Date of Award
Doctor of Philosophy (PhD)
Educational Policy Studies
Phill Gagné, Ph.D.
Chris Domaleski, Ph.D.
L. Juane Heflin, Ph.D.
Frances A. McCarty, Ph.D.
While use of hierarchical linear modeling (HLM) to predict an outcome is reasonable and desirable, employing the model for prediction without first establishing the model’s predictive validity is ill-advised. Estimating the predictive validity of a regression model by cross-validation has been thoroughly researched, but there is a dearth of research investigating the cross-validation of hierarchical linear models. One of the major obstacles in cross-validating HLM is the lack of a measure of explained variance similar to the squared multiple correlation coefficient in regression analysis.
The purpose of this Monte Carlo simulation study is to explore the impact of sample size, centering, and predictor-criterion correlation magnitudes on potential cross-validation measurements for hierarchical linear modeling. This study considered the impact of 64 simulated conditions across three explained variance approaches: Raudenbush and Bryk’s (2002) proportional reduction in error variance, Snijders and Bosker’s (1994) modeled variance, and a measure of explained variance proposed by Gagné and Furlow (2009).
For each of the explained variance approaches, a cross-validation measurement, shrinkage, was obtained. The results indicate that sample size, predictor-criterion correlations, and centering impact the cross-validation measurement. The degree and direction of the impact differs with the explained variance approach employed. Under some explained variance approaches, shrinkage decreased with larger level-2 sample sizes and increased in others. Likewise, in comparing group- and grand-mean centering, with some approaches grand-mean centering resulted in higher shrinkage estimates but smaller estimates in others. Larger total sample sizes yielded smaller shrinkage estimates, as did the predictor-criterion correlation combination in which the group-level predictor had a stronger correlation. The approaches to explained variance differed substantially in their usability for cross-validation. The Snijders and Bosker approach provided relatively large shrinkage estimates, and, depending on the predictor-criterion correlation, shrinkage under both Raudenbush and Bryk approaches could be sizable to the degree that the estimate begins to lack meaning. Researchers seeking to cross-validate HLM need to be mindful of the interplay between the explained variance approach employed and the impact of sample size, centering, and predictor-criterion correlations on shrinkage estimates when making research design decisions.
Widman, Tracy, "Factors that Influence Cross-validation of Hierarchical Linear Models." Dissertation, Georgia State University, 2011.