See

discussions, stats, and author profiles for this publication at: https://www.researchgate.net/publication/256802393

Blood pressure, age and gender

Article January 1996

CITATIONS READS

3 289

3 authors, including:

Kelvyn Jones Graham Moon

University of Bristol University of Southampton
187 PUBLICATIONS 4,707 CITATIONS 116 PUBLICATIONS 2,949 CITATIONS

SEE PROFILE SEE PROFILE

Available from: Kelvyn Jones

Retrieved on: 03 May 2016
 Chapter 2
B L O O D PRESSURE, A G E AND GENDER
Craig Duncan, Kelvyn Jones and Graham Moon

2.1 Introduction
A multivariate model is one in which there are two or more response variables for each
subject. A n example, which will be used in the subsequent illustration, is provided by
blood pressure measurements. Usually when an individual's blood pressure is taken,
two separate but related readings are made, one of systolic pressure and one of diastolic
pressure. These two measurements may be regarded as level-1 units nested within the
individual being measured, regarded as a unit at level 2. If individuals are classified by
the community within which they live a third level can be added to the hierarchy, allowing
attention to focus on contextual variation in the responses.
This type of strategy is adopted by CressweU (1991) who examines educational
achievement across schools. In his study pupils have two response scores, one for an
examination and the other for a coursework assessment. The analysis assumes a
three-level hierarchy with the scores at level 1, pupils at level 2, and schools at level 3.
The approach need not be confined to examining only two responses. In health research
an.ideal candidate for this form of analysis is Hfestyle behaviour. Often four key 'risk'
behaviours are defined: smoking, drinking, diet and exercise. Many surveys are
conducted by health authorities which coUect data on aU of these, giving a basic
hierarchical structure of four responses nested within individuals.
A n important feature of multivariate models, when formulated as multilevel models, is
that each respondent does not have to be measured on each response. Consequentiy, the
approach is perfectiy suited to the analysis of data obtained by matrix sampHng where
'missing', or incomplete, responses are an integral part of the survey design. Goldstein
(1987) analyses the data from such a design applied in the context of educational
achievement testing.
Whilst it is technically simpler to analyse different responses via separate models,
substantive benefits flow fi:om treating them together in one multivariate analysis. First,
the way in which the measurements relate to the explanatory variables can be directly
compared: it can be established whether there are significant differences between the
coefficients for different responses. For example it can be examined whether age and
social class relate to smoking behaviour in the same way as they relate to drinking
behaviour. Secondly, joint estimation provides residual covariance matrices at all levels
above the first. The variances focus on the variation for each separate response, the
covariances on the correlations between the different responses. These correlations
cannot be obtained if a separate estimation strategy is followed. In the lifestyle example,
the residual covariance matrices show how each behaviour varies between individuals
at level 2 and between communities at level 3 and, further, how the behaviours inter-relate

55
at each of these two levels - do the same people smoke heavily as drink heavily; do the
same districts eat poorly and exercise infrequently, and do they do so after controUing
for the characteristics of the individuals within them?
There is also a major technical benefit from estimating the responses together. Where
there are many missing responses, joint estimation can be much more efficient. Separate
univariate analyses have to ignore all individuals with missing values on the chosen
response variable. In contrast, a multilevel multivariate procedure can draw on the
estimated covariances and use the responses that are present for these individuals to
provide information in the estimation of those that are missing. For example, many
people are willing to give a response to questions about cigarette consumption but
unwilling to give details that would allow the calculation of the number of units of alcohol
they consume. A multilevel multivariate analysis uses the estimated covariance between
smoking and drinking habits, in effect based on cases where data on both are present, to
improve the estimation of alcohol consumption. Hence aU the data available are used,
and where there are many missing values the gain in efficiency may be considerable. Of
course, this advantage is based on the premise that the responses are reasonably highly
correlated, and this may not always be true. In addition, estimates will be unbiased only
if the data are missing as the result of a random process (which may be accidental or
designed).

2.2 Research problem: variations in blood pressure

Blood pressure is known to have a wide, general significance for health and longevity.
Studies in the Western developed world have shown that it increases with age and that
there are significant gender differences (Jones & Moon, 1987). American evidence has
indicated important interaction between age and gender. Overall, however, many of the
studies contradict each other forcing Syme and Torfs (1978, p.43) to conclude that
'research had reached a dead end and... we have failed to discern systematic and pattemed
relationships'. To attempt to discover any such relationships researchers need to examine
the distribution of blood pressure measurements within national populations.
Such a concern in part motivated the 1984-5 British Health and Lifestyle Survey (Cox
et al, 1987). One section of this survey was a series of physiological measurements
which included the recording of blood pressure. As stated earlier, when blood pressure
is measured two readings are taken, a systolic pressure and a diastolic pressure. The
former is the higher and measures the pressure when the heart is in contraction and blood
is being pumped out. The latter represents the resting pressure between pulses. A healthy
adult should have a systolic of 100-140mm Hg and a diastolic of 60-90mm Hg.
Hypertension is usually diagnosed at pressures above 140/90. The systolic and diastolic
pressures can be regarded as two response variables and since they are measured on the
same scale (mm Hg) they are directiy comparable.
We shall analyse the blood pressure data recorded in the Health and Lifestyle Survey
using a multivariate, multilevel approach in an attempt to answer the following questions:

56
 are there any significant age and gender differences in the two pressures?
are the two pressures related to age and gender in the same way?
are there any important interactions between age and gender effects?
are the two pressures correlated in individuals and in wards of residence?
do blood pressure values display any contextual variation?
does blood pressure display differing variability as some function of the age of
individuals?
does the effect of one of the predictor variables display any contextual variation?
In the survey 7383 persons agreed to have their blood pressure measured. Four serial
recordings were made of each pressure so that the respondent had time to relax. Our
analysis will deal with the lowest pressure values recorded as it can be assumed these
are achieved when the respondent is least apprehensive about being in a test situation.
Only people below 65 years of age wiU be considered: above this age there is Likely to
be relatively high incidence of chronic disease with implications for hypertension.
The Health and Lifestyle Survey was based on a multistage sampling design in which
individuals were sampled from 396 wards across mainland Britain. As is now well
recognised complex sampling designs distort traditional single-level regression analysis
because of correlations arising from the clustering of individuals within higher-level
sampling units (in this case wards). This clustering is not merely an artefact of the survey
design but also an inherent feature of the population. B y explicitly recognising such
clustering structures multilevel analysis takes account of within-unit correlations and
allows the modelling of substantively interesting contextual effects.

