Title: | Multilevel Model Intraclass Correlation for Slope Heterogeneity |
---|---|
Description: | A function and vignettes for computing an intraclass correlation described in Aguinis & Culpepper (2015) <doi:10.1177/1094428114563618>. This package quantifies the share of variance in a dependent variable that is attributed to group heterogeneity in slopes. |
Authors: | Steven Andrew Culpepper [aut, cph, cre] , Herman Aguinis [aut, cph] |
Maintainer: | Steven Andrew Culpepper <[email protected]> |
License: | GPL (>= 2) |
Version: | 1.2.0 |
Built: | 2024-11-21 06:46:19 UTC |
Source: | CRAN |
A function and vignettes for computing an intraclass correlation described in Aguinis & Culpepper (2015) <doi:10.1177/1094428114563618>. This package quantifies the share of variance in a dependent variable that is attributed to group heterogeneity in slopes.
Maintainer: Steven Andrew Culpepper [email protected] (0000-0003-4226-6176) [copyright holder]
Authors:
Herman Aguinis [email protected] (0000-0002-3485-9484) [copyright holder]
Aguinis, H., & Culpepper, S.A. (2015). An expanded decision making procedure for examining cross-level interaction effects with multilevel modeling. Organizational Research Methods. Available at: http://www.hermanaguinis.com/pubs.html
Useful links:
## Not run: if(requireNamespace("lme4") && requireNamespace("RLRsim")){ # Simulated Data Example data(simICCdata) library('lme4') # computing icca vy <- var(simICCdata$Y) lmm0 <- lmer(Y ~ (1|l2id), data = simICCdata, REML = FALSE) VarCorr(lmm0)$l2id[1,1]/vy # Create simICCdata2 grp_means = aggregate(simICCdata[c('X1','X2')], simICCdata['l2id'],mean) colnames(grp_means)[2:3] = c('m_X1','m_X2') simICCdata2 = merge(simICCdata,grp_means,by='l2id') # Estimating random slopes model lmm1 <- lmer(Y ~ I(X1-m_X1) + I(X2-m_X2) + (I(X1-m_X1) + I(X2-m_X2) | l2id), data = simICCdata2, REML = FALSE) X <- model.matrix(lmm1) p <- ncol(X) T1 <- VarCorr(lmm1)$l2id[1:p, 1:p] # computing iccb # Notice '+1' because icc_beta assumes l2ids are from 1 to 30. icc_beta(X, simICCdata2$l2id + 1, T1, vy)$rho_beta # Hofmann 2000 Example data(Hofmann) library('lme4') # Random-Intercepts Model lmmHofmann0 <- lmer(helping ~ (1|id), data = Hofmann) vy_Hofmann <- var(Hofmann[,'helping']) # computing icca VarCorr(lmmHofmann0)$id[1,1]/vy_Hofmann # Estimating Group-Mean Centered Random Slopes Model, no level 2 variables lmmHofmann1 <- lmer(helping ~ mood_grp_cent + (mood_grp_cent | id), data = Hofmann, REML = FALSE) X_Hofmann <- model.matrix(lmmHofmann1) P <- ncol(X_Hofmann) T1_Hofmann <- VarCorr(lmmHofmann1)$id[1:P, 1:P] # computing iccb icc_beta(X_Hofmann, Hofmann[,'id'], T1_Hofmann, vy_Hofmann)$rho_beta # Performing LR test library('RLRsim') lmmHofmann1a <- lmer(helping ~ mood_grp_cent + (1 |id), data = Hofmann, REML = FALSE) obs.LRT <- 2*(logLik(lmmHofmann1) - logLik(lmmHofmann1a))[1] X <- getME(lmmHofmann1,"X") Z <- t(as.matrix(getME(lmmHofmann1,"Zt"))) sim.LRT <- LRTSim(X, Z, 0, diag(ncol(Z))) (pval <- mean(sim.LRT > obs.LRT)) } else { stop("Please install packages `RLRsim` and `lme4` to run the above example.") } ## End(Not run)
## Not run: if(requireNamespace("lme4") && requireNamespace("RLRsim")){ # Simulated Data Example data(simICCdata) library('lme4') # computing icca vy <- var(simICCdata$Y) lmm0 <- lmer(Y ~ (1|l2id), data = simICCdata, REML = FALSE) VarCorr(lmm0)$l2id[1,1]/vy # Create simICCdata2 grp_means = aggregate(simICCdata[c('X1','X2')], simICCdata['l2id'],mean) colnames(grp_means)[2:3] = c('m_X1','m_X2') simICCdata2 = merge(simICCdata,grp_means,by='l2id') # Estimating random slopes model lmm1 <- lmer(Y ~ I(X1-m_X1) + I(X2-m_X2) + (I(X1-m_X1) + I(X2-m_X2) | l2id), data = simICCdata2, REML = FALSE) X <- model.matrix(lmm1) p <- ncol(X) T1 <- VarCorr(lmm1)$l2id[1:p, 1:p] # computing iccb # Notice '+1' because icc_beta assumes l2ids are from 1 to 30. icc_beta(X, simICCdata2$l2id + 1, T1, vy)$rho_beta # Hofmann 2000 Example data(Hofmann) library('lme4') # Random-Intercepts Model lmmHofmann0 <- lmer(helping ~ (1|id), data = Hofmann) vy_Hofmann <- var(Hofmann[,'helping']) # computing icca VarCorr(lmmHofmann0)$id[1,1]/vy_Hofmann # Estimating Group-Mean Centered Random Slopes Model, no level 2 variables lmmHofmann1 <- lmer(helping ~ mood_grp_cent + (mood_grp_cent | id), data = Hofmann, REML = FALSE) X_Hofmann <- model.matrix(lmmHofmann1) P <- ncol(X_Hofmann) T1_Hofmann <- VarCorr(lmmHofmann1)$id[1:P, 1:P] # computing iccb icc_beta(X_Hofmann, Hofmann[,'id'], T1_Hofmann, vy_Hofmann)$rho_beta # Performing LR test library('RLRsim') lmmHofmann1a <- lmer(helping ~ mood_grp_cent + (1 |id), data = Hofmann, REML = FALSE) obs.LRT <- 2*(logLik(lmmHofmann1) - logLik(lmmHofmann1a))[1] X <- getME(lmmHofmann1,"X") Z <- t(as.matrix(getME(lmmHofmann1,"Zt"))) sim.LRT <- LRTSim(X, Z, 0, diag(ncol(Z))) (pval <- mean(sim.LRT > obs.LRT)) } else { stop("Please install packages `RLRsim` and `lme4` to run the above example.") } ## End(Not run)
A multilevel dataset from Hofmann, Griffin, and Gavin (2000).
Hofmann
Hofmann
A data frame with 1,000 observations and 7 variables.
id
a numeric vector of group ids.
helping
a numeric vector of the helping outcome variable construct.
mood
a level 1 mood predictor.
mood_grp_mn
a level 2 variable of the group mean of mood.
cohesion
a level 2 covariate measuring cohesion.
mood_grp_cent
group-mean centered mood predictor.
mood_grd_cent
grand-mean centered mood predictor.
Hofmann, D.A., Griffin, M.A., & Gavin, M.B. (2000). The application of hierarchical linear modeling to management research. In K.J. Klein, & S.W.J. Kozlowski (Eds.), Multilevel theory, research, and methods in organizations: Foundations, extensions, and new directions (pp. 467-511). Hoboken, NJ: Jossey-Bass.
