Doc.Net 7 – Ordenadas- e Inclinações-como-Resultados
(Intercepts- and Slopes-as-Outcomes)
Output Standard no HLM

Dados: High School and Beyond (HS&B) Survey – 1982 [Refs. 4 (pp. 68-69) e 14 (pp.  15-17]
[7185 estudantes encaixados em 160 escolas (90 públicas e 70 católicas)]

 

 

Pág. 1

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

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 Module:      HLM2.EXE (5.05.2330.2)

 Date:        27 June 2005, Monday

 Time:        18:38:59

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  SPECIFICATIONS FOR THIS HLM2 RUN                     Mon Jun 27 18:38:59 2005

 

 -------------------------------------------------------------------------------

 

  Problem Title: EXERC_F

 

  The data source for this run  = C:\Documents and Settings\user\Desktop\HSBDATA\HDB12.ssm

  The command file for this run = C:\Documents and Settings\user\Desktop\HSBDATA\Comand_2.hlm

  Output file name              = C:\Documents and Settings\user\Desktop\HSBDATA\HSB12.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

 

Pág. 2

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

 

Pág. 3

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

 

Pág. 4

******* 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

 

Pág. 5

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