############################################################################ # MLwiN MCMC Manual # # 3 Variance Components Models . . . . . . . . . . . . . . . . . . . . .35 # # Browne, W.J. (2009) MCMC Estimation in MLwiN, v2.13. Centre for # Multilevel Modelling, University of Bristol. ############################################################################ # R script to replicate all analyses using R2MLwiN # # Zhang, Z., Charlton, C., Parker, R, Leckie, G., and Browne, W.J. # Centre for Multilevel Modelling, 2012 # http://www.bristol.ac.uk/cmm/software/R2MLwiN/ ############################################################################ # 3.1 A 2 level variance components model for the Tutorial dataset . . . .36 library(R2MLwiN) # MLwiN folder mlwin <- getOption("MLwiN_path") while (!file.access(mlwin, mode = 1) == 0) { cat("Please specify the root MLwiN folder or the full path to the MLwiN executable:\n") mlwin <- scan(what = character(0), sep = "\n") mlwin <- gsub("\\", "/", mlwin, fixed = TRUE) } options(MLwiN_path = mlwin) ## save current par settings mypar <- par(no.readonly = TRUE) ## Read tutorial data data(tutorial, package = "R2MLwiN") ## The highest level comes first, then the second highest and so on (mymodel1 <- runMLwiN(normexam ~ 1 + standlrt + (1 | school) + (1 | student), estoptions = list(EstM = 1), data = tutorial)) if (!require(coda)) { warning("package coda required to run this example") } else { estimates <- mymodel1@chains par(mfrow = c(3, 2)) plot(4501:niter(estimates), estimates[4501:niter(estimates), "deviance"], xlab = "iteration", ylab = expression(paste("Est. of deviance")), type = "l") plot(4501:niter(estimates), estimates[4501:niter(estimates), "FP_Intercept"], xlab = "iteration", ylab = expression(paste("Est. of ", beta[0])), type = "l") plot(4501:niter(estimates), estimates[4501:niter(estimates), "FP_standlrt"], xlab = "iteration", ylab = expression(paste("Est. of ", beta[1])), type = "l") plot(4501:niter(estimates), estimates[4501:niter(estimates), "RP2_var_Intercept"], xlab = "iteration", ylab = expression(paste("Est. of ", sigma[u0]^2)), type = "l") plot(4501:niter(estimates), estimates[4501:niter(estimates), "RP1_var_Intercept"], xlab = "iteration", ylab = expression(paste("Est. of ", sigma[e0]^2)), type = "l") ## reinstate par settings par(mypar) } sixway(mymodel1@chains[, "FP_standlrt", drop = FALSE], "beta_1") sixway(mymodel1@chains[, "RP2_var_Intercept", drop = FALSE], "sigma2u0") # 3.2 DIC and multilevel models . . . . . . . . . . . . . . . . . . . . . 41 # 3.3 Comparison between fixed and random school effects . . . . . . . . .41 (mymodel2 <- runMLwiN(normexam ~ 1 + standlrt + sex + (1 | school) + (1 | student), estoptions = list(EstM = 1), data = tutorial)) # Chapter learning outcomes . . . . . . . . . . . . . . . . . . . . . . . 43 ############################################################################