Aguinis, H., & Culpepper, S.A. (2015). An expanded decision making procedure for examining cross-level interaction effects with multilevel modeling. Organizational Research Methods. Available at: http://hermanaguinis.com/pubs.html
lmer
, model.matrix
,
VarCorr
, LRTSim
,
simICCdata
## Not run: if(requireNamespace("lme4") && requireNamespace("RLRsim")){ data(Hofmann) library("lme4") # Random-Intercepts Model lmmHofmann0 = lmer(helping ~ (1|id), data = Hofmann) vy_Hofmann = var(Hofmann[,'helping']) # Computing icca VarCorr(lmmHofmann0)$id[1,1]/vy_Hofmann # Estimating Group-Mean Centered Random Slopes Model, no level 2 variables lmmHofmann1 <- lmer(helping ~ mood_grp_cent + (mood_grp_cent |id), data = Hofmann, REML = FALSE) X_Hofmann = model.matrix(lmmHofmann1) P = ncol(X_Hofmann) T1_Hofmann = VarCorr(lmmHofmann1)$id[1:P,1:P] # Computing iccb icc_beta(X_Hofmann, Hofmann[,'id'], T1_Hofmann, vy_Hofmann)$rho_beta # Performing LR test # Need to install 'RLRsim' package library("RLRsim") lmmHofmann1a <- lmer(helping ~ mood_grp_cent + (1 | id), data = Hofmann, REML = FALSE) obs.LRT <- 2*(logLik(lmmHofmann1) - logLik(lmmHofmann1a))[1] X <- getME(lmmHofmann1,"X") Z <- t(as.matrix(getME(lmmHofmann1,"Zt"))) sim.LRT <- LRTSim(X, Z, 0, diag(ncol(Z))) (pval <- mean(sim.LRT > obs.LRT)) } else { stop("Please install packages `RLRsim` and `lme4` to run the above example.") } ## End(Not run)
## Not run: if(requireNamespace("lme4") && requireNamespace("RLRsim")){ data(Hofmann) library("lme4") # Random-Intercepts Model lmmHofmann0 = lmer(helping ~ (1|id), data = Hofmann) vy_Hofmann = var(Hofmann[,'helping']) # Computing icca VarCorr(lmmHofmann0)$id[1,1]/vy_Hofmann # Estimating Group-Mean Centered Random Slopes Model, no level 2 variables lmmHofmann1 <- lmer(helping ~ mood_grp_cent + (mood_grp_cent |id), data = Hofmann, REML = FALSE) X_Hofmann = model.matrix(lmmHofmann1) P = ncol(X_Hofmann) T1_Hofmann = VarCorr(lmmHofmann1)$id[1:P,1:P] # Computing iccb icc_beta(X_Hofmann, Hofmann[,'id'], T1_Hofmann, vy_Hofmann)$rho_beta # Performing LR test # Need to install 'RLRsim' package library("RLRsim") lmmHofmann1a <- lmer(helping ~ mood_grp_cent + (1 | id), data = Hofmann, REML = FALSE) obs.LRT <- 2*(logLik(lmmHofmann1) - logLik(lmmHofmann1a))[1] X <- getME(lmmHofmann1,"X") Z <- t(as.matrix(getME(lmmHofmann1,"Zt"))) sim.LRT <- LRTSim(X, Z, 0, diag(ncol(Z))) (pval <- mean(sim.LRT > obs.LRT)) } else { stop("Please install packages `RLRsim` and `lme4` to run the above example.") } ## End(Not run)
A function and vignettes for computing the intraclass correlation described in Aguinis & Culpepper (2015). iccbeta quantifies the share of variance in an outcome variable that is attributed to heterogeneity in slopes due to higher-order processes/units.
icc_beta(x, ...) ## S3 method for class 'lmerMod' icc_beta(x, ...) ## Default S3 method: icc_beta(x, l2id, T, vy, ...)
icc_beta(x, ...) ## S3 method for class 'lmerMod' icc_beta(x, ...) ## Default S3 method: icc_beta(x, l2id, T, vy, ...)
x |
A |
... |
Additional parameters... |
l2id |
A |
T |
A |
vy |
The variance of the outcome variable. |
A list
with:
J
means
XcpXc
Nj
rho_beta
Steven Andrew Culpepper
Aguinis, H., & Culpepper, S.A. (2015). An expanded decision making procedure for examining cross-level interaction effects with multilevel modeling. Organizational Research Methods. Available at: http://hermanaguinis.com/pubs.html
lme4::lmer()
, model.matrix()
,
lme4::VarCorr()
, RLRsim::LRTSim()
,
iccbeta::Hofmann, and iccbeta::simICCdata