2.3 Preparing to model

Preliminary analysis was conducted to identify any unusual observations. One extreme
outlier was found and removed. Together with the removal of those over 65 this gave
a final sample size of 6285 individuals. The data are in the worksheet BLOOD . ws and may
be summarised by using the NAMES command:
LOGOn BL00D.LOG
RETRleve BLOOD.WS

Naime n missing min max

1 SYSTOL 6285 0 75.000 204.00
2 DIASTOL 6285 0 31.000 133.00
3 AGE 6285 0 -22 .000 25.000
4 MALE 6285 0 0.0000 1.0000
5 SERNO 6285 0 I . 0000 12670 .
6 REGION 6285 0 0 .0000 10.000
7 CON/WRD 6285 0 I I . 000 1982.0
8 CONSTANT 6285 0 1.0000 1.0000

57
The variables are as follows:
SYSTOL systoHc pressure; always the higher of an individual's two readings
DIASTOL diastolic pressure
AGE in years, deviated from 40
MALE 0 for women, 1 for men
SERNO individual identifying code
REGION region of residence
CON/WRD ward of residence
CONSTANT 6285 copies of the value 1
The data are not yet in a form suitable for multivariate analysis. Currently we have one
record per person whereas we require one record per measurement (one per person per
blood pressure type). The difference is illustrated in the table below:

CURRENT STRUCTURE
SYSTOL DIASTOL AGE MALE SERNO
112 70 1 0 9061
144 89 9 0 9065
146 85 -9 1 9066

133 80 5 6 12480

REQUIRED STRUCTURE
PRESSURE AGE MALE SERNO
Sys 112 1 0 9061
Dias 70 1 0 9061
Sys 144 9 0 9065
Dias 89 9 0 9065
Sys 146 -9 1 9066
Dias 85 -9 1 9066

Sys 133 5 0 12480

Dias 80 5 0 12480

The required interleaved structure is achieved by using the R E C s p i i t command. This

will create two records for each person, carrying any required variables, and creating an
indicator to identify the two pressures. The command is:
R E C S p l i t 2 1 C1-C2 c a r r y C3-C8 newvar CIO i n d i e C l l c a r r i e d C12-C17

This tells M L 3 to interleave the 2 variables in c i and c2 (SYSTOL and DIASTOL) making
one new variable which wiQ go into c i o . The variables in c 3 - c 8 wiU be carried into

58
C12-C17, duplicated andinterleaved. The command automatically creates an indicator
showing which pressure is referenced and this will go into c i i . The new variables are
now named by typing:
NAME CIO ''PRESSURE' C l l ' INDIC C12 ''MAGE'' C13 ''MMALE'
NAME C14 'MSERNC CIS ''MREGION' C16 'MCON/WRD' C17 'MCONS'

The carried variables are given an *M' prefix to avoid duplicate names aiid also to identify
them as being ready for multivariate analysis. The outcome of the R E c s p i i t command
can be viewed by typing:
PRINT CIO C l l C12 CIS C14
This gives the following as the first four Hnes:
PRESSURE INDIC MAGE MMALE MSERNO
N = 12570 12570 12570 12570 12570
1 112.00 1.0000 1.0000 0.0000 9061.0
2 70.000 2.0000 1.0000 0.0000 9061.0
3 144.00 1.0000 9.0000 0.0000 9065.0
4 89.000 2.0000 9.0000 0.0000 9065.0
It should be noted that since each respondent has two pressure measurements and we
have created a record for each, the number of cases has doubled to 12570 in the new
columns. To ensure enough space the original columns are deleted:
ERASe C1-C9
and the worksheet is tidied up using the two commands
MOVE
TIDY

The first of these moves the remaining columns up so they occupy the first column
positions. The second recovers any empty spaces on the worksheet. After these two
commands, the worksheet is as foUows:
NAMES
Name n missing min max
1 PRESSURE 12570 0 31.000 204.00
2 INDIC 12570 0 1.0000 2.0000
3 MAGE 12570 0 -22.000 25.000
4 MMALE 12570 0 0.0000 1.0000
5 MSERNO 12570 0 1.0000 12670.
6 MREGION 12570 0 0.0000 10.000
7 MCON/WRD 12570 0 11.000 1982.0
8 MCONS 12570 0 1.0000 1.0000

A l l that remains to be done is to create two dummy variables to show which record relates
to which pressure. Currently each record's first column is a pressure value, either systolic
or diastolic. We need one dummy variable to be 1 when it is systolic and 0 otherwise,
and another to be 1 when diastolic and 0 otherwise. This is easily achieved since the
R E C S p l i t command created an indicator I N D I C , now in c2, which contains a 1 for each
systolic record and a 2 for each diastolic record. This column can be now be used to
create the two dummies. First, we use the DUMMies command:
DUMMies C2 CIO

59
This creates a single dummy variable iu cio using the values in c2: a 1 in c2 (a systoHc
record) is coded 0 in cio, and a 2 in C2 (a diastolic record) is coded 1 in cio. Hence cio
becomes our diastolic dummy variable. The same result could be achieved by:
CALC ClO = C2-1

If we subtract the values in cio from 1 we shall create the opposite of cio (Os become
Is and Is become Os), hence a systolic dummy variable:
CALC C l l = 1-ClO

The first four lines of the outcome are printed below:

PRINT CI C2 CIO C l l C5
PRESSURE INDIC CIO C l l MSERNO
N = 12570 12570 12570 12570 12570
1 112.00 1.0000 0.0000 1.0000 9061.0
2 70.000 2.0000 1.0000 0.0000 9061.0
3 144.00 1.0000 0.0000 1.0000 9065.0
4 89.000 2.0000 1.0000 0.0000 9065.0

This shows the interleaved responses indicated by the two dummy variables. Each person
has two records: the first gives systolic pressure, the second diastolic pressure. We can
now name cio and c i i :
NAME CIO 'DIASDUM' C l l 'SYSDUM'

This completes the data management necessary for the first model and the outcome is
summarised below:
NAMES
Name n missing inin max
1 PRESSURE 12570 0 31.000 204.00
2 INDIC 12570 0 1.0000 2.0000
3 MAGE 12570 0 -22 .000 25.000
4 MMALE 12570 0 0.0000 1.0000
5 MSERNO 12570 0 1.0000 12670 .
6 MREGION 12570 0 0.0000 10.000
7 MCON/WRD 12570 0 11.000 1982.0
8 MCONS 12570 0 1.0000 1.0000
9 C9 0
10 DIASDUM 12570 0 0.0000 1.0000
11 SYSDUM 12570 0 0.0000 1.0000

2.4 Structuring the variance

We begin our analysis with a simple model with only the two dummy variables, SYSDUM
and DIASDUM, in the fixed and random parts. Wefirstidentify the levels of the hierarchy:
I D E N t i f y i n g codes f o r l e v e l 1 i n 'MCONS' l e v e l 2 i n 'MSERNO' l e v e l 3 in
'MCON/WRD'

The first level is identified by the column of Is which references all records and in effect
makes the lowest level the two response measures. These are grouped within individuals,
referenced by MSERNO, who nest within wards, MCON/WRD. The dataset was sorted in the
order of serial numbers within wards prior to being read into M L 3 so a sort is not required
here before the levels are identified. The suMMary command displays the resulting
hierarchy:

