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 (6.06.2857.2) Date: 25 November 2008, Tuesday Time: 0: 7:52 ------------------------------------------------------------------------------- SPECIFICATIONS FOR THIS HLM3 RUN Problem Title: no title The data source for this run = acvsall_pmle_upper_R_Rmob.mdm The command file for this run = C:\Documents and Settings\FSC\My Documents\akademik\WtP\HML\analyses\ACvsALL\Upper\upper_acvrsall_acpropnew1.hlm Output file name = c:\\hlm3.txt The maximum number of level-1 units = 14525 The maximum number of level-2 units = 4045 The maximum number of level-3 units = 115 The maximum number of iterations = 100 Method of estimation: full maximum likelihood The outcome variable is RSS The model specified for the fixed effects was: ---------------------------------------------------- Level-1 Level-2 Level-3 Coefficients Predictors Predictors --------------------- --------------- ---------------- INTRCPT1, P0 INTRCPT2, B00 INTRCPT3, G000 AC, G001 % NEWST1, G002 % NEWST2, G003 % NEWST3, G004 % NEWST5, G005 % NEWST6, G006 % LOGITPR, G007 TIME3 slope, P1 INTRCPT2, B10 INTRCPT3, G100 AC, G101 % NEWST1, G102 % NEWST2, G103 % NEWST3, G104 % NEWST5, G105 % NEWST6, G106 % LOGITPR, G107 TIME3SQ slope, P2 INTRCPT2, B20 INTRCPT3, G200 AC, G201 % NEWST1, G202 % NEWST2, G203 % NEWST3, G204 % NEWST5, G205 % NEWST6, G206 % LOGITPR, G207 # RRETAKE slope, P3 # INTRCPT2, B30 INTRCPT3, G300 AC, G301 % NEWST1, G302 % NEWST2, G303 % NEWST3, G304 % NEWST5, G305 % NEWST6, G306 % LOGITPR, G307 # ENTRY slope, P4 # INTRCPT2, B40 INTRCPT3, G400 AC, G401 % NEWST1, G402 % NEWST2, G403 % NEWST3, G404 % NEWST5, G405 % NEWST6, G406 % LOGITPR, G407 '#' - 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 + P1*(TIME3) + P2*(TIME3SQ) + P3*(RRETAKE) + P4*(ENTRY) + E Level-2 Model P0 = B00 + R0 P1 = B10 + R1 P2 = B20 + R2 P3 = B30 P4 = B40 Level-3 Model B00 = G000 + G001(AC) + G002(NEWST1) + G003(NEWST2) + G004(NEWST3) + G005(NEWST5) + G006(NEWST6) + G007(LOGITPR) + U00 B10 = G100 + G101(AC) + G102(NEWST1) + G103(NEWST2) + G104(NEWST3) + G105(NEWST5) + G106(NEWST6) + G107(LOGITPR) + U10 B20 = G200 + G201(AC) + G202(NEWST1) + G203(NEWST2) + G204(NEWST3) + G205(NEWST5) + G206(NEWST6) + G207(LOGITPR) + U20 B30 = G300 + G301(AC) + G302(NEWST1) + G303(NEWST2) + G304(NEWST3) + G305(NEWST5) + G306(NEWST6) + G307(LOGITPR) B40 = G400 + G401(AC) + G402(NEWST1) + G403(NEWST2) + G404(NEWST3) + G405(NEWST5) + G406(NEWST6) + G407(LOGITPR) Run-time deletion has reduced the number of level-1 records to 14488 For starting values, data from 11751 level-1 and 2332 level-2 records were used Iterations stopped due to small change in likelihood function ******* ITERATION 13 ******* Sigma_squared = 572.66720 Standard Error of Sigma_squared = 10.18352 Tau(pi) INTRCPT1,P0 952.54548 108.07728 -110.13146 TIME3,P1 108.07728 36.41051 -9.23011 TIME3SQ,P2 -110.13146 -9.23011 51.41206 Tau(pi) (as correlations) INTRCPT1,P0 1.000 0.580 -0.498 TIME3,P1 0.580 1.000 -0.213 TIME3SQ,P2 -0.498 -0.213 1.000 Standard Errors of Tau(pi) INTRCPT1,P0 31.78539 12.22623 14.99058 TIME3,P1 12.22623 9.00344 7.56254 TIME3SQ,P2 14.99058 7.56254 11.57024 ---------------------------------------------------- Random level-1 coefficient Reliability estimate ---------------------------------------------------- INTRCPT1, P0 