Save the Random Effects of Mixed/Multilevel Models

Mixed/multilevel models are used to analyze hierarchical data (e.g., repeated-measures data, “nested” data such as when data is collected from individuals working in teams). Mixed models are able to disentangle variance that occurs among the lowest level of observations (e.g., differences between measurements repeatedly collected from the same person, differences between individuals working together in a team) from variance that occurs at higher levels of observation (e.g., differences between the people from whom measures were repeatedly collected, differences between the teams in which people are working). Mixed models achieve this by estimating a different intercept and/or slope(s) for each higher-level group. These per-group intercept and slope estimates are called “random effects.”

I am requesting that SPSS provide a new keyword on the SAVE subcommand of the MIXED procedure that will save all the random effects of a multilevel model in a new dataset. Other statistical programs can easily save random effect estimates, and the SPSS MIXED procedure is estimating these random effects when running the MIXED procedure, anyway.

Currently, there is a way to derive one set of random estimates in SPSS from mixed models that have only one random effect (e.g., only a random intercept). To do this, you save the fixed predicted values and the random predicted values and use the difference between them to back-infer the random estimates for each group. However, this only works if you are modeling one random effect (e.g., one random slope with no random intercept). Most of the time, researchers who want to save random slopes are also estimating random intercepts to account for mean differences between their groups, so this hack is insufficient. Moreover, even when a model only estimates one random effect, it would be nice if researchers could simply save the random effect through the SAVE subcommand without needing to calculate it from the predicted values.

Please note that this request applies to the MIXED procedure on any operating system. The requested feature form required me to select one operating system when submitting this request, so I selected Windows because it is common among SPSS users.