60
SUMMary
396 l e v e l 3 units 6285 l e v e l 2 u n i t s 12570 l e v e l 1 u n i t s
ID3: 11 12 21 22 31 32 41 42 51 52
N2 19 24 23 18 20 15 15 14 12 18
Nl 38 48 46 36 40 30 30 28 24 36
ID 3 61 62 71 72 81 82 91 92 101 102
N2 10 14 21 15 9 13 25 19 13 13
Nl 20 28 42 30 18 26 50 38 26 26
ID 3 111 112 121 122 131 132 141 142 151 152
N2 18 13 14 20 12 19 14 16 14 14
Nl 36 26 28 40 24 38 28 32 28 28
ID3 161 162 171 172 181 182 191 192 201 202
N2 21 18 23 21 21 14 17 21 12 14
Nl 42 36 46 42 42 28 34 42 24 28
ID 3 211 212 221 222 231 232 241 242 251 252
N2 18 21 16 20 24 11 14 22 18 15
Nl : 36 42 32 40 48 22 28 44 36 30
It can be seen that there are 12570 level-1 units (measurements), two for each of the 6285
persons at level 2, who nest within 396 level-3 electoral wards. We now declare the
explanatory variables:
EXPL 'DIASDUM' 'SYSDUM'
The EXPL command automatically includes these in the fixed part of the model. We also
wantithese two variables to appear in the randompart so that we may structure the variance
at each level. Our first model, therefore, is equivalent to a variance components analysis
in an ordinary multilevel model. However, there is one key difference. In a multivariate,
multilevel model there is no random variation at level 1. The units at this level define
how the responses are grouped. As we are fitting a separate term for each level-1 unit
there are no residual between-unit variances or covariances at this level. Consequently,
we leave the level-1 random parameter matrix unspecified and set the two dummies
random at level 2 and level 3 using the commands:
SETV ;2 'DIASDUM' ' SYSDUM'
SETV :3 'DIASDUM' ' SYSDUM'
The response variable is going to be the pressure values:
RES-P "PRESSURE'

This completes the specification of the first model.

SETT
EXPLa-natory v a r i a b l e s in DIASDUM SYSDUM
FPAR^eters DIASDUM SYSDUM
FMEAns
RMEAns
RESPonse v a r i a b l e i n PRESSURE
I D E N t i f y i n g codes f o r l e v e l 1: MCONS l e v e l 2: MSERNO l e v e l 3: MCON/WRD
RESEtting covariances l e v e l 1: ON l e v e l 2: ON l e v e l 3: ON
MAXIt^rations 5 TOLErance 2 METHod i s IGLS BATCh i s OFF

61
L E V E L 3 RANDOM PARAMETER MATRIX
DIASDUM SYSDUM
DIASDUM 1
SYSDUM 1 1
L E V E L 2 RANDOM PARAMETER MATRIX
DIASDUM SYSDUM
DIASDUM 1
SYSDUM 1 1
L E V E L 1 RANDOM PARAMETER MATRIX u n s p e c i f i e d

The two fixed terms will estimate the nationwide average diastolic and average systolic
pressure. Around these averages there will be random variation, of people at level 2 and
wards at level 3. The random parameter matrices show that we estimate the same three
random terms at these two higher levels: two variances (DIASDUM/DIASDUM and
SYSDUM/SYSDUM), OUC for each pressure, and a covariance (SYSDUM/DIASDXM) between the
two pressures.
Before we start the estimation procedure we toggle BATCh on so that the program does
not pause between iterations. We type
BATCh
STARt

After three iterations convergence is achieved, First, we examine the estimated

parameters in the fixed part:
FIXE
PARAMETER ESTIMATE ERROR PREV. E S T I M A T E
DIASDUM 74. 62 0 .187 74.62
SYSDUM 122 . 8 0.258 122.8

We see that the mean blood pressure measurements for all individuals across all wards
have been estimated as 74.62 for diastoUc and 122.8 for systolic. These values are
approximately the midpoints of the range of pressures for healthy adults stated earlier.
Typing RAND gives the variation about these mean values for individuals at level 2 and
wards at level 3.
RAND
LEVEL
PARAMETER ESTIMATE ERROR PREV. E S T I M A T E NCONV
DIASDUM /DIASDUM 5.727 0.984 5.725 2
SYSDUM /DIASDUM 6.997 1.284 6.995 2
SYSDUM /SYSDUM 9.768 1.869 9.764 1
LEVEL
PARAMETER ESTIMATE ERROR PREV. E S T I M A T E NCONV
DIASDUM /DIASDUM 125.8 2.316 125.8 2
SYSDUM /DIASDUM 155 3.09 155 2
SYSDUM /SYSDUM 256. 6 4.725 256. 6 2
LEVEL
PARAMETER ESTIMATE ERROR PREV. E S T I M A T E NCONV

At the individual level there is a variance of 125.8 around the mean diastolic pressure
of 74.62. If we assume normality we can predict that approximately 95% of individuals

62
will have a diastolic pressure within 2 standard deviations of the overall average. This
gives a 95% coverage interval of 74.6224l25.8 , that is [52.19,97.05]. For systolic
pressure we have a 95% coverage interval of [90.76,154.84].
At the ward level, level 3, the degree of variation is much smaller though apparently
significant. For diastolic pressure, 95% of wards have an average reading in the interval
[69.83,79.41]. For systolic the interval is [116.55,129.05].
We have yet to consider the third random term at each of the two higher levels,
SYSDUM/DiASDUM. TMs is the covariance term which can only be obtained in a joint
estimation. The correlation between the two pressures can be calculated as the ratio of
the covariance to the square root of the product of the variances:
CALC 155/(125.8*256.6)'^O.5
CALC 6.997/(5.727*9.768)-^0.5
As expected there is a very high positive correlation between the two pressures, the value
being slightiy higher at the ward level (0.94) than at the individual level (0.86): places
with high rates on one pressure tend to have high rates on the other. Before we leave
this first model we should get an estimate of how well it fits the data overall. This is
obtained, and stored in the box B40, by typing
L I K E l i h o o d B40
after the model has reached convergence. The result we get is 92653.7. We put this
value into a free column and shall return to it when we try to establish whether subsequent
models provide significantiy improved fit to the data.
JOIN C7 0 B40 C7 0
NAME C7 0 'LIKE'

2.5 Age and gender as main effects

To investigate the possibility that age and gender are related to blood pressure we need
to create new explanatory variables so that the effects on each pressure can be estimated
separately. We multiply each of the age and gender variables by each of the two dummies
to create four new variables:
CALC C12 = 'MAGE' * 'DIASDUM'
CALC C13 = 'MAGE' * 'SYSDUM'
CALC C14 = 'MMALE' * 'DIASDUM'
CALC C15 = 'MMALE' * 'SYSDUM'
The new variables can be named
NAME C12 'DIASAGE' CIS 'SYSAGE' C14 'DIASMALE' C15 'SYSMALE'
We now need to incorporate these new variables into the model. To begin with we
include them as fixed effects only. We use the usual command to do this:
EXPL 'DIASAGE'-'SYSMALE'

The resulting setting screen is displayed by typing

SETT 2
Notice we add the parameter 2 to the usual s E i T i n g s command. This instructs M L 3 to
shift the display of the fixed part to the right. This is needed as we now have a long list
of predictor variables.

63
EXPLanatory v a r i a b l e s i n SYSDUM DIASAGE SYSAGE DIASMALE SYSMALE
FPARameters SYSDUM DIASAGE SYSAGE DIASMALE SYSMALE
FMEAns ^ -
RMEAns /
RESPonse v a r i a b l e i n PRESSURE
I D E N t i f y i n g codes f o r l e v e l 1: MCONS l e v e l 2: MSERNO l e v e l 3: MCON/WRD
R E S E t t i n g c o v a r i a n c e s l e v e l 1: ON l e v e l 2: ON l e v e l 3: ON
MAXIterations 5 TOLErance 2 METHod i s IGLS BATCh i s ON

LEVEL 3 RANDOM PARAMETER MATRIX

DIASDUM SYSDUM
DIASDUM 1
SYSDUM 1 1
LEVEL 2 RANDOM PARAMETER MATRIX
DIASDUM SYSDUM
DIASDUM 1
SYSDUM 1 1
LEVEL 1 RANDOM PARAMETER MATRIX u n s p e c i f i e d

As can be seen above, when we shift to the right we may lose some of the variable names
on the left: here DIASDUM is not shown. We could confirm its inclusion by doing a normal
SETTings commaud.