0.745 TIME3, P1 0.101 TIME3SQ, P2 0.107 ---------------------------------------------------- Note: The reliability estimates reported above are based on only 2332 of 4045 units that had sufficient data for computation. Fixed effects and variance components are based on all the data. Tau(beta) INTRCPT1 TIME3 TIME3SQ INTRCPT2,B00 INTRCPT2,B10 INTRCPT2,B20 119.22968 3.54524 -12.92082 3.54524 15.07184 -6.00623 -12.92082 -6.00623 11.01492 Tau(beta) (as correlations) INTRCPT1/INTRCPT2,B00 1.000 0.084 -0.357 TIME3/INTRCPT2,B10 0.084 1.000 -0.466 TIME3SQ/INTRCPT2,B20 -0.357 -0.466 1.000 Standard Errors of Tau(beta) INTRCPT1 TIME3 TIME3SQ INTRCPT2,B00 INTRCPT2,B10 INTRCPT2,B20 21.57830 6.48503 6.72518 6.48503 3.78121 2.84212 6.72518 2.84212 3.57253 ---------------------------------------------------- Random level-2 coefficient Reliability estimate ---------------------------------------------------- INTRCPT1/INTRCPT2, B00 0.712 TIME3/INTRCPT2, B10 0.498 TIME3SQ/INTRCPT2, B20 0.382 ---------------------------------------------------- Note: The reliability estimates reported above are based on only 114 of 115 units that had sufficient data for computation. Fixed effects and variance components are based on all the data. The value of the likelihood function at iteration 13 = -7.057345E+004 The outcome variable is RSS 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 614.051765 1.556353 394.545 107 0.000 AC, G001 1.405799 3.554374 0.396 107 0.693 NEWST1, G002 -24.120213 7.236318 -3.333 107 0.002 NEWST2, G003 -9.494211 5.630015 -1.686 107 0.094 NEWST3, G004 1.119693 4.551894 0.246 107 0.806 NEWST5, G005 3.322245 4.403188 0.755 107 0.452 NEWST6, G006 15.979566 5.099456 3.134 107 0.003 LOGITPR, G007 2.197750 2.633353 0.835 107 0.406 For TIME3 slope, P1 For INTRCPT2, B10 INTRCPT3, G100 11.607650 0.794758 14.605 107 0.000 AC, G101 4.631028 1.806642 2.563 107 0.012 NEWST1, G102 0.591395 3.794191 0.156 107 0.877 NEWST2, G103 -0.048718 2.908100 -0.017 107 0.987 NEWST3, G104 -1.184924 2.311218 -0.513 107 0.609 NEWST5, G105 -6.623950 2.230624 -2.970 107 0.004 NEWST6, G106 -4.018540 2.657251 -1.512 107 0.133 LOGITPR, G107 -2.428866 1.431761 -1.696 107 0.092 For TIME3SQ slope, P2 For INTRCPT2, B20 INTRCPT3, G200 -1.846184 0.702386 -2.628 107 0.010 AC, G201 -2.528202 1.574998 -1.605 107 0.111 NEWST1, G202 4.562954 3.317994 1.375 107 0.172 NEWST2, G203 2.566376 2.548458 1.007 107 0.317 NEWST3, G204 2.911627 2.036928 1.429 107 0.156 NEWST5, G205 3.882768 1.976561 1.964 107 0.052 NEWST6, G206 1.574367 2.340612 0.673 107 0.502 LOGITPR, G207 -0.078983 1.235403 -0.064 107 0.950 For RRETAKE slope, P3 For INTRCPT2, B30 INTRCPT3, G300 7.188104 0.667430 10.770 14448 0.000 AC, G301 2.727662 1.517028 1.798 14448 0.072 NEWST1, G302 -1.171121 3.184527 -0.368 14448 0.713 NEWST2, G303 1.427240 2.460177 0.580 14448 0.561 NEWST3, G304 3.708701 1.908064 1.944 14448 0.052 NEWST5, G305 5.540985 1.838764 3.013 14448 0.003 NEWST6, G306 5.198886 2.226545 2.335 14448 0.020 LOGITPR, G307 1.511774 1.188870 1.272 14448 0.204 For ENTRY slope, P4 For INTRCPT2, B40 INTRCPT3, G400 2.076195 0.940549 2.207 14448 0.027 AC, G401 5.051269 2.130410 2.371 14448 0.018 NEWST1, G402 5.455430 4.472151 1.220 14448 0.223 NEWST2, G403 4.232619 3.471319 1.219 14448 0.223 