On the Unnecessary Ubiquity of Hierarchical Linear Modeling

• Published in: Psychological methods 2017-03, Vol.22 (1), p.114-140
• Main Authors: McNeish, Daniel, Stapleton, Laura M., Silverman, Rebecca D.
• Format: Article
• Language: English
• Subjects: Behavioral Sciences; Cluster Analysis; Errors; Humans; Linear Models; Linear Regression; Models, Psychological; Models, Statistical; Psychology; Sample Size; Statistical Estimation; Type I Errors; Type II Errors
• ISSN: 1082-989X; 1939-1463
• DOI: 10.1037/met0000078

In psychology and the behavioral sciences generally, the use of the hierarchical linear model (HLM) and its extensions for discrete outcomes are popular methods for modeling clustered data. HLM and its discrete outcome extensions, however, are certainly not the only methods available to model clustered data. Although other methods exist and are widely implemented in other disciplines, it seems that psychologists have yet to consider these methods in substantive studies. This article compares and contrasts HLM with alternative methods including generalized estimating equations and cluster-robust standard errors. These alternative methods do not model random effects and thus make a smaller number of assumptions and are interpreted identically to single-level methods with the benefit that estimates are adjusted to reflect clustering of observations. Situations where these alternative methods may be advantageous are discussed including research questions where random effects are and are not required, when random effects can change the interpretation of regression coefficients, challenges of modeling with random effects with discrete outcomes, and examples of published psychology articles that use HLM that may have benefitted from using alternative methods. Illustrative examples are provided and discussed to demonstrate the advantages of the alternative methods and also when HLM would be the preferred method.