Only the fixed part of the model has changed: the random parameter matrices remain
the same. We now continue estimation by typing:
NEXT
After 5 iterations the model has not converged but we have hit our MAxiterat ions quota.
This can be raised for the rest of the analysis by typing:
MAXI 25
and we then type
NEXT

to continue the estimation. After 6 iterations convergence is achieved for this second
model. The fixed parameter estimates are:
FIXE
PARAMETER ESTIMATE S. ERROR PREV. ESTIMATE
DIASDUM 72.32 0.207 72.32
SYSDUM 119.1 0.286 119.1
DIASAGE 0.339 0.00959 0.339
SYSAGE 0.491 0.0135 0.491
DIASMALE 4.974 0.257 4.974
SYSMALE 7.916 0.363 7.916
(We consider the random parameters later.)
A l l the new variables are significant: for each the estimate is more than twice its standard
error. It should be noted that the estimates for DIASDUM and SYSDUM have decreased. These
are no longer the average pressures across all individuals. Rather, with the inclusion of
the main effects of age and gender, the estimates for DIASDUM and SYSDUM should now be
interpreted as the average pressures for the base category, that is 40-year-old women.
The improvement in the overall fit of the second model as compared to the first can be
estimated by computing a tikelLhood ratio statistic:

64
LIKE B40
90994.6
JOIN 'LIKE' B40 'LIKE' ^

For a large sample the difference in the likelihoods has an approximate distribution,
with degrees of freedom equal to the number of extra parameters included in the more
complicated model, if the simpler model is correct. The difference here is 1659.1, which
on 4 degrees of freedom is highly significant. The probability of achieving such a
reduction by chance is calculated by:
CPROb 1659.1 4
and is too small for the display. The inclusion of the four level-2 predictors has therefore
substantially improved the fit of the model and both age and gender are strongly related
to both blood pressures.
We can get an impression of the age and gender differences by graphing the predicted
values for blood pressure obtained from the fixed-part coefficient estimates. These values
can be found by using the PREDict command, which when executed with only an output
column as a parameter uses all the fixed-part coefficient estimates:
PREDict C50
We wish to graph four relationships: the increase in pressure with age for men on systolic
and women on systoHc, and for men on diastolic and women on diastolic. This can be
done using the P L G L (plot grouped lines) command, provided that each prediction is
assigned a group code starting with code 1.
The command sequence
CALC 023 = 'MMALE'+1
CALC C2 4 = 'DIASDUM'*2
CALC C25 = C23+C24
NAME C25 'GROUP'
generates four codes in GROUP with the following meanings:
Code Gender Pressure
1 female systolic
2 male systolic
3 female diastolic
4 male diastolic
Before l)eing plotted the predictions should be sorted according to group and age. P L G L
requires that the data for each group should be in a single block, and plots the values in
the order in which they appear in their columns. To obtain a satisfactory straight line
the values must be sorted (within their blocks) into numerical sequence on the continuous
variable against which they are to be plotted. This is done by the following command:
SORT 2 'GROUP' 'MAGE' c a r r y C50 put i n C30 C 3 1 C32

To draw the plot type:

P L G L C30 C32 C31 'MCONS'
Display

65
The final parameter ' MCONS ' in the P L G L command sets the output style: MCONS contains
all Is so the values for each group will be plotted as a soHd line. The result is shown in
Figure 2.1 below. The labels on the plot are proSuced using the title and cursor command
facility provided in the menus at the top of the on-screen graphics display.

Figure 2.1

143

SYSTOLIC
123

103

-22 -16 -10 -4 2 8 14 20 26

AGE (deviated apound the Mean of 40 years)

Figure 2.1 clearly shows that as age increases both pressures rise and that men are higher
on both blood pressures. In addition, it would appear that systolic pressure displays both
a faster increase with age and a wider gender gap than diastolic pressure. Since we have
adopted a joint estimation strategy by using a multivariate model we can conduct contrast
hypothesis tests to see if the age and gender coefficients for the two pressures are indeed
significantly different. The composite hypothesis is written in the form:
CT = k
where
C is a contrast matrix specifying the nature of the composite hypothesis,
r is the vector of fixed parameter estimates and
k is a vector of contrast values.
In the usual shorthand we refer to coefficient estimates by their variable names. We are
interested in whether the two age coefficients, DIAS AGE and SYS AGE, are different from
each other and whether the two gender coefficients, DIASMALE and SYSMALE, are different
from each other. The null hypothesis is

66
 H.: DIASAGE-SYSAGE = D I A S M A L E - S Y S M A L E = 0
Now
^DIASDUM ^
SYSDUM
DIASAGE
r= SYSAGE
DIASMALE
ySYSMALE ^

HQ can therefore be written as:

^DIASDUM ^
SYSDUM
0 0 1 -1 0 0 DIASAGE ^0^
0 0 0 0 1 - 1 SYSAGE
DIASMALE
SYSMALE
To carry out this test in M L 3 we first need to set up the contrast matrix C and the vector
k of contrast values. This can be done using the i N P u t command to create a composite
vector containing the elements of both C and k\
INPU C9
0 0 1-10 0
0 0 0 0 1-1
FINISH
It is important to note that in creating this matrix you must match carefully the order of
the matrix columns to the order of the fixed-part variables as specified on the FPAR hne
of the SETTings screen. To execute the test we issue the FTESt command specifying the
composite vector and the degrees of freedom, which equal the number of tests being
made simultaneously (2 in this case).
FTESt C9 2
This gives the following results:
CONTRASTS
DIASDUM 0.00 0.00
SYSDUM ' 0.00 0.0 0
DIASAGE 1.0 0 0.00
SYSAGE -1.0 0 0.0 0
DIASMALE 0.0 0 1.00
SYSMALE 0.00-1.00
result -0.15 -2.94
C h i square ( 1 df) 385.49 199.97
+/-95% c . i . ( s e p . ) 0.02 0.41
+/-95% c . i . ( s i m . ) 0.02 0.51

c h i s q f o r simultaneous contrasts(2 df) = 587.54

67
The output summarises the tests made and gives a value for each contrast. Each contrast
is considered individually as well as simultaneously, and values and 95% confidence
intervals are given for both. Here we can see that on its own the age effect is significantly
different between the two pressures. The contrast is -0.15, Xa) - 385.49, showing that
the increase in pressure with age is significantly less for diastolic than for systolic.
Similarly, the gender effect when considered separately is different. The contrast
is -2.94, = 199.97, indicating that the gap between males and females is significantly
smaller for diastolic. The age and gender effects for the two pressures are also highly
significantly different when considered simultaneously: X(2) = 587.54.
So far we have considered only the fixed parameter estimates of this second model. The
new random parameter estimates are:
RAND
LEVEL
PARAMETER ESTIMATE ERROR PREV. ESTIMATE NCONV
DIASDUM /DIASDUM 5 .337 0 .836 5.324 1
SYSDUM /DIASDXJM 6.557 1.074 6.535 1
SYSDUM /SYSDUM 9.327 1.571 9.29 1
LEVEL
PARAMETER ESTIMATE ERROR PREV. ESTIMATE NCONV
DIASDUM /DIASDUM 99.41 1.831 99.42 1
SYSDXJM /DIASDUM 115.9 2 .371 115. 9 1
SYSDUM /SYSDUM 198 . 4 3.653 198 . 4 1
LEVEL
PARAMETER ESTIMATE ERROR PREV. ESTIMATE NCONV

