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계층적 선형 모형 (HLM / 다층 모형)×최소제곱법(OLS) 회귀×
분야통계학계량경제학
계열Hypothesis testRegression model
기원 연도19862019
창시자Raudenbush & Bryk (popularized); Goldstein (parallel development)Wooldridge (textbook treatment); classical least squares
유형Parametric nested-data regressionLinear regression
원전Raudenbush, S.W. & Bryk, A.S. (2002). Hierarchical Linear Models: Applications and Data Analysis Methods (2nd ed.). Sage. ISBN: 978-0761919049Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
별칭HLM, MLM, multilevel modeling, multilevel analysisordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
관련45
요약Hierarchical Linear Modeling (HLM), also known as Multilevel Modeling (MLM), is a parametric statistical method for analyzing nested or clustered data — for example students within classrooms, patients within hospitals, or employees within organizations. Formalized by Raudenbush and Bryk in their 2002 seminal text (building on work from the mid-1980s), HLM simultaneously estimates individual-level and group-level effects while correctly partitioning variance across levels.Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).
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