NEWST3, G404 -2.516926 2.754787 -0.914 14448 0.361 NEWST5, G405 -4.474901 2.637903 -1.696 14448 0.089 NEWST6, G406 -7.281081 3.217474 -2.263 14448 0.024 LOGITPR, G407 -3.228210 1.759432 -1.835 14448 0.066 ---------------------------------------------------------------------------- The outcome variable is RSS 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 614.051765 1.526338 402.304 107 0.000 AC, G001 1.405799 2.669113 0.527 107 0.599 NEWST1, G002 -24.120213 8.483939 -2.843 107 0.006 NEWST2, G003 -9.494211 5.615489 -1.691 107 0.093 NEWST3, G004 1.119693 4.444892 0.252 107 0.802 NEWST5, G005 3.322245 4.820473 0.689 107 0.492 NEWST6, G006 15.979566 5.385177 2.967 107 0.004 LOGITPR, G007 2.197750 3.826848 0.574 107 0.567 For TIME3 slope, P1 For INTRCPT2, B10 INTRCPT3, G100 11.607650 0.778779 14.905 107 0.000 AC, G101 4.631028 1.750248 2.646 107 0.010 NEWST1, G102 0.591395 3.880598 0.152 107 0.880 NEWST2, G103 -0.048718 3.073225 -0.016 107 0.988 NEWST3, G104 -1.184924 2.141708 -0.553 107 0.581 NEWST5, G105 -6.623950 2.332113 -2.840 107 0.006 NEWST6, G106 -4.018540 2.512014 -1.600 107 0.112 LOGITPR, G107 -2.428866 1.620221 -1.499 107 0.137 For TIME3SQ slope, P2 For INTRCPT2, B20 INTRCPT3, G200 -1.846184 0.738851 -2.499 107 0.014 AC, G201 -2.528202 1.632811 -1.548 107 0.124 NEWST1, G202 4.562954 3.177986 1.436 107 0.154 NEWST2, G203 2.566376 2.520874 1.018 107 0.311 NEWST3, G204 2.911627 2.027737 1.436 107 0.154 NEWST5, G205 3.882768 1.833293 2.118 107 0.036 NEWST6, G206 1.574367 2.024314 0.778 107 0.438 LOGITPR, G207 -0.078983 0.912928 -0.087 107 0.932 For RRETAKE slope, P3 For INTRCPT2, B30 INTRCPT3, G300 7.188104 0.652410 11.018 14448 0.000 AC, G301 2.727662 1.587506 1.718 14448 0.085 NEWST1, G302 -1.171121 2.974579 -0.394 14448 0.693 NEWST2, G303 1.427240 2.600698 0.549 14448 0.583 NEWST3, G304 3.708701 1.664461 2.228 14448 0.026 NEWST5, G305 5.540985 1.846269 3.001 14448 0.003 NEWST6, G306 5.198886 2.382414 2.182 14448 0.029 LOGITPR, G307 1.511774 1.265993 1.194 14448 0.233 For ENTRY slope, P4 For INTRCPT2, B40 INTRCPT3, G400 2.076195 0.974819 2.130 14448 0.033 AC, G401 5.051269 2.094256 2.412 14448 0.016 NEWST1, G402 5.455430 4.791890 1.138 14448 0.255 NEWST2, G403 4.232619 3.212457 1.318 14448 0.188 NEWST3, G404 -2.516926 3.174189 -0.793 14448 0.428 NEWST5, G405 -4.474901 2.596078 -1.724 14448 0.084 NEWST6, G406 -7.281081 3.147422 -2.313 14448 0.021 LOGITPR, G407 -3.228210 1.705984 -1.892 14448 0.058 ---------------------------------------------------------------------------- Final estimation of level-1 and level-2 variance components: ------------------------------------------------------------------------------ Random Effect Standard Variance df Chi-square P-value Deviation Component ------------------------------------------------------------------------------ INTRCPT1, R0 30.86334 952.54548 2217 9979.81060 0.000 TIME3 slope, R1 6.03411 36.41051 2217 2573.12076 0.000 TIME3SQ slope, R2 7.17022 51.41206 2217 2521.33733 0.000 level-1, E 23.93047 572.66720 ------------------------------------------------------------------------------ Note: The chi-square statistics reported above are based on only 2332 of 4045 units that had sufficient data for computation. Fixed effects and variance components are based on all the data. Final estimation