Exactiy the same random parameters have been estimated as in the first model but their
values have decreased, quite considerably in the case of the level-2 random variation.
This confirms the importance of the fixed level-2 parameters age and gender. The new
correlations are:
CALC 6.557/(5.337*9.327)'^O.5
0.9294
CALC 1 1 5 . 9 / ( 9 9 . 4 1 * 1 9 8 . 4 ) ^ ^ 0 . 5
0.8253

2.6 Non-linearity with age

The model in the previous section allowed only for a linear increase in blood pressure
with age. This may be too restrictive and we now consider whether there is any non-linear
increase in either of the response variables as people grow older. First, we create a
quadratic variable for age:
CALC C16 = 'MAGE'^2

and as before we then multiply it by each of the two blood-pressure dummies to create
variables for the main effect of AGE^ on each of the two pressures:
CALC C17 = C16*'DIASDUM'
CALC C18 = CI6*'SYSDUM'

68
A l l the new variables created can now be named:
NAME C16 'MAGE*2'' C17 'DIASAGE2'' C18 ''SYSAGE2''

and we include the variables for AGE^ in the fixed part only of the next model using the
EXPL command:
EXPL ''DIASAGE2'' 'SYSAGE2'

Typing
NEXT

recommences estimation and convergence is achieved after the 9th iteration. The fixed
estimates in this model are:
FIXE
PARAMETER ESTIMATE S. ERROR PREV. ESTIMATE
DIASDUM 72.75 0.245 72.75
SYSDUM 117.4 0.339 117.4
DIASAGE 0.346 0.00979 0.346
SYSAGE 0.466 0.0137 0.466
DIASMALE 5 0.257 5
SYSMALE 7.81 0.3 61 7.809
DIASAGE2 -0.00247 0.000755 -0.00247
SYSAGE2 0.00969 0.00106 0.00969

It should be noted that the inclusion of the new age terms has altered the estimation of
the original linear age effects and both new terms are important, with estimated values
more than twice their standard errors. The likelihood ratio test can again be performed
to establish the improvement in fit. For this model the likelihood is
LIKE B40
90524.4
JOIN 'LIKE' B40 'LIKE'

The(diference is therefore 90994.6 - 90524.4 = 470.2, which with 2 degrees of freedom

is higMy significant. Thus, both blood pressures display a non-linear increase with age,
this feature being particularly noticeable in systolic pressures. This is clearly visible
when the estimated relationships from the fixed part of this model are graphed. As the
plot ^specifications have already been defined, all we need do is reissue the PREDict
command (to include the quadratic age effects) and re-sort:
PRED 050
SORT .2 'GROUP' 'MAGE' c a r r y 050 put i n 030 0 3 1 032
Display

The result is shown in Figure 2.2. This graph highlights the significance of the different
signs of the two age terms for each pressure. Whilst both pressures have a non-Hnear
relationship with age the form of the relationship differs between the two. For systolic
the rate of increase with age accelerates but for diastolic it is most rapid among younger
people and slows down with age.

69
K we inspect the random parameters by typing:
RAND
LEVEL 3
PARAMETER ESTIMATE ERROR PREV. ESTIMATE NCONV
DIASDUM /DIASDUM 5.374 0.839 5.377 4
SYSDUM /DIASDUM 6.483 1.073 6.482 1
SYSDUM /SYSDUM 9.3 1.559 9.297 4
LEVEL 2
PARAMETER ESTIMATE ERROR PREV. ESTIMATE NCONV
DIASDUM /DIASDUM 99.22 1.827 99.21 4
SYSDUM /DIASDUM 116.6 2 .366 116.6 4
SYSDUM /SYSDUM 195 .7 3.603 195.7 1
LEVEL 1
PARAMETER ESTIMATE S. ERROR PREV. ESTIMATE NCONV

we see the same parameters as before. Most have decreased, though this time by only
a small degree, even at level 2. The new correlations are:
CALC 6.483/(5.374*9.3)'^O.5
0 .9170
CALC 116.6/(99.22*195.7)'^O.5
0.8368

70
2.7 Main effects and interactions
As well as non-linearity with age there may also be interactions between the two age
terms and gender, since men and women may display different rates of change in blood
pressure as they get older. Estimation of this involves the creation of interaction variables.
First, we create an interaction for" gender with both the Hnear and quadratic age terms:
CALC C19=''MAGE''*''MMALE''
CALC C2 0=''MAGE*2'*'MMALE'

The two new columns are named:

NAME 019 'MAGEMALE'' C2 0 ''MAGE2MAL'
These two columns are then multiplied by each dummy variable so that the interaction
effects are estimated separately for the two pressures.
CALC 021 = 'MAGEMALE'*'DIASDUM'
CALC 022 = 'MAGE2MAL'*'DIASDUM'
CALC 023 = 'MAGEMALE'*'SYSDUM'
CALC 024 = 'MAGE2MAL'*'SYSDUM'

The resulting four columns contain the new variables which are named below:
NAME 021 'DIASAGEM' 022 'DIASA2MA' 023 'SYSAGEM' 02 4 ' SYSA2MA'
These are all included in the fixed part only of the fourth model:
EXPL 'DIASAGEM'-'SYSA2MA'
which is run by typing
NEXT
Convergence is reached after the 12th iteration giving the following fixed parameter
estimates:
FIXE
PARA14ETER ESTIMATE S. ERROR PREV. ESTIMATE
DIASDUM 72 .31 0 .273 72.31
SYSDUM 117 .1 0.377 117 .1
DIASAGE 0.365 0.0133 0 .365
SYSAGE 0 .537 0.0186 0 .537
DIASMALE 6.01 0.374 6.01
SYSMALE 8 .569 0 .523 8.569
DIASAGE2 0 .0000376 0 .00102 0.0000374
SYSAGE2 0 .0114 0 .00143 0.0114
DIASAGEM -0 . 0414 0 .0194 -0.0413
DIASA2MA -0.00554 0.00151 -0.00554
SYSAGEM -0.155 0.0272 -0.155
SYSA2MA -0.004 0.00211 -0.004

The likelihood test

LIKE B40
90450 .3
JOIN 'LIKE' B40 'LIKE'

gives a difference 90524.4 - 90450.3 = 74.1, which with 4 degrees of freedom is highly
significant.
Again, the relationships estimated in this fourth model are most clearly seen when the
predictions using the fixed parameter estimates are graphed:

71
PRED C50
SORT 2 'GROUP' 'MAGE' c a r r y C50 p u t i n C30 031 032
Display

The result is shown below in Figure 2.3.

