A Simple HLM: The Dyestuff Example

Hierarchical Linear Models (HLMs) have their own terminology that challenges a lot of what is taught as basic statistics. We have random effects, random coefficients, and mixed-models added on to what we already know about random error terms and fixed effects. It will help to start with a simple data set that so we can introduce new terms one at a time.

The lme package in the R programming language has a simple data set that provides a good starting point. If you have R running on your machine and the lme package installed, typing help(Dyestuff) produces the following description of the data set:

The Dyestuff data frame provides the yield of dyestuff (Naphthalene Black 12B) from 5 different preparations from each of 6 different batchs of an intermediate product (H-acid). 

The Dyestuff data are described in Davies and Goldsmith (1972) as coming from “an investigation to find out how much the variation from batch to batch in the quality of an intermediate product (H-acid) contributes to the variation in the yield of the dyestuff (Naphthalene Black 12B) made from it. In the experiment six samples of the intermediate, representing different batches of works manufacture, were obtained, and five preparations of the dyestuff were made in the laboratory from each sample. The equivalent yield of each preparation as grams of standard colour was determined by dye-trial.”

Notice that the batches are not randomly chosen out of some universe of manufactured batches. They are whatever we were able to "obtain".  Just to make things concrete, here are the first few lines of the file printed by the R head() command (the > before the head command is the R prompt):

> head(Dyestuff)

  Batch Yield

1     A  1545

2     A  1440

3     A  1440

4     A  1520

5     A  1580

6     B  1540

At first, one might be tempted to run an analysis of variance (ANOVA) on this data since the stated intention is to analyze variation from batch to batch. However, there are issues presented by this simple data set that help us understand the added complexity and potential benefits of hierarchical modeling.

In general, the standard approach is to move directly from a data set to some kind of estimator. In the next few posts, I will argue that the standard approach misses a number of important opportunities.