American Journal of Mathematics and Statistics
p-ISSN: 2162-948X e-ISSN: 2162-8475
2013; 3(1): 1-16
doi:10.5923/j.ajms.20130301.01
Tilahun Ferede
Department of Statistics, ArbaMinch University, 21, Arba Minch, Ethiopia
Correspondence to: Tilahun Ferede, Department of Statistics, ArbaMinch University, 21, Arba Minch, Ethiopia.
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Copyright © 2012 Scientific & Academic Publishing. All Rights Reserved.
The present data set has a two-level hierarchical structure, with over 16,700 women nested within eleven geographical regions in Ethiopia. The bivariate analysis result showed that Place of residence, Working status, exposure to media messages, educational status, and women religion had shown a significant variation. Women use of contraceptive was also considerably varied among regions in the preliminary bivariate analysis. In Ethiopia, Women desire for more children was found to be the main reason that woman’s do not practice contraceptives. Because of Our response variable is a binary indicator of whether a woman uses modern contraceptives we are restricted to model the probability of a women’s use of contraceptive with its odd. Accordingly, from the multilevel logistic regression model it was found that all the three models are found to be significant indicating that there is real multilevel variation among contraceptive users in Ethiopia. The deviance-based chi-square value is significant for multilevel random intercept model implies that in comparison to the model with multilevel random intercept and fixed slope model the multilevel random intercept and random coefficients model has a better fit. This further implied that multilevel logistic regression model is best fit over the ordinary multiple logistic regression models, further from the model fit diagnostics statistics, Deviance, AIC and BIC presented on Table 2. We can see that the model fit statistics values for random intercept are much smaller than the other multilevel models therefore the random coefficient model best fits the data in comparison with other multilevel models. From the random coefficient estimates for intercepts and the slopes vary significantly, which implies that there is a considerable variation in the effects of religion, place of residence and radio messages, these variables also found to differ significantly across the regions. The variance component for the variance of intercept in the random slope model is large compared to its standard error. Thus, there remains some regional-level variance unaccounted for in the model. Generally, this study revealed that socio-economic, demographic and proximate variables are important factors that affect contraceptives use in Ethiopia. In line with this regional differentials shows that women in more urbanized regions such as Addis Ababa, Dire Dawa, and Harari are more likely to use modern contraceptives than respondents in regions that are more rural. The effect of regional variations for religion, place of residence and radio messages further implies that there exist considerable deference in modern contraceptive use among regions and a model with a random coefficient or slope is more appropriate to explain the regional variation than a model with fixed coefficients or without random effects. As there is variation and differences in use of Modern contraceptives across regions in Ethiopia, it is recommended to balance the effect of those factors across rural regions in Ethiopia. Researchers should use multilevel models than traditional regression methods when their data structure is hierarchal as like in EDHS data.
Keywords: High Fertility, Modern Contraceptives, Heterogeneity, Regional Variations, EDHS, Multilevel Logistic Regression Models, Ethiopia
Cite this paper: Tilahun Ferede, Multilevel Modelling of Modern Contraceptive Use among Rural and Urban Population of Ethiopia, American Journal of Mathematics and Statistics, Vol. 3 No. 1, 2013, pp. 1-16. doi: 10.5923/j.ajms.20130301.01.
