 0.042357 -0.660 4992 0.509 For HISPANIC, B02 INTRCPT3, G020 0.246620 0.052527 4.695 4992 0.000 For BLACK, B03 INTRCPT3, G030 0.268575 0.042461 6.325 4992 0.000 For ASIAN, B04 INTRCPT3, G040 0.202551 0.092285 2.195 4992 0.028 For OTHR_RAC, B05 INTRCPT3, G050 0.081312 0.060473 1.345 4992 0.179 For MISSRACE, B06 INTRCPT3, G060 0.039704 0.085256 0.466 4992 0.641 For ZTCHEXP, B07 INTRCPT3, G070 0.082734 0.015335 5.395 4992 0.000 For GRADEGR, B08 INTRCPT3, G080 0.018155 0.029783 0.610 4992 0.542 ---------------------------------------------------------------------------- Final estimation of level-1 and level-2 variance components: ------------------------------------------------------------------------------ Random Effect Standard Variance df Chi-square P-value Deviation Component ------------------------------------------------------------------------------ INTRCPT1, R0 0.60283 0.36340 4878 11331.03599 0.000 level-1, E 0.73336 0.53781 ------------------------------------------------------------------------------ Final estimation of level-3 variance components: ------------------------------------------------------------------------------ Random Effect Standard Variance df Chi-square P-value Deviation Component ------------------------------------------------------------------------------ INTRCPT1/INTRCPT2, U00 0.27499 0.07562 110 677.39199 0.000 ------------------------------------------------------------------------------ Statistics for current covariance components model -------------------------------------------------- Deviance = 26030.862164 Number of estimated parameters = 16