help for mlmvdecomp

Title

mlmvdecomp -- Decompose slope uncertainty into fixed vs random components

Syntax

mlmvdecomp , pred(string) modx(string)
[options]

pred(string) focal predictor name

modx(string) moderator name

level(#) confidence level; default 95

plot draw variance decomposition plot

saving(filename) save plot to file

Description

mlmvdecomp decomposes the total uncertainty in the simple slope of
pred into two components:

Fixed-effect variance: uncertainty from estimating the regression
coefficients (captured by the fixed-effect confidence interval).

Random slope variance: additional between-cluster variability in the
slope of pred (tau11, the random slope variance). This component
reflects genuine cross-cluster heterogeneity, not estimation error.

The decomposition is reported at -1 SD, Mean, and +1 SD of the moderator.
If the model does not include a random slope on pred, the random
component is zero.

Must be run immediately after mixed.

Stored results

r(tau11) random slope variance for pred

r(b_pred) main effect of predictor

r(b_int) interaction coefficient

Example

// Model with random slope:

. mixed math c.ses_c##c.climate_c gender || school: ses_c, reml

. mlmvdecomp, pred(ses_c) modx(climate_c)

. mlmvdecomp, pred(ses_c) modx(climate_c) plot

Author

Subir Hait, Michigan State University.

Also see

mlmsens, mlmprobe, mlmsummary