level-one units (Women). The outcome variable, use of maternal health care service, is dichotomous and is denoted by
(not using the service) and
(using the service) for women i in region j (i=1, 2,…,
, j=1, 2, …, N). For the proper application of multilevel analysis, the first logical step is to test heterogeneity of proportions between the groups or regions. For this purpose we use two tests: a chi-square based nonparametric test and a parametric test. The parametric test will be discussed in the subsequent sections. In this section, we present the nonparametric test. To test whether there are indeed systematic differences between the groups, the well-known chi-square test for contingency table can be used. First, we consider the chi-square test and then discuss the results we obtain based on the test. The test statistic is![]() | (1) |
the proportion of women who are using maternal health service in region j,![]() | (2) |
This statistic (
chi-square statistic) follows approximately central chi-square distribution with N −1 degrees of freedom. Further note that
is an estimate for the group-dependant probability
and an estimator for the variance of
can be obtained by using ![]() | (3) |


The values of
are indicated in the usual way by ,
. Since some or all of these variables could be level-one variables, the success probability is not necessarily the same for all individuals in a given group. Therefore, the success probability depends on the individual as well as on the group, and is denoted by
The outcome variable is expressed as the sum of success probability (expected value of the outcome variable) and a residual term
That is,![]() | (4) |
are assumed to have mean zero and variance
The logistic regression models with random coefficients express the log-odds, i.e., the logit of
, as a sum of a linear function of the explanatory variables with randomly varying coefficients. That is, 

The
can be solved as![]() | (5) |
values of two individuals in the same group is associated with a difference of
in their log-odds, or equivalently, a ratio of
in their odds. Equation (5) does not include a level-one residual because it is an equation for the probability
rather than for the outcome
Note, that in the above equation
is the fixed part of the model. The remaining
is called the random part of the model. It is assumed that the residual
are mutually independent and normally distributed with mean zero and variance
.
. The values of
are indicated in the usual way by
. Since some or all of these variables could be level-one variables, the success probability is not necessarily the same for all individuals in a given group. Therefore, the success probability depends on the individual as well as the group, and is denoted by
.Now consider a model with group-specific regressions of logit of the success probability,
, on a single level-one explanatory variable X,![]() | (6) |
as well as the regression coefficients, or slopes,
are group-dependent. These group-dependent coefficients can be split into an average coefficient and the group dependent deviation:![]() | (7) |
![]() | (8) |
and the random slope
. It is assumed that the level-two residuals
and
have means zero given the value of the explanatory variable X. Thus,
is the average regression coefficient and
is the average regression intercept. The first term,
, is called the fixed part of the model and the second part
, is called the random part.The term
can be regarded as a random interaction between group and X. This model implies that two random effects characterize the groups: their intercept and their slope. These two group effects
and
will not be independent, but correlated. Further, it is assumed that, for different groups, the pairs of random effects
are independent and identically distributed. Thus, the variances and covariance of the level-two random effects
are denoted as follows:

The model for a single explanatory variable discussed above can be extended by including more variables that have random effects. Suppose that there are k level one explanatory
, and consider the model where all X-variables have varying slopes and random intercept. That is![]() | (9) |
and
We will get,![]() | (10) |
, is the fixed part and the second part,
, is the random part of the model.As parameter estimation in hierarchical generalized linear models is more complicated than the hierarchical linear models inevitably, some kind of approximation is involved, and various kinds of approximation have been proposed. The most frequently used methods are based on a first order or second-order Taylor series expansion of the link function.
(Multiple logistic regressions is best fits to the data
(Multilevel logistic regression is best fits to the data.Where
is level-2 error variance. The test statistics likelihood ratio is compared with a chi-squared distribution with degrees of freedom equal to the number of extra parameters in the more complex model. Rejection of the null hypothesis implies that there are real group differences. The likelihood ratio test statistic is difference between -2 log-likelihood value of multiple logistic regression and multilevel logistic regression is calculated as 7698.621-7435.487=265.63, with 4 d.f and P-value <0.001. The d.f is 4 because there are four more parameters in multilevel random slope logistic regression model (Appendix B, fitted model 7). The tabulated values (critical value) is
=9.4877. Since the test statistic based on deviance (-2*log likelihood) =265.63 is greater than the tabulated value or the P-value is very small (p<0.001) implied that multilevel logistic regression model is best fit over the ordinary multiple logistic regression models. Further from the model fit diagnostics statistics Deviance, AIC and BIC presented on Table 2. We can see that the model fit statistics values (Deviance=7435.485, AIC=7489.487 and BIC=7681.664) for random intercept are much smaller than the other multilevel models therefore the random coefficient model best fits the data in comparison with other multilevel models.
