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Research ArticleOriginal Research

Multilevel Modeling and Practice-Based Research

L. Miriam Dickinson and Anirban Basu
The Annals of Family Medicine May 2005, 3 (suppl 1) S52-S60; DOI: https://doi.org/10.1370/afm.340
L. Miriam Dickinson
PhD
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Anirban Basu
PhD
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    Figure 1.

    (a) Scatter plot of patient number of alcohol-free weeks during 1 year vs physician number of hours of advice per year. (b) Fitted line based on predictions for the whole data set using REG model 1 (traditional linear regression model 1).

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    Figure 2.
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    Figure 2.

    Fitted lines based on predictions for individual clinics using REG model 1 (traditional linear regression model 1). (a) Lines for 2 clinics. (b) Lines for 3 clinics.

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    Table 1.

    Glossary of Terms

    Multilevel/hierarchical/clustered/nested data: Data that have some inherent group membership (eg, students within schools, patients with clinics) or hierarchical structure
    Multilevel models/hierarchical linear models (HLMs): A type of statistical procedure belonging to the class of general linear models, adapted for analysis of clustered data
    Analysis of variance (ANOVA): A statistical procedure used to compare means of a continuous outcome variable for more than 2 groups, classified by 1 or more categorical variables; for example, comparison of patient scores on a functional health survey for 4 non-overlapping diagnostic groups by 2 sex categories
    Analysis of covariance (ANCOVA): An extension of ANOVA in which the means of a continuous outcome variable are compared across groups, as described above, adjusting for 1 or more continuous covariates; for example, comparison of patient scores on a functional health survey for 4 nonoverlapping diagnostic groups, adjusted for age
    Fixed effects: A condition in which the levels of a factor include all levels of interest to the researcher (eg, sex: male or female)
    Intraclass correlation coefficient (ICC): A measure that describes the extent to which individuals within the same group are more similar to each other than individuals in different groups
    Random effects: A condition in which the levels of a factor represent a random sample of all possible levels (eg, clinics)
    Linear regression analysis: Simple linear regression analysis assesses how a continuous outcome variable (or dependent variable) changes per unit change in a predictor variable (or independent variable). Multiple linear regression analysis assesses the relationship between 1 dependent variable and more than 1 independent variables.
    Residual variance: The remaining variance in the outcome variable (dependent variable) after accounting for all predictors (independent variables) and random effects of interest
    • View popup
    Table 2.

    Study Results Obtained With Differing Models

    Description of the data
    VariableDescriptionMean (SD)Range
    yij Number of alcohol-free weeks in 1 year for patient i from clinic j14.61 (2.12)8.7–19.1
    xij Total hours of physician advice per year for patient i from clinic j0.56 (0.30)0.002–1.23
    wj Urbanicity: urban = 1; rural = 00.60–1
    Notation
    i Indexes patients within a clinic1–100
    j Indexes clinics1–5
    HLM model 1: random-effects ANOVA model
    Fixed effectsEstimate*SE t df Pr > t
    γ00 (grand mean)14.610.7918.46499.000
    Random effects Estimate* Pr(H0: τ= 0)
    τ00 (between-clinic variance)1.76.000
    σ2 (residual variance)1.41
    REG model 1: traditional linear regression model 1†
    Fixed effectsEstimate*SE t Pr> t
    β0 (γ10) – slope1.311.231.07.345
    β1 (γ00) – intercept13.871.1911.69.000
    σ2 (residual variance)2.1
    HLM model 2: random-intercept model
    Fixed effectsEstimate*SE t df Pr> t
    γ10 (slope)2.381.052.26498.024
    γ00 (average intercept)13.271.3010.244.000
    Random effects Estimate* Pr(H0: τ= 0)
    τ00 (variability in clinic intercepts)3.470.000
    σ2 (residual variance)1.65
    HLM model 3: random-coefficients model
    Fixed effectsEstimate*SE t df Pr> t
    γ10 (average slope)2.960.893.314.040
    γ00 (average intercept)12.801.329.744.000
    Random effects Estimate* Pr(H0: τ= 0)
    τ00 (variability in intercepts across clinics)10.71.000
    τ11 (variability in slopes across clinics)4.74.000
    τ01 (covariance between intercept and slope)−7.10
    σ2 (residual variance)1.18
    HLM model 4: intercept as outcome model
    Fixed effectsEstimate*SE t df Pr> t
    γ10 (slope)2.340.2310.03497.000
    γ01 (difference between urban and rural intercept)−3.260.51−6.363.000
    γ00 (rural intercept)15.250.4236.673.000
    τ00 (variability in clinic intercepts after adjusting for urban or rural location)0.55.000
    σ2 (residual variance)1.28
    HLM model 5: intercept and slope as outcomes model
    Fixed effectsEstimate*SE t df Pr> t
    γ11 (difference in slope between urban and rural areas)3.970.507.943.000
    γ10 (average slope in rural areas)0.670.441.543.220
    γ01 (difference in intercepts between urban and rural areas)−5.530.83−6.673.000
    γ00 (average intercept in rural areas)16.150.6026.773.000
    Random effects Estimate* Pr(H0: τ= 0)
    τ00 (variability in intercepts after adjusting for urbanicity)1.51.000
    τ11 (variability in slopes after adjusting for Urbanicity)0.28.092
    τ01 (covariance between intercept and slope)−0.44
    σ2 (residual variance)1.39
    REG model 2: traditional regression model 2
    Fixed effectsEstimate*SE t Pr> t
    HLM = hierarchical linear model; H0 = null hypothesis; ANOVA = analysis of variance; REG = regression; Pr = probability.
    * Estimated number of alcohol-free weeks during the past year.
    † Residual variance = 2.0813.
    Slope
    γ11 (urban – rural)1.481.131.30.226
    γ10 (rural)0.830.491.71.163
    Intercept
    γ01 (urban – rural)−4.041.01−4.01.016
    γ00 (rural)16.050.6723.94.000
    • View popup
    Table 3.

    Examples of Sample Sizes for Group-Randomized Designs

    Original Sample Size*No. of ClinicsNo. of Patients per Clinic (m)ICCVIFAdjusted Sample Size*
    m = designator for number of patients per cluster to be used in calculations; ICC = intraclass correlation coefficient; VIF = variance inflation factor.
    *Number of patients per treatment group.
    100254.001.0100
    100294.051.15115
    100334.101.30130
    1001010.001.0100
    1001510.051.45145
    1001910.101.90190
    100520.001.0100
    1001020.051.95195
    1001520.102.9290
    100425.001.0100
    100925.052.2220
    1001425.103.4340

Additional Files

  • Figures
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  • Supplemental Appendix

    Supplemental Appendix. Descriptions of Statistical Models

    Files in this Data Supplement:

    • Supplemental data: Appendix - PDF file, 4 pages, 175 KB
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The Annals of Family Medicine: 3 (suppl 1)
The Annals of Family Medicine: 3 (suppl 1)
Vol. 3, Issue suppl 1
1 May 2005
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Multilevel Modeling and Practice-Based Research
L. Miriam Dickinson, Anirban Basu
The Annals of Family Medicine May 2005, 3 (suppl 1) S52-S60; DOI: 10.1370/afm.340

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Multilevel Modeling and Practice-Based Research
L. Miriam Dickinson, Anirban Basu
The Annals of Family Medicine May 2005, 3 (suppl 1) S52-S60; DOI: 10.1370/afm.340
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