Alterlab multilevel models

Multilevel Models — Fit the Nesting, Report the Whole Model

Skill type: ANALYSIS MODULE. Correlated data (pupils in schools, repeated measures within people, panel waves) violate independence; a mixed-effects model partitions variance into levels. The value here is discipline, not a fit() call: methods reviews document a reporting crisis — models specified and reported inconsistently — so this skill enforces the reporting standard.

Core Mission

FITTING THE MODEL IS EASY; REPORTING IT COMPLETELY IS THE JOB.
STATE THE FULL FIXED + RANDOM STRUCTURE, THE ICC, THE ESTIMATION, THE CHECKS.

When to Use This Skill

• "I have students nested in schools / repeated measures / panel data — fit a multilevel model."
• "Random intercepts and slopes for [group]; what's the ICC?"
• "Multilevel logistic / Poisson (GLMM)."
• "How much variance is between groups vs within?"

Does NOT Trigger

The request is really about…	Route to	Why not this skill
Single-level / ordinary regression, no grouping	alterlab-statsmodels / alterlab-statistical-analysis	No random-effects structure needed.
Panel fixed effects for causal identification (DiD/within)	alterlab-causal-inference	FE-for-identification, not variance partitioning.
Latent variables / SEM / factor structure	alterlab-sem-psychometrics	Measurement model.
Whether the design/question even needs multilevel	alterlab-ssci-design-gate	Design routing.

Structure ≠ question

Having a multilevel data structure is not the same as having a question that requires multilevel analysis. If inference is at one level and clustering is only a nuisance, cluster-robust (sandwich) SEs may suffice; reach for a mixed model when the question concerns between-cluster variation (e.g. how much of the outcome varies across schools, or whether an effect varies by group). State which case you are in.

Verified calls (pinned)

Python — statsmodels MixedLM:

import statsmodels.formula.api as smf
m = smf.mixedlm("y ~ x", data, groups=data["group"], re_formula="~x")   # random intercept + slope
res = m.fit(reml=True)                    # REML for final variance estimates
res.summary(); res.cov_re                 # fixed effects + random-effect covariance

vc_formula= adds named variance components. Bambi (Bayesian, on PyMC): import bambi as bmb; bmb.Model("y ~ x + (1 + x | group)", data).fit() — lme4-style (1|group) / (x|group) syntax.

R — lme4 / glmmTMB / brms (field standard):

library(lme4); library(lmerTest)          # lmerTest adds Satterthwaite dof + p-values (lme4 omits them)
m <- lmer(y ~ x + (1 + x | group), data)
glmer(y01 ~ x + (1 | group), family = binomial, data = data)     # GLMM
performance::icc(m); performance::r2(m)    # variance-partition ICC + Nakagawa marginal/conditional R2

glmmTMB (zero-inflation, faster) and brms (Bayesian via Stan) share the (1|group) syntax.

Note: statsmodels has no built-in variance-partition ICC — compute it from cov_re and the residual scale (see the reference). pingouin.intraclass_corr computes a reliability ICC (Shrout & Fleiss), which is a different quantity — do not confuse them.

The reporting checklist (the reason this skill exists)

SPECIFICATION:  full fixed-effects + full random-effects structure (which slopes vary by which group)
CENTERING:      predictor centering decision (grand-mean / group-mean / none) + rationale
VARIANCE:       variance components + ICC (proportion of variance between clusters)
ESTIMATION:     ML vs REML (REML for final variance estimates; ML to compare fixed effects)
ASSUMPTIONS:    residual + random-effect normality, homoscedasticity, influential clusters
COMPARISON:     nested-model comparisons (LRT / AIC / BIC), and convergence/singularity checks
EFFECT SIZE:    standardized fixed effects and/or Nakagawa marginal & conditional R2

These are exactly the items methods reviews find under-reported. There is no single correct LMM — surface the modeling decisions as a justified path, don't hardcode one recipe.

References

• references/mlm_reporting.md — the full reporting standard, ICC/R² computation, centering, convergence, power.

Part of the AlterLab Academic Skills suite.