Figure 2.3

143

SVSTOLIC
123

103

83 DIASTOLIC

Hales
FeMales

63
-22 -16 -IB -4 2 8 14 2B 26

ACE C d e w i a t e d apound the Mean o f 40 ueax^s)

As can be seen the two pressures display very different age-gender interactions. With
diastolic pressure women display no real non-linear increase with age (DIASAGE2 now
relates only to women and is non-significant). In contrast, as men get older the rate of
increase in their diastolic pressure noticeably flattens. There is a suggestion that at some
age over 65 the two hnes may cross with women displaying higher diastolic pressures,
though this can only be tentative since the values fall outside our estimated age range.
Systolic pressure meanwhile increases non-linearly for both men and women with the
rate of increase growing with age. This feature is particularly pronounced with women
and again there is a suggestion that over 65 years of age womens' systoUc pressure may
draw close to mens'.
Comparing Figure 2.3 with Figure 2.2 shows the importance of including the interaction
terms. By imposing the same rates of increase on men and women the simpler model
estimates an average for the two. Figure 2.3 shows, however, that there are significant
differences in the rates of increase for men and for women.
The random part of this model can be inspected in the normal way:

72
RAND
LEVEL 3
PARAMETER ESTIMATE S. ERROR PREV. E S T I M A T E NCONV
DIASDUM /DIASDUM 5.2 41 0.82 8 5.244 1
SYSDUM /DIASDUM 6.251 1.055 6.254 '1
SYSDUM /SYSDUM 8.95 6 1.53 8.9 61 1
LEVEL 2
PARAMETER ESTIMATE S. ERROR PREV. E S T I M A T E NCONV
DIASDUM /DIASDUM 98.93 1.822 98.93 7
SYSDUM /DIASDUM 116.2 2.356 116.2 7
SYSDUM /SYSDUM 194.5 3.582 194.5 4
LEVEL 1
PARAMETER ESTIMATE S. ERROR PREV. E S T I M A T E NCONV

Again the same parameters are estimated, their values having decreased slightly with the
inclusion of the level-2 interaction terms. The new correlations are
CALC 6,.251/(5.241*8.956)^0.5
0.9124
CALC 116.2/(98.93*194.5)^0.5
0.8377

2.8 Differing variability with age

So far all the additions made to the model have involved the fixed part only. The final
two models will concentrate on the random part, leaving the fix:ed-part specification
unchanged. First, we shall examine the variation between individuals at level 2. Then
in the next section we shall see whether one of the predictor variables displays any
contextual variation at the ward level.
A l l the models estunated so far have had a level-2 random parameter matrix consisting
of three terms: a variance for each pressure, and a covariance between them. This assumes
that for each pressure the variance between individuals is constant. But this is not
necessarily the case. It may be, for example, that not only do older people have higher
blood pressure on average (the fixed effect found earlier), but also they are more variable
in their measurements, a random effect. This possibility will now be investigated.
In a multivariate analysis the random parameter matrices can become quite complicated
relatively quickly. For clarity and ease of understanding we shall therefore model the
level-2 variance as a function of the linear age terms only, that is, D I A S AGE and SYS AGE.
As will be seen, even the addition of just these two terms generates a quite complex
level~2 random parameter matrix.
First, we set the two linear age terms random at level 2:
SETV 2 'DIASAGE' 'SYSAGE'

73
SETT
EXPLanatory v a r i a b l e s i n DIASDUM SYSDUM DIASAGE SYSAGE DIASMALE
FPARameters DIASDUM SYSDUM DIASAGE SYSAGE DIASMALE
FMEAns
RMEAns
RESPonse v a r i a b l e i n PRESSURE
I D E N t i f y i n g codes f o r l e v e l 1.: MCONS level MSERNO l e v e l 3: MCON/WRD
R E S E t t i n g c o v a r i a n c e s l e v e l 1: ON level ON l e v e l 3 : ON
MAXIterations 25 TOLErance METHod i s IGLS BATCh i s ON

LEVEL 3 RANDOM PARAMETER MATRIX

DIASDUM SYSDUM
DIASDUM 1
SYSDUM 1 1
LEVEL 2 RANDOM PARAMETER MATRIX
DIASDUM SYSDUM DIASAGE SYSAGE
DIASDUM 1
SYSDUM 1 1
DIASAGE 1 1 1
SYSAGE 1 1 1 1
LEVEL 1 RANDOM PARAMETER MATRIX u n s p e c i f i e d

It can be seen that there are now ten parameters to be estimated at level 2. Close inspection
reveals that some of these are of litde interpretative interest and so there is no need to
estimate them in the next model. The guiding principle is to omit the covariances between
the age variable for one pressure and the dummy variable for the other pressure. So we
type
CLRE 2 'SYSDUM' 'DIASAGE'
CLRE 2 'DIASDUM' 'SYSAGE'
SETT
EXPLanatory v a r i a b l e s i n DIASDUM SYSDUM DIASAGE SYSAGE DIASMALE
FPARameters DIASDUM SYSDUM DIASAGE SYSAGE DIASMALE
FMEAns
RMEAns
RESPonse v a r i a b l e i n PRESSURE
I D E N t i f y i n g codes f o r l e v e l MCONS level MSERNO l e v e l 3: MCON/WRD
RESEtting covariances l e v e l ON level ON l e v e l 3: ON
MAXIterations 25 TOLErance METHod i s IGLS BATCh i s ON

LEVEL 3 RANDOM PARAMETER MATRIX

DIASDUM SYSDUM
DIASDUM 1
SYSDUM 1 1
LEVEL 2 RANDOM PARAMETER MATRIX
DIASDUM SYSDUM DIASAGE SYSAGE
DIASDUM 1
SYSDUM 1 1
DIASAGE 1 0 . 1
SYSAGE 0 1 1 1
LEVEL 1 RANDOM PARAMETER MATRIX u n s p e c i f i e d

Omitting subscripts for the response and dummy variables, this model may be written
(PRESSURE) = Fixed part

+Vi^(DIASDUM) + V2i(S YSDUM)

+Mi^i(DIASDUM) + W2^;t(SYSDUM) + W3^^(DIAS AGE) + ^^^^(SYS AGE)

The individual-level residual variance in diastolic pressure, for example, is modelled as:

74
 (DIASDUM)^ +1(5^, (DIASDUM) p i A S AGE) + (DIAS AGE)^

= a^+2a^,(AGE)-fa^(AGE)' , .

a quadratic function of age, where

o^=var(Mi^;t)

a^=var(zi3^^)

^ui5=COV(Wi.^,M3.,)

NEXT
After 6 more iterations convergence is achieved and the following fixed part estimates
are obtained:
FIXE
PARAMETER ESTIMATE S. ERROR PREV. ESTIMATE
DIASDUM 72 .29 0.268 72 .29
SYSDUM 117 0 .353 117
DIASAGE 0 .366 0 .0137 0.366
SYSAGE 0 .539 0 .0192 0 .539
DIASMALE 6.029 0 .367 6.029
SYSMALE 8 . 677 0 . 486 8 . 677
DIASAGE2 0 .000148 0.00105 0 .000148
SYSAGE2 0.0118 0.00147 0 .0118
DIASAGEM -0.0438 0.0201 -0.0438
DIASA2MA -0.00566 0.00154 -0.00566
SYSAGEM -0.16 0 . 0282 -0.16
SYSA2MA -0 . 00463 0.00216 -0 .00463
These effects have not altered appreciably, and we are most interested in the new level-2
random terms:
RAND
LEVEL 3
PARAMETER ESTIMATE S. ERROR PREV. ESTIMATE NCONV
DIASDUM /DIASDUM 5 .214 0.824 5.215 7
SYSDUM /DIASDUM 6.111 1.018 6.112 4
SYSDUM /SYSDUM 8 .514 1.425 8 .516 4
LEVEL 2
PARAMETER ESTIMATE S . ERROR PREV. ESTIMATE NCONV
DIASDUM /DIASDUM 92 . 91 2 .529 92 . 91 5
SYSDUM /DIASDUM 100 .7 3.08 100 .7 5
SYSDUM /SYSDUM 157.3 4.413 157 .3 5
DIASAGE /DIASDUM -0.161 .0 .0303 -0.161 1
DIASAGE /DIASAGE 0.0396 0 .011 0.0395 2
SYSAGE /SYSDUM 0.788 0.0618 0.788 3
SYSAGE /DIASAGE 0 .0799 0.0144 0 .0799 3
SYSAGE /SYSAGE 0 .18 0 .022 0 .18 4
LEVEL 1
PARAMETER ESTIMATE s . ERROR PREV. ESTIMATE . NCONV