## Not run: if(requireNamespace("lme4") && requireNamespace("RLRsim")){ ## Example 1: Simulated Data Example from Aguinis & Culpepper (2015) ---- data(simICCdata) library("lme4") # Computing icca vy <- var(simICCdata$Y) lmm0 <- lmer(Y ~ (1 | l2id), data = simICCdata, REML = FALSE) VarCorr(lmm0)$l2id[1, 1]/vy # Create simICCdata2 grp_means = aggregate(simICCdata[c('X1', 'X2')], simICCdata['l2id'], mean) colnames(grp_means)[2:3] = c('m_X1', 'm_X2') simICCdata2 = merge(simICCdata, grp_means, by='l2id') # Estimating random slopes model lmm1 <- lmer(Y ~ I(X1 - m_X1) + I(X2 - m_X2) + (I(X1 - m_X1) + I(X2 - m_X2) | l2id), data = simICCdata2, REML = FALSE) ## iccbeta calculation on `lmer` object icc_beta(lmm1) ## Manual specification of iccbeta # Extract components from model. X <- model.matrix(lmm1) p <- ncol(X) T1 <- VarCorr(lmm1)$l2id[1:p,1:p] # Note: vy was computed under "icca" # Computing iccb # Notice '+1' because icc_beta assumes l2ids are from 1 to 30. icc_beta(X, simICCdata2$l2id + 1, T1, vy)$rho_beta ## Example 2: Hofmann et al. (2000) ---- data(Hofmann) library("lme4") # Random-Intercepts Model lmmHofmann0 = lmer(helping ~ (1|id), data = Hofmann) vy_Hofmann = var(Hofmann[,'helping']) # Computing icca VarCorr(lmmHofmann0)$id[1,1]/vy_Hofmann # Estimating Group-Mean Centered Random Slopes Model, no level 2 variables lmmHofmann1 <- lmer(helping ~ mood_grp_cent + (mood_grp_cent |id), data = Hofmann, REML = FALSE) ## Automatic calculation of iccbeta using the lmer model amod = icc_beta(lmmHofmann1) ## Manual calculation of iccbeta X_Hofmann <- model.matrix(lmmHofmann1) P <- ncol(X_Hofmann) T1_Hofmann <- VarCorr(lmmHofmann1)$id[1:P,1:P] # Computing iccb bmod = icc_beta(X_Hofmann, Hofmann[,'id'], T1_Hofmann, vy_Hofmann)$rho_beta # Performing LR test library("RLRsim") lmmHofmann1a <- lmer(helping ~ mood_grp_cent + (1 |id), data = Hofmann, REML = FALSE) obs.LRT <- 2*(logLik(lmmHofmann1) - logLik(lmmHofmann1a))[1] X <- getME(lmmHofmann1,"X") Z <- t(as.matrix(getME(lmmHofmann1,"Zt"))) sim.LRT <- LRTSim(X, Z, 0, diag(ncol(Z))) (pval <- mean(sim.LRT > obs.LRT)) } else { stop("Please install packages `RLRsim` and `lme4` to run the above example.") } ## End(Not run)
## Not run: if(requireNamespace("lme4") && requireNamespace("RLRsim")){ ## Example 1: Simulated Data Example from Aguinis & Culpepper (2015) ---- data(simICCdata) library("lme4") # Computing icca vy <- var(simICCdata$Y) lmm0 <- lmer(Y ~ (1 | l2id), data = simICCdata, REML = FALSE) VarCorr(lmm0)$l2id[1, 1]/vy # Create simICCdata2 grp_means = aggregate(simICCdata[c('X1', 'X2')], simICCdata['l2id'], mean) colnames(grp_means)[2:3] = c('m_X1', 'm_X2') simICCdata2 = merge(simICCdata, grp_means, by='l2id') # Estimating random slopes model lmm1 <- lmer(Y ~ I(X1 - m_X1) + I(X2 - m_X2) + (I(X1 - m_X1) + I(X2 - m_X2) | l2id), data = simICCdata2, REML = FALSE) ## iccbeta calculation on `lmer` object icc_beta(lmm1) ## Manual specification of iccbeta # Extract components from model. X <- model.matrix(lmm1) p <- ncol(X) T1 <- VarCorr(lmm1)$l2id[1:p,1:p] # Note: vy was computed under "icca" # Computing iccb # Notice '+1' because icc_beta assumes l2ids are from 1 to 30. icc_beta(X, simICCdata2$l2id + 1, T1, vy)$rho_beta ## Example 2: Hofmann et al. (2000) ---- data(Hofmann) library("lme4") # Random-Intercepts Model lmmHofmann0 = lmer(helping ~ (1|id), data = Hofmann) vy_Hofmann = var(Hofmann[,'helping']) # Computing icca VarCorr(lmmHofmann0)$id[1,1]/vy_Hofmann # Estimating Group-Mean Centered Random Slopes Model, no level 2 variables lmmHofmann1 <- lmer(helping ~ mood_grp_cent + (mood_grp_cent |id), data = Hofmann, REML = FALSE) ## Automatic calculation of iccbeta using the lmer model amod = icc_beta(lmmHofmann1) ## Manual calculation of iccbeta X_Hofmann <- model.matrix(lmmHofmann1) P <- ncol(X_Hofmann) T1_Hofmann <- VarCorr(lmmHofmann1)$id[1:P,1:P] # Computing iccb bmod = icc_beta(X_Hofmann, Hofmann[,'id'], T1_Hofmann, vy_Hofmann)$rho_beta # Performing LR test library("RLRsim") lmmHofmann1a <- lmer(helping ~ mood_grp_cent + (1 |id), data = Hofmann, REML = FALSE) obs.LRT <- 2*(logLik(lmmHofmann1) - logLik(lmmHofmann1a))[1] X <- getME(lmmHofmann1,"X") Z <- t(as.matrix(getME(lmmHofmann1,"Zt"))) sim.LRT <- LRTSim(X, Z, 0, diag(ncol(Z))) (pval <- mean(sim.LRT > obs.LRT)) } else { stop("Please install packages `RLRsim` and `lme4` to run the above example.") } ## End(Not run)
A simulated data example from Aguinis and Culpepper (2015) to demonstrate
the icc_beta
function for computing the proportion of variance
in the outcome variable that is attributed to heterogeneity in slopes due to
higher-order processes/units.