of level-3 variance components: ------------------------------------------------------------------------------ Random Effect Standard Variance df Chi-square P-value Deviation Component ------------------------------------------------------------------------------ INTRCPT1/INTRCPT2, U00 10.91923 119.22968 107 417.95910 0.000 TIME3/INTRCPT2, U10 3.88225 15.07184 107 246.62899 0.000 TIME3SQ/INTRCPT2, U20 3.31887 11.01492 107 194.66926 0.000 ------------------------------------------------------------------------------ Statistics for current covariance components model -------------------------------------------------- Deviance = 141146.901577 Number of estimated parameters = 53 Latent Variable Regression Results B10 = G100* + G101*(AC) + G102*(NEWST1) + G103*(NEWST2) + G104*(NEWST3) + G105*(NEWST5) + G106*(NEWST6) + G107*(LOGITPR) + G108*(B00) + U10* B20 = G200* + G201*(AC) + G202*(NEWST1) + G203*(NEWST2) + G204*(NEWST3) + G205*(NEWST5) + G206*(NEWST6) + G207*(LOGITPR) + G208*(B00) + U20* ------------------------------------------------------------------------------ Outcome Predictor Estimated Standard T-ratio P-value Coefficient Error ------------------------------------------------------------------------------ TIME3/INTRCPT2,B10 INTRCPT3,G100* -6.650909 32.85666 -0.202 0.840 AC,G101* 4.589227 1.80277 2.546 0.013 NEWST1,G102* 1.308599 3.99287 0.328 0.744 NEWST2,G103* 0.233588 2.94219 0.079 0.937 NEWST3,G104* -1.218218 2.30413 -0.529 0.598 NEWST5,G105* -6.722736 2.22950 -3.015 0.004 NEWST6,G106* -4.493686 2.78191 -1.615 0.109 LOGITPR,G107* -2.494215 1.43003 -1.744 0.084 B00,G108* 0.029735 0.05349 0.556 0.579 TIME3SQ/INTRCPT2,B20 INTRCPT3,G200* 64.698096 30.09908 2.150 0.034 AC,G201* -2.375857 1.49134 -1.593 0.114 NEWST1,G202* 1.949066 3.35092 0.582 0.562 NEWST2,G203* 1.537497 2.45342 0.627 0.532 NEWST3,G204* 3.032967 1.92838 1.573 0.118 NEWST5,G205* 4.242797 1.87778 2.259 0.026 NEWST6,G206* 3.306060 2.34968 1.407 0.162 LOGITPR,G207* 0.159185 1.17039 0.136 0.893 B00,G208* -0.108369 0.04901 -2.211 0.029 ------------------------------------------------------------------------------ Latent Variable Regression: Comparison of Original and Adjusted Coefficients ------------------------------------------------------------------------------ Outcome Predictor Original Adjusted Difference Standard Coefficient Coefficient Error of Difference ------------------------------------------------------------------------------ TIME3/INTRCPT2,B10 INTRCPT3 11.60765 -6.65091 18.25856 32.84715 AC 4.63103 4.58923 0.04180 0.12971 NEWST1 0.59139 1.30860 -0.71720 1.30807 NEWST2 -0.04872 0.23359 -0.28231 0.53475 NEWST3 -1.18492 -1.21822 0.03329 0.14801 NEWST5 -6.62395 -6.72274 0.09879 0.22074 NEWST6 -4.01854 -4.49369 0.47515 0.86813 LOGITPR -2.42887 -2.49422 0.06535 0.14125 TIME3SQ/INTRCPT2,B20 INTRCPT3 -1.84618 64.69810 -66.54428 30.09221 AC -2.52820 -2.37586 -0.15235 0.39130 NEWST1 4.56295 1.94907 2.61389 1.41849 NEWST2 2.56638 1.53750 1.02888 0.76728 NEWST3 2.91163 3.03297 -0.12134 0.49633 NEWST5 3.88277 4.24280 -0.36003 0.50418 NEWST6 1.57437 3.30606 -1.73169 0.95844 LOGITPR -0.07898 0.15919 -0.23817 0.30502 ------------------------------------------------------------------------------ Var(u*) TIME3 TIME3SQ INTRCPT2 INTRCPT2 14.96642 -5.62204 -5.62204 9.61470