4.2.5. Ordenadas- e
Inclinações-como-Resultados |
HLM – Output |
Program: HLM 5 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:
HLM2.EXE (5.05.2330.2) Date:
Time:
-------------------------------------------------------------------------------
SPECIFICATIONS FOR THIS HLM2 RUN Sun Jul 10 -------------------------------------------------------------------------------
Problem Title: INTERCEPTS- AND
SLOPES-AS-OUTCOMES (TABLE 4.5, P. 82)
The data source for this run =
C:\Documents and Settings\user\Desktop\HSB_Modelos\Int_&_Slopes\HDB12.ssm
The command file for this run = C:\Documents and
Settings\user\Desktop\HSB_Modelos\Int_&_Slopes\int&slopes.hlm
Output file name =
C:\Documents and Settings\user\Desktop\HSB_Modelos\Int_&_Slopes\hlm2.out
The maximum number of level-2 units = 160
The maximum number of iterations = 100
Method of estimation: restricted maximum likelihood Weighting Specification ----------------------- Weight Variable Weighting? Name
Normalized? Level 1 no no Level 2 no no
The outcome variable is
MATHACH
The model specified for the fixed effects was: ----------------------------------------------------
Level-1 Level-2
Coefficients
Predictors ---------------------- --------------- INTRCPT1, B0 INTRCPT2, G00 SECTOR, G01 $ MEANSES, G02 *
SES slope, B1 INTRCPT2,
G10 SECTOR, G11 $ MEANSES, G12 '*' - This level-1 predictor has been
centered around its group mean. '$' - This level-2 predictor has been
centered around its grand mean. The model specified for the covariance
components was: --------------------------------------------------------- Sigma squared (constant across
level-2 units) Tau dimensions INTRCPT1 SES slope Summary of the model specified (in equation
format) --------------------------------------------------- Level-1 Model Y
= B0 + B1*(SES) + R Level-2 Model B0
= G00 + G01*(SECTOR) + G02*(MEANSES) + U0 B1
= G10 + G11*(SECTOR) + G12*(MEANSES) + U1 Level-1 OLS regressions ----------------------- Level-2 Unit INTRCPT1 SES slope ------------------------------------------------------------------------------
1224 9.71545 2.50858
1288 13.51080 3.25545
1296 7.63596 1.07596
1308 16.25550 0.12602
1317 13.17769 1.27391
1358 11.20623 5.06801
1374 9.72846 3.85432
1433 19.71914 1.85429
1436 18.11161 1.60056
1461 16.84264 6.26650 The average OLS level-1 coefficient
for INTRCPT1 = 12.62075 The average OLS level-1 coefficient
for SES = 2.20164 Least Squares Estimates ----------------------- sigma_squared = 39.03409 The outcome variable is MATHACH Least-squares estimates of fixed effects ----------------------------------------------------------------------------
Standard
Fixed Effect
Coefficient Error T-ratio d.f.
P-value ---------------------------------------------------------------------------- For
INTRCPT1, B0
INTRCPT2, G00
12.083837 0.106889 113.050 7179
0.000
SECTOR, G01
1.280341 0.157845 8.111 7179
0.000
MEANSES, G02
5.163791 0.190834 27.059 7179
0.000 For
SES slope, B1
INTRCPT2, G10
2.935664 0.155268 18.907 7179
0.000
SECTOR, G11
-1.642102 0.240178 -6.837 7179
0.000
MEANSES, G12
1.044120 0.299885 3.482 7179
0.001 ---------------------------------------------------------------------------- The outcome variable is MATHACH Least-squares estimates of fixed effects (with robust standard errors) ----------------------------------------------------------------------------
Standard
Fixed Effect
Coefficient Error T-ratio d.f.
P-value ---------------------------------------------------------------------------- For
INTRCPT1, B0
INTRCPT2, G00 12.083837 0.169507
71.288 7179 0.000
SECTOR, G01
1.280341 0.299077 4.281 7179
0.000
MEANSES, G02
5.163791 0.334078 15.457 7179
0.000 For
SES slope, B1
INTRCPT2, G10 2.935664
0.147576 19.893 7179
0.000
SECTOR, G11
-1.642102 0.237223 -6.922 7179
0.000
MEANSES, G12
1.044120 0.332897 3.136 7179
0.002 ---------------------------------------------------------------------------- The least-squares likelihood value =
-23362.111325 Deviance =
46724.22265 Number of estimated parameters = 1 STARTING VALUES --------------- sigma(0)_squared = 36.72025 Tau(0) INTRCPT1,B0 2.56964 0.28026
SES,B1 0.28026 -0.01614 New Tau(0) INTRCPT1,B0 2.56964 0.28026
SES,B1 0.28026 0.43223 The outcome variable is MATHACH Estimation of fixed effects (Based on starting values of
covariance components) ----------------------------------------------------------------------------
Standard Approx.