75
The level-2 random parameter matrix contains five new terms. A crude comparison of
these terms with their standard errors suggests they are all significant. The random
parameters at level 3 display a slight reduction and the original three level-2 random
parameters aU have been reduced, SYSDUM/SYSDUM quite considerably. This would
suggest that differential variability between individuals as some function of their age is
a significant feature. The relevance of this can be confirmed by a Hkelihood ratio test.
The previous model which fitted constant level-2 variation in both pressures gave a
likelihood of 90450.3. The Likelihood for this present model with level-2 variance
modelled as a quadratic function of age is:
LIKE B40
90076.5
JOIN 'LIKE' B40 'LIKE'

The difference between the two is 373.8 which with 5 degrees of freedom (the 5 new
level-2 random terms) is highly significant. It would appear that the variation in people's
blood pressures, whether diastolic or systolic, is not constant across all ages.
The new correlations between the intercepts at level 2 and level 1 are:
CALC 6.111/(5.214*8.514)'^O.5
0.9172
CALC 100.7/(92.91*157.3)^0.5
0.8330
The correlation between the slopes at level 2 is:
CALC 0.0799/(0.0396*0.18)^^0.5
0 .9464

On closer examination it seems that the form of individual variability is different between
the two pressures. For diastolic pressure the age/dummy covariance term
DIASAGE/DIASDUM is ucgative whilst the equivalent systolic term SYSAGE/SYSDUM is
positive. To get an idea of how the variability changes with age we can plot the overall
population relationship given by the fixed parameter estimates, and the variation around
it as estimated by 95% coverage intervals. Note that we have assumed that for a given
age and pressure type (diastolic or systolic) the residual variance for men and women is
the same. We illustrate the plotting procedure using systolic pressure in men (coded 2
in GROUP). It is similar to the procedure described in section 1.7.2.
PRED 050
CHOO 2 'GROUP' 'MAGE' C50 029 C30 031
SORT C30 031 C30 031
NAME 030 'F-AGE' 031 'AVMALSYS'
CALC 032 = 157.3 + 2*0.788*'F-AGE' + 0.18*'F-AGE'^2
NAME 032 'SYSTVAR2'
CALC 033 = 2*SQRT('SYSTVAR2')
NAME 033 '2SD'
CALC 034 = 'AVMALSYS' + '2SD'
CALC 035 = 'AVMALSYS' - '2SD'
NAME 034 'HIGH' 035 'LOW

These Mnes can now be plotted:

76
NEWP
PLTL 'AVMALSYS' 'LOW 'HIGH' a g a i n s t 'F-AGE'
DISP

The plot, shown below in Figure 2.4, shows the average systolic pressure for men against
age and the band within which we expect 95% of men's readings to lie. It suggests that
variability is lowest among the middle-aged and increases in both the young and the
elderly.

Figure 2.4

175

154

Y
s
T
0 133
L
I
C

112

91
-22 -16 -10 -4 2 8 14 20 26

AGE Cdeviated around the Mean of 40 years)

We liave assumed that the between-individual variance in systolic pressure at a given

age is the same for men and women. A difference in variance between the sexes can be
modelled as a linear function of age for each pressure type by including the following
covariances in the level-2 random parameter matrix:
SYSDUM / SYSMALE = G^g (say)

DIASDUM / DIASMALE
SYSAGE / SYSMALE = Cfg (say)
DIASAGE / DIASMALE
SYSMALE / DIASMALE

The expression calculated above for SYSTVAR2 then becomes the systolic variance for
women. The systolic variance for men is found by adding to this the quantity
2a,^ + 2oy^(SYSAGE)

Similar calculations yield the diastolic variances. These are left to the reader.

77
2.9 Contextual variation in the main effects
In all the models estimated so far none of the predictor variables has been allowed to
display any higher-level contextual variation. In our final model we examine whether
the two linear age terms, SYSAGE and DIASAGE, display any significant variation across
wards.
We have been assuming that the linear increase in each pressure occurs at the same rate
in each ward. We wiU now relax this assumption and let these effects vary randomly at
level 3 by including extra terms in the level-3 random parameter matrix:
SETV 3 'DIASAGE' 'SYSAGE'
SETT
EXPLanatory v a r i a b l e s i n DIASDUM SYSDUM DIASAGE SYSAGE DIASMALE
FPARameters DIASDUM SYSDUM DIASAGE SYSAGE DIASMALE
FMEAns
RMEAns
RESPonse v a r i a b l e i n PRESSURE
I D E N t i f y i n g codes f o r l e v e l 1: MCONS l e v e l 2: MSERNO l e v e l 3: MCON/WRD
R E S E t t i n g c o v a r i a n c e s l e v e l 1: ON l e v e l 2: ON l e v e l 3: ON
M A X I t e r a t i o n s 25 TOLErance METHod i s IGLS BATCh i s ON

LEVEL 3 RANDOM PARAMETER MATRIX

DIASDUM SYSDUM DIASAGE SYSAGE
DIASDUM 1
SYSDUM 1 1
DIASAGE 1 1 1
SYSAGE 1 1 1
LEVEL 2 RANDOM PARAMETER MATRIX
DIASDUM SYSDUM DIASAGE SYSAGE
DIASDUM 1
SYSDUM 1
DIASAGE 1
SYSAGE 0
LEVEL 1 RANDOM PARAMETER MATRIX u n s p e c i f i e d

As before with the level-2 matrix, the level-3 random parameter matrix now contains
some elements of little interpretative interest. We clear them away following the same
principle as before and re-estimate:
CLRE 3 'DIASDUM' 'SYSAGE'
CLRE 3 'SYSDUM' 'DIASAGE'
NEXT

Convergence is reached after 4 more iterations. The fixed parameter estimates are
virtually unchanged:

78
FIXE
PARAMETER ESTIMATE S. ERROR PREV. ESTIMATE
DIASDUM 72 .3 0 .268 72.3
SYSDUM 117 0 .353 117
DIASAGE 0.366 0.014 0 .366
SYSAGE 0 .539 0.0195 0 .539
DIASMALE 6.025 0.367 6.024
SYSMALE 8.673 0.486 8.673
DIASAGE2 0.000129 0.00105 0 .000129
SYSAGE2 0.0118 0.00147 0.0118
DIASAGEM -0.043 0.0201 -0.043
DIASA2MA -0.00569 0.00154 -0.00569
SYSAGEM -0.158 0 .0282 -0 .158
SYSA2MA -0.00464 0.00216 -0.00464

and we can see the new random parameter estimates by typing:

RAND
LEVEL 3
PARAMETER ESTIMATE S. ERROR PREV. ESTIMATE NCONV
DIASDUM /DIASDUM 5.26 0.827 5.26 11
SYSDUM /DIASDUM 6.141 1.019 6.143 3
SYSDUM /SYSDUM 8.627 1.436 8 . 631 2
DIASAGE /DIASDUM -0.0167 0.0132 -0.0166 1
DIASAGE /DIASAGE 0.00313 0.00292 0.00312 1
SYSAGE /SYSDUM 0.0349 0.0251 0.0348 1
SYSAGE /DIASAGE 0.00404 0.00377 0.00403 2
SYSAGE /SYSAGE 0.00387 0.00564 0.00386 2
LEVEL 2
PARAMETER ESTIMATE S. ERROR PREV. ESTIMATE NCONV
DIASDUM /DIASDUM 92 .89 2 .528 92 .89 7
SYSDUM /DIASDUM 100 .7 3.08 100 .7 7
SYSDUM /SYSDUM 157 .2 4.413 157 .2 8
DIASAGE /DIASDUM -0 .15 0.0313 -0 .15 3
DIASAGE /DIASAGE 0.0365 0.0113 0 .0365 3
SYSAGE /SYSDUM 0.764 0.0639 0 .765 3
SYSAGE /DIASAGE 0.0761 0.0147 0.0761 3
SYSAGE /SYSAGE 0.176 0.0226 0 .176 3
LEVEL 1
PARAMETER ESTIMATE S. ERROR PREV. ESTIMATE NCONV

Concentrating on level 3 we see that the 3 original parameters have not altered appreciably
in value, and none of the 5 new terms is more than twice its standard error. Their
non-significance can be verified by calculating the hkelihood statistic,
LIKE B40
90072.3
JOIN 'LIKE' B40 'LIKE'

which gives a difference of 4.2: non-significant with 5 degrees of freedom. The linear
age effects do not display any significant variation across wards for either of the two
pressures.
Whilst the linear age effects do not show significant contextual variation, the level-3
variance terms, SYSDUM/SYSDUM and DIASDUM/DIASDUM, do suggest some difference

79
between wards in their average blood pressure. This between-ward variation can be
illustrated graphically for all four pressure/gender categories by forming prediction lines
for each of the 396 wards in the sample.
Here we consider systoUc pressure in women. To do this we require the two residual
terms estimated for each ward associated with systolic pressure: one represents the
intercept (associated with SYSDUM), the other the linear age term (associated with SYSAGE).
These are obtained using the REsiduais command. We turn ECHO off so that the residual
calculation message is not written to the screen and logfile after each ward is processed:
ECHO 0
RESIduals f o r 2 l e v e l 3 variables associated with 'SYSDUM' 'SYSAGE' results
to C50 and 051
05 0 and C51 now contain an intercept and slope residual for each of the 396 wards. These
values can now be provided to the PREDict command so that each individual's predicted
systolic pressure value takes into account the ward effect for where she lives. We only
need to include the fixed coefficients that relate to systolic pressures:
PRED 'SYSDUM' C50 'SYSAGE' 051 'SYSMALE' 'SYSAGE2' 'SYSAGEM' 'SYSA2MA' 052
The predicted systolic pressures are now stored in C52. As we are only going to produce
the plot for female systolic pressures across wards we have to omit all the values from
052 that relate to diastolic values and male systolic values.
OMIT 0 i n 052 carry 'MMALE' 'SYSAGE' 'MCON/WRD' put i n 053 054 055 056
OMIT 1 i n 054 carry 053 055 056 put i n 054 053 055 056
In each of these OMIT commands we carry the variables SYSAGE and MCON/WRD as these
are used in the plotting procedure. C53 now contains only female systolic pressures.
These must be sorted, first by place then by age, so that we can plot the 396 ward lines
using the group plot command
SORT 2 C5 6 055 carry 053 put i n C60 061 062
So that the plot consists of solid lines we create a column of Is of the correct length
PUT 3487 1 063
Finally,
NEWPLOT
PLGL C60 062 061 063
DISP
This produces Figure 2.5 which shows that there is some difference between wards in
their average female systoUc pressure. The highest and lowest wards have been identified
and labelled using the CURS O R / I D E N T I F Y facility.

80
Figure 2.5

148

-22 -16 -10 -4 2 8 14 20 26

AGE (yearsj deviated around Mean o f 40)

2.10 Conclusions
The models have suggested a number of important features of the distribution of blood
pressure values in the British population. First, the analysis has revealed important
differences between different types of individuals. Most significantly, important
interactions between age and gender have been identified. Whilst both pressures increase
with age and there is a noticeable gender gap, the difference between men and women
varies according to age. The simultaneous estimation afforded by a multivariate strategy
has also suggested that the two pressures relate to age and gender in significantly different
ways. The difference between the interaction effects on the two pressures could be tested
for significance in a similar way.
Whilst our analysis has examined the major biological dimensions it has not considered
socially constructed aspects of blood pressure variation. The models could be extended
to include dimensions of socio-economic status either as main effects or in interaction
with other predictor variables.
Importantly, the multilevel approach has produced a sophisticated picture of the variation
that occurs around the predicted responses. Between people it appears that the degree
of variability is not constant across all ages: not only does blood pressure increase on
average with age but the variability between people also changes with age. Between
wards the effect of age on pressure does not seem to vary significantly but there do seem
to be significant differences in average blood pressure.

81
Our analysis has remained comparatively simple. For example, only the linear age term
has been allowed to vary at levels 2 and 3: this simplifies the contextual variation in age
effects. In addition we have assumed that for a given age men's and women's blood
pressures vary to the same degree and the gender gap remains constant across all wards.
AU of these simplifying assumptions could be tested in further models. We could also
include ward-level predictors to see whether they accounted for some of the apparent
variation between places in average pressure.
Finally, our consideration of the residual covariance terms has been brief as the results
are somewhat predictable. High correlations between the two blood pressures are to be
expected. In other examples this feature may not be so clearly defined and the estimation
of covariances will prove illuminating. For example, in research into health-related
lifestyle behaviour the associations between all the risk factors - smoking, drinking, diet
and exercise - are relatively unexplored. Studies have tended to concentrate on only one
or two behaviours at a tune. The multilevel, multivariate approach can play an extremely
significant role in identifying the clustering of healthy or unhealthy behaviours in both
people and places.

2.11 References
Cox, B.D., Blaxter, M . , Buckle, A.L.J, et al (1987) The Health and Lifestyle Survey
(London: Health Promotion Research Trust)
Cresswell, M . (1991) A multilevel bivariate model, in: Prosser, R., Rasbash, J., and
Goldstein, H . (eds) Data analysis with ML3 (London: Institute of Education)
Goldstein, H . (1987) Multilevel models in educational and social research (London:
Griffin)
Jones, K . and Moon, G. (1987) Health, disease and society (London: Routledge)
Syme, S.L. and Torfs, C P . (1978) Epidemiologic research in hypertension: a critical
appraisal, Journal ofHuman Stress, 4, 43-8

82