Stat209/Ed260 D Rogosa 2/3/18
Assignment 4. Multilevel data, ecological fallacy
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NOTE: Main event Week 4: R multilevel (mixed effects) modelling (lme, lmer) exercises in Lab 2
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Problem 1. Grouping and multilevel regressions
Illustrate relations among individual level (ignoring groups)
group-level, and relative standing regression results.
Part I groups formed on X
Create 200 individual level observations on X and Y having
correlation around .65.
I started with x values 1:200 (simple integers) for convenience,
but you can be fancier.
Do an individual level Y on X regression (i.e. "total, ignoring
groups which don't exist yet).
Group these 200 individuals into 10 groups of size 20 on the
basis of the X-values (i.e. group 1 contains the individuals
with the smallest 20 X-values, group 10 contains the individuals
with the largest 20 X-values). So within-groups will be as
homogeneous as possible on X, and between group differences on X
will be largest.
do a regression on group means (between groups regression)
these may be classroom means for example, and you may not have individual
level data.
get a relative standing measure: individual score minus group mean
for each individual.
Do a relative standing regression
Now do the multiple regression analyses ( class handouts; Burstein, Deleuuw & Kreft)
1. "context"
Y on X and X-bar (X-bar is an attribute of each individual)
2. "Cronbach" (Kreft's term)
Y on X minus X-bar and X-bar (predictors uncorrelated)
demonstrate the coefficients match the basic relations shown in lecture
Part II groups formed independent of X (random)
Repeat the analyses of Part I using a different (as different
as can be) mechanism for assigning individuals to groups.
Form the 10 groups of size 20 at random, making the groups
heterogeneous on X within group and similar between groups.
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Problem 2 Contextual Effects Coefficient
Use the regression recursion relation from week 1 to show
that the contextual effects coefficient defined in week 4
handouts is equal as stated in the handouts (and literature)
to the between groups slope minus the within-pooled slope.
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Problem 3 Gender gap analysis of UK Exam data
The week 4 class example for mixed models p.3 used intake variable
schavg, school average for grade 9 test scores in ggaplmer2 object.
Coeff for schavg (relation between schavg and intercept, Fem mean)
is significant. Show Smart-first-year-student plots and summaries
that would illustrate what the lmer model detects.
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Enrichment problem (better to spend time on Lab2 etc)
Ecological fallacy: Is Radon good for you?
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treat this as an extended example of ecological bias.
At one time I went through the Robbins paper in class...
Solutions show you data generation procedures and illustrate the
sometimes very large effects of aggregation bias.
If the topic interests read through the
G-R paper to see the point.
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Consider the artificial data example described in Ex 3
p.750 Greenland and Robbins American Journal of Epidemiology Vol. 139,
No. 8: 747-760
Ecologic Studies—Biases, Misconceptions, and Counterexamples
(article linked on class page, week 4 under additional resources)
intro their Example 3
Suppose that our study data are limited to regional values of
mean radon, mean smoking (in packs per day), and lung-cancer
rates among males aged 70-74 years, for 41 regions indexed by
r = 0, . . . , 40.
follow their example set up and create your own artificial data example
and produce the regression function and plot in their figure 1
for the effect of radon levels on lung cancer rates
from G&R
you are demonstrating the ecological fallacy because "the
regressions yield an inverse association of radon and lung
cancer, despite the fact that radon is a positive risk factor in
the underlying model used to generate the data,"
"Even though the lung-cancer rates show the strong upward
relation to smoking one would expect from model 1, and the
ecologic correlation between radon and smoking is only 0.01,
there is a significant negative ecologic association of radon
with lung cancer rates."
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end HW4 2018