36-763 Hierarchical Linear
Models
A Fast Review of (Generalized) Linear Models
Brian Junker
132E Baker Hall
brian@stat.cmu.edu
10/24/2013
1
Reading and HW
Reading:
G&H Chs 3-4: Linear Models (review!)
G&H Chs 5-6: Generalized Linear Models
Use this to rev
36-763: Hierarchical Linear
Models
From Maximum Likelihood to Bayes
Brian Junker
132E Baker Hall
brian@stat.cmu.edu
11/7/2013
1
Reading
If you have Lunn et al The BUGS Book*, please
look at Chapters 1 & 3, for a quick, gentle
introduction to Bayesian infe
36-763: Hierarchical Linear
Models
Lmer model selection and residuals
Brian Junker
132E Baker Hall
brian@stat.cmu.edu
11/5/2013
1
Outline
The London Schools Data (again!)
A nice random-intercepts, random-slopes model
Residuals in MLMs
Marginal residuals
C
36-763: Hierarchical Linear
Models
Introduction to Multilevel Models I
Brian Junker
132E Baker Hall
brian@stat.cmu.edu
10/28/2013
1
Handouts and Reading
Handout: Todays lecture notes
Online: data sets, R code,
Reading for this week:
Gelman & Hill, Chs 11
36-763: Hierarchical Linear
Models
Intro to Multi-level Models, II
Brian Junker
132E Baker Hall
brian@stat.cmu.edu
10/31/2013
1
Outline
Regression to the Mean & Shrinkage
lmer() notation, variance components models,
and multi-level models
Fixed effects, r
36-763: Hierarchical Linear
(and Bayesian!) Models
Introduction
Brian Junker
132E Baker Hall
brian@stat.cmu.edu
10/22/2013
1
Handouts
In Class
These notes
01a-intro-london-ranks.r
On web (http:/www.stat.cmu.edu/~brian/763)
All of the above
01b-intro-ggplo
Multilevel & Hierarchical Models
HW03 Solution
November 17, 2013
Problem One
library(lme4)
library(arm)
mn.radon <- read.table("mn-radon.txt")
attach(mn.radon)
n <- length(radon)
j <- length(unique(county)
y <- log.radon
x <- floor
u.full <- log.uranium
M
36-763: Hierarchical Linear Models
Fall 2013 M2
HW05 Due Tue, 10 Dec 2013
Announcements
Homework due as a pdf on Blackboard, by MIDNIGHT TUESDAY.
This assigment and the associated data sets are in the hw05 area of the class website.
The Problem And The
36-763: Hierarchical Linear Models
Fall 2013 M2
HW04 Due Tue, 26 Nov 2013
Announcements
Homework due as a pdf on Blackboard, by 3:00pm TUESDAY.
Reading:
This week I will (nally) do some examples of multilevel glms (Chs 1415 in G&H).
For the last part
36-763: Hierarchical Linear Models
Fall 2013 M2
HW02 Due Thu, 7 Nov 2013
Announcements
Homework due as a pdf on Blackboard, by 3:00pm THURSDAY.
Reading in Gelman & Hill (G&H):
G&H, Chapters 1113. Please read and try out the ideas in these chapters.
We
36-763: Hierarchical Linear Models
Fall 2013 M2
HW03 Due Thu, 14 Nov 2013
Announcements
Homework due as a pdf on Blackboard, by 3:00pm THURSDAY.
Reading:
Please make sure you are familiar with the material in G&H, Chapters 12 & 13.
The material on mod
36-763: Hierarchical Linear Models
Fall 2013 M2
HW01 Due Thu, 31 Oct 2013
Announcements
Homework due as a pdf on Blackboard, by 3:00pm THURSDAY.
Reading in Gelman & Hill (G&H):
G&H, Chapters 34 cover linear regression. This should be review for most of