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Statistical Software Review: Mixed Models in SPSS
Statistical Software Review: Mixed Models in SPSS
This makes complete sense in a repeated measures model as a way of modelling serial correlation.
However, for modelling what SPSS refers to as between subject (school, in our case) variation, it
makes no sense at all. The model runs and produces results, but what it is doing is beyond me. The
command syntax and the corresponding structures in the menu system seem fairly incoherent on
this point.
A good point about the /random clause is that it can have multiple instances in one call of the
mixed command. This allows models with an arbitrary number of random classifications and
multiple random effects (random slopes) at each classification. Furthermore, the classifications
need not be hierarchical. Thus the /random clause can easily specify some complicated population
structures. I tested this out on some more complex models: the system produced correct results and
the algorithm is clearly computationally efficient, in that the results were delivered quickly.
I do not have the space in this review to describe the graphical user interface provided for the
mixed command. However, I will say that I found it confusing, ambiguous and woefully described
in the help system. I have not used SPSS before so users familiar with SPSS conventions might not
find the GUI for the mixed command such a drag.
Users wanting to learn and apply these techniques need good documentation taking them
through a range of worked examples. They can then take an example similar to their own
problem, understand what is going on in the example and then have a go with their own data. The
SPSS Advanced Models Manual contains eleven pages that are not useful; the same text is
regurgitated in the online help system. Rather more useful is an HTML tutorial for the use of mixed
models in SPSS available from the support section of the SPSS website (you may need to register in
order to access this).
Another useful resource available from the UCLA multilevel modelling portal is
http:==www:ats:ucla:edu=stat=spss=paperexamples=singer=default:htm
which goes through the mixed command syntax for a range of models on several data sets; the
data sets are also provided.
Two other shortcomings should be mentioned. The mixed command only deals with
normally distributed responses. Given that much data in the social sciences is discrete (categorical
or count) this is a serious limitation. Secondly, I could not find an option to get access to the
multilevel shrunken residuals. These are essential for model diagnosis and exploration.
In the example above I have merely presented the bare bones syntax. Options exist for
choosing between maximum likelihood and restricted maximum likelihood estimators, setting
convergence criteria, incorporating residual (level 1 only) weights, producing descriptive
statistics, showing the covariance matrix of all fixed and random parameters and a limited
capability for specifying contrasts between the fixed parameters.
One other thing to beware of is that although the mixed model was introduced in version 11.0
of SPSS, I experienced a problem with this version. When trying to estimate the covariance
between the school-level random intercept and slope effects which requires the covtype(UN)
option, version 11.0 reset the covtype to diagonal, which removed the covariance. This rather
confused me at the time and SPSS technical support could not help. However, in version 11.5 the
problem is resolved.
In summary, if you are a user of SPSS and want to fit multilevel models you may well find the
mixed functionality useful. If you do not understand how these models work, you will probably
need to find someone who does to help you get up to speed. However, if you want to do an
in-depth multilevel analysis the lack of facilities for diagnostics, model exploration, hypothesis
testing and the restricted range of response types means one of the many alternative
software packages might be more appropriate. The website for the Centre for Multilevel Modelling
(http://multilevel.ioe.ac.uk/ ) has a series of reviews of software packages that can fit multilevel
models, which you may find helpful.
JON RASBASH (Centre for Multilevel Modelling, Institute of Education, University of London)