Fixed Effect
Coefficient Error T-ratio d.f.
P-value ---------------------------------------------------------------------------- For
INTRCPT1, B0
INTRCPT2, G00
12.094864 0.204326 59.194 157
0.000
SECTOR, G01
1.226266 0.315204 3.890 157
0.000
MEANSES, G02 5.335184
0.379879 14.044 157
0.000 For
SES slope, B1
INTRCPT2, G10
2.935219 0.168674 17.402 157
0.000
SECTOR, G11
-1.634083 0.260672 -6.269 157
0.000
MEANSES, G12 1.015061
0.323523 3.138 157
0.002 ---------------------------------------------------------------------------- The value of the likelihood function
at iteration 1 = -2.325199E+004 The value of the likelihood function
at iteration 2 = -2.325182E+004 The value of the likelihood function
at iteration 3 = -2.325174E+004 The value of the likelihood function
at iteration 4 = -2.325169E+004 The value of the likelihood function
at iteration 5 = -2.325154E+004 .
.
. The value of the likelihood function
at iteration 57 = -2.325094E+004 The value of the likelihood function
at iteration 58 = -2.325094E+004 The value of the likelihood function
at iteration 59 = -2.325094E+004 The value of the likelihood function
at iteration 60 = -2.325094E+004 Iterations stopped due to small change
in likelihood function ******* ITERATION 61 ******* Sigma_squared = 36.70313 Tau INTRCPT1,B0 2.37996 0.19058
SES,B1 0.19058 0.14892 Tau (as correlations) INTRCPT1,B0
1.000 0.320
SES,B1 0.320 1.000 ----------------------------------------------------
Random level-1 coefficient
Reliability estimate ----------------------------------------------------
INTRCPT1, B0
0.733
SES, B1
0.073 ---------------------------------------------------- The value of the likelihood function
at iteration 61 = -2.325094E+004 The outcome variable is MATHACH Final estimation of fixed effects: ----------------------------------------------------------------------------
Standard Approx.
Fixed Effect
Coefficient Error T-ratio d.f.
P-value ---------------------------------------------------------------------------- For
INTRCPT1, B0
INTRCPT2, G00
12.095006 0.198717 60.865 157
0.000
SECTOR, G01
1.226384 0.306272 4.004 157
0.000
MEANSES, G02
5.333056 0.369161 14.446 157
0.000 For
SES slope, B1
INTRCPT2, G10
2.937787 0.157119 18.698 157
0.000
SECTOR, G11
-1.640954 0.242905 -6.756 157
0.000
MEANSES, G12
1.034427 0.302566 3.419 157
0.001 ---------------------------------------------------------------------------- The outcome variable is MATHACH Final estimation of fixed effects (with robust standard errors) ----------------------------------------------------------------------------
Standard Approx.
Fixed Effect Coefficient Error
T-ratio d.f. P-value ---------------------------------------------------------------------------- For
INTRCPT1, B0
INTRCPT2, G00
12.095006 0.173688 69.637 157
0.000
SECTOR, G01 1.226384 0.308484 3.976 157
0.000
MEANSES, G02
5.333056 0.334600 15.939 157
0.000 For
SES slope, B1
INTRCPT2, G10
2.937787 0.147615 19.902 157
0.000
SECTOR, G11 -1.640954 0.237401
-6.912 157 0.000
MEANSES, G12
1.034427 0.332785 3.108 157
0.002 ---------------------------------------------------------------------------- Final estimation of variance components: ----------------------------------------------------------------------------- Random Effect Standard Variance df
Chi-square P-value Deviation Component ----------------------------------------------------------------------------- INTRCPT1, U0 1.54271 2.37996 157
605.29503 0.000
SES slope, U1
0.38590 0.14892 157
162.30867 0.369
level-1, R 6.05831 36.70313 ----------------------------------------------------------------------------- Statistics for current covariance components
model -------------------------------------------------- Deviance = 46501.875634 Number of estimated parameters = 4 |