0.579889, S.E=0.1343654, p<0.001), and the Wald test statistic is (the square of the Z-ratio), Z= (0.579889/0.1343654)2=18.92, which is compared with a chi-squared distribution on 1 degree of freedom, gives a p-value less than 0.001. Therefore, we conclude that there is significant variation between regions in using modern contraceptives among regions. Multilevel Empty model results are shown in Table 2, From the fitted model it is observed that within region variations are higher than between region variations for modern contraceptive use (ICC=0.092, S.E=0.0389, p-value<0.009). Because of the Intraclass, correlation coefficient shows a fair amount of variation across regions, we add regional level variables in random intercept model. The variance partition coefficient which measures the proportion of the total variance that is due to differences between regions is 0.092, in empty model the variance partition coefficient is equivalent with intra class correlation coefficient. Thus 9.2% of the residual variation in the propensity to use modern contraceptive use is attributable to unobserved regional characteristics. This implies that use of modern contraception within region is less homogenous than between regions in Ethiopia. In other words, the variance is low at woman level and high at regional level for modern contraceptive use.The deviance-based Chi-square (
= 197.985, d.f=1, p-value<0.001) indicated in Table 2 above is the difference in -2*log likelihood between an empty model without random effect (-2*log likelihood = 9607.304 (see Appendix B, Fitted Model 4) and an empty model with random effect (-2*log likelihood =9409.319 see Appendix). This implies that an empty model with random intercept is much better than an empty model without random intercept. The variance of the random factor in empty model is significant (and also non zero) which indicates that there are regional differences in using modern contraceptive use across regions in Ethiopia. The likelihood ratio statistic for testing the null hypothesis that
= 0 is reported in the final line of the output (fitted model: 3 in appendix). The test statistics is 197.34 (P<0.001) hence, there is strong evidence that the between region variance is non-zero. From Table 2, we can say that the odds of using modern contraceptives in an ‘average’ region (one with
=0) is estimated as
=-1.404948. The intercept, representing the expected change in modern contraceptive use for a woman is significant at 5% level of significance, implies the intercept estimate of -1.4049 is now the estimated log-odds of using modern contraceptives for an individual woman living in an 'average' region. The variance component corresponding to the intercept for region j is 0.579889 with standard error of 0.1343654, demonstrating that the inclusion of intercept in regional-level variables will explain much of the level-2 variation. However, the estimate is still more than three times larger than its standard error, suggesting that there remains a significant amount of unexplained regional-level variance.
|
obtained from the null model. We calculate the residuals and produce a caterpillar plot with the regional effects shown in rank order together with their 95% confidence intervals. The plot shows regional residuals, with 95% confidence intervals, for modern contraceptives dataset. There are eleven residuals one for each region. The width of the confidence interval associated with a particular region depends on the standard error of that region’s residual estimate, which is inversely related to the size of the sample. Here, the intervals are narrow and of a similar width because a large sample was taken from each region. The residuals represent regional departures from the overall mean, so a region whose confidence interval does not overlap the line at zero (representing the mean usage of modern contraceptives value across all regions) is said to differ significantly from the average at the 5% level. At the left-hand side of the plot, there is a cluster of regions whose mean usage of modern contraceptives is lower than average
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in the linear predictor to obtain a random-intercept logistic regression model. The random intercept and fixed slope logistic regression model is a multilevel model which have random intercept and fixed coefficients of predictors. As it can be seen from Table 3, the analysis of multilevel logistic regression revealed that use of modern contraceptive in woman’s varied among regions. The deviance based chi-square test for the random effects in random intercept model is
140.44 ( d.f. =1, P<0.001). Which indicate that the random intercept model with fixed slope is found to give a better fit as compared to the empty model for predicting use of modern contraceptives among regions in Ethiopia (see appendix B, fitted model 6).
