Week 6: Diagnostics

Model Diagnostics and Results Reporting

Week Learning Objectives

By the end of this module, you will be able to

• Describe the major assumptions in basic multilevel models
• Conduct analyses to decide whether cluster means and random slopes should be included
• Use graphical tools to diagnose assumptions of linearity, homoscedasticity (equal variance), and normality
• Solve some basic convergence issues
• Report results of a multilevel analysis based on established guidelines

Task List

1. Review the resources (lecture videos and slides)
2. Complete the assigned readings
   • Snijders & Bosker ch 10
   • Meteyard & Davies (2020; to be shared on Slack)
   • McCoach (2019 chapter) (USC SSO required)
3. Attend the Tuesday session to learn some R skills and review last week’s exercise
4. Attend the Thursday session and participate in the class exercise
5. Complete Homework 5

Lecture

Slides

PDF version

Model Diagnostics

Check your learning

Homoscedasticity means

Equal variance of errors
Each cluster has the same mean
The model resembles the data

Assumptions of a Multilevel Model

Note: $\mathrm{E}(Y)$ can also be written as $\hat{Y}$, the predicted value of $Y$ based on the predictor values.

The linear model is also flexible as it can allow predictors that are curvillinear terms, such as $Y=b_0+b_1{X}_1+b_2{X}_1^2$, or $Y=b_0+b_1\log (X_1)$, or more generally $$Y=b_0+\sum _i^p{b}_{i}f(x_1,x_2,\dots )$$ The “linear” part in a linear model actually means that $Y$ is a linear function of the coefficients $b_1,b_2,\dots$.

The second functional form in the slide, however, is a truly nonlinear function.

Check your learning

Which of the following is NOT a linear model?

Y = X1 + X2
Y = b0 + b1 * X1 + b2 * X2 + b3 * X1 * X2
Y = b0 * exp(b1 * X1 + b2 * X2)

Check your learning

What is implied when the model specifies that the variance of $u_{0j}$ is ${\tau }_0^2$?

The intercept variance is constant across different clusters
The slope is different across clusters
The intercept variance is different for different types of schools

Remember the “LINES”

Check your learning

What does “I” in “LINES” stand for?

Increasing trend of outcome
Independence of errors
Independence of predictors

Check your learning

What is shown in a marginal model plot?

Whether the model shows a linear association between a predictor and the outcome
Whether the model-implied association is similar to the model-free (i.e., marginal) association
Whether the margin of error in the model is small enough

Check your learning

Which assumption(s) are likely violated in the following plot?

linearity
equal variance of errors
normality
linearity and equal variance of errors

Other Model Issues

Outliers/influential observations

• Check coding error
• Don’t drop outliers unless you adjust the standard errors accordingly, or use robust models (see an example in the R code)

Reliability (e.g., $\alpha$ coefficient)

• Reliability may be high at one level but low at another level
• See Lai (2021, doi: 10.1037/met0000287) for level-specific reliability
  • You can use the multilevel_alpha() function from https://github.com/marklhc/mcfa_reliability_supp/blob/master/multilevel_alpha.R
  • The procedure was recently implemented in the semTools::compRelSEM() function, thanks to Dr. Terrence D. Jorgensen.

Handling Convergence Issues

See this section in the R code

Reporting Results