simICCdata
simICCdata
A data frame with 900 observations (i.e., 30 observations nested within 30 groups) on the following 6 variables.
l1id
A within group ID variable.
l2id
A group ID variable.
one
A column of 1's for the intercept.
X1
A simulated level 1 predictor.
X2
A simulated level 1 predictor.
Y
A simulated outcome variable.
See Aguinis and Culpepper (2015) for the model used to simulate the dataset.
Aguinis, H., & Culpepper, S.A. (2015). An expanded decision making procedure for examining cross-level interaction effects with multilevel modeling. Organizational Research Methods. Available at: http://www.hermanaguinis.com/pubs.html
lmer
, model.matrix
,
VarCorr
, LRTSim
,
Hofmann
## Not run: data(simICCdata) if(requireNamespace("lme4")){ library("lme4") # computing icca vy <- var(simICCdata$Y) lmm0 <- lmer(Y ~ (1|l2id), data = simICCdata, REML = FALSE) VarCorr(lmm0)$l2id[1,1]/vy # Create simICCdata2 grp_means = aggregate(simICCdata[c('X1','X2')], simICCdata['l2id'],mean) colnames(grp_means)[2:3] = c('m_X1','m_X2') simICCdata2 = merge(simICCdata, grp_means, by='l2id') # Estimating random slopes model lmm1 <- lmer(Y ~ I(X1-m_X1) + I(X2-m_X2) + (I(X1-m_X1) + I(X2-m_X2) | l2id), data = simICCdata2, REML = FALSE) X <- model.matrix(lmm1) p <- ncol(X) T1 <- VarCorr(lmm1) $l2id[1:p,1:p] # computing iccb # Notice '+1' because icc_beta assumes l2ids are from 1 to 30. icc_beta(X, simICCdata2$l2id+1, T1, vy)$rho_beta } else { stop("Please install `lme4` to run the above example.") } ## End(Not run)
## Not run: data(simICCdata) if(requireNamespace("lme4")){ library("lme4") # computing icca vy <- var(simICCdata$Y) lmm0 <- lmer(Y ~ (1|l2id), data = simICCdata, REML = FALSE) VarCorr(lmm0)$l2id[1,1]/vy # Create simICCdata2 grp_means = aggregate(simICCdata[c('X1','X2')], simICCdata['l2id'],mean) colnames(grp_means)[2:3] = c('m_X1','m_X2') simICCdata2 = merge(simICCdata, grp_means, by='l2id') # Estimating random slopes model lmm1 <- lmer(Y ~ I(X1-m_X1) + I(X2-m_X2) + (I(X1-m_X1) + I(X2-m_X2) | l2id), data = simICCdata2, REML = FALSE) X <- model.matrix(lmm1) p <- ncol(X) T1 <- VarCorr(lmm1) $l2id[1:p,1:p] # computing iccb # Notice '+1' because icc_beta assumes l2ids are from 1 to 30. icc_beta(X, simICCdata2$l2id+1, T1, vy)$rho_beta } else { stop("Please install `lme4` to run the above example.") } ## End(Not run)