|
, and the between-regions variance in the effect of religion is estimated as 0.2254517. The negative intercept-religion covariance estimate (
=-0.5436457, S.E=0.2861097) implies that regions with above-average use of modern contraceptive (intercept residual
> 0) tend also to have below-average effects of religion (slope residual
< 0). The random effect of place on the log-odds of use of modern contraceptive in region j is also estimated as -0.6711194+
, and the between-regions variance in the effect of place is estimated as 0.2531976. The deviance-based Chi-square value of 265.63, shown on Table 4, is the difference between the model with and without random effects models. The significance of this difference further indicates that a model with a random coefficient is more appropriate to explain regional variation than a model with fixed coefficients.The correlation between the intercept and random slope of place of residence is -0.9419006. This implies that women who reside in rural areas uses modern contraceptives less than those in urban areas by a larger factor at regions with higher intercepts compared to regions with lower intercepts. In general, Positive correlation between intercepts and slopes implies that regions with higher intercepts tend to have on average higher slopes and the negative sign for the correlation between intercepts and slopes implies that regions with higher intercepts tend to have on average lower slopes on the corresponding predictors.The intra-class correlation coefficient (ICC) shows that roughly about 64% of use of contraceptive variations in religion is due to the random factor of religion (level two factor) whereas about 35% 0f variations in contraceptive use are due to fixed factors. About 93-94% variations in modern contraceptive use are due to fixed effects where as only about 6-7% is due to the effect of place of residence (radio message). This suggests that considering the effect of radio messages and place of residence as only fixed will seriously affect the estimate while modelling contraceptive uses. The ICC for intercept is 30.45% which indicates that roughly about 31% of variations due to the random effects are still unexplained. We observed that place of residence, religion and the status of a woman to hear family planning messages on radios shows that all regions have their own separate estimates hence the random slope model suggests that these parameters have their own estimates at all regions. From the effect of place of residence for Afar, Amhara, Oromia, Benishangul Gumuz, SNNPR and Gambella is significant when individual analysis is allowed for all regions. For Amhara region it is observed that the effect of place of residence, religion and radio messages significantly affects women use of modern contraception.Generally, the results of the random slope multilevel logistic regression analysis suggest that there exist considerable differences in modern contraceptive use among regions in Ethiopia. As a result, it is suggested that all regions need have their own separate parameter estimates from logistic regressions.
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140.43, d.f=1, p-value<0.001). This indicate that the random intercept model with the fixed slope is found to give a better fit as compared to the empty model for predicting use of modern contraceptives across regions of Ethiopia. It can be argued that use of contraceptives types differs across regions because of the differences across regions in religious belief, women place of residence and their educational attainment. The variance component of random intercept is also large which further supports the fact that there is a high variability in modern contraceptive use in Ethiopia across regions. Within region variation further implies that use of contraceptives within regions are less likely (or heterogeneous) than between regions. Thus multilevel analysis has demonstrated that different regions have significantly different mean effects, and that the effect for place of residence is different in rural and urban areas across the regions. This supports the arguments of as in[21,30,31].The random coefficient estimates for intercepts and the slopes vary significantly at 5% significance level, which implies that there is a significant variation in the effects of religion, place of residence and radio messages, these variables differ significantly across the regions. The variance component for the random intercept is large compared to its standard error. Thus there remains some regional-level variance unexplained for in the final model. The variance component corresponding to the radio message in the random slope model, however, is quite small relative to its standard error. This suggests that the researcher may be justified in constraining the effect to be fixed.The fixed part of the random intercept model shows that on average urban women use modern contraceptive better than rural women, this is the fact that women in urban areas have a higher access of modern contraceptives than the rural counter parts, it might be the fact that women in urban areas might highly participate or attain education when compared with women in rural areas and also the availability and awareness behind using modern contraceptives in urban areas is higher than in rural areas. On the other hand the random slopes of the multilevel model suggests that religion, place of residence and women status of listening radio messages of family planning significantly differs across regions suggesting that these variables are different for different regions for predicting modern contraceptive use in Ethiopia. Hence, using ordinary logistic regressions is not advisable for predicting modern contraceptives in such data set without accounting for the effect of regions.On the other hand it was found that the Random intercept and explanatory variables provide additional information. First, the variances of the random components related to the random term were found to be statistically significant implying presence of differences in use of modern contraceptives across the regions. Secondly, from explanatory variables considered here, the effect of the religious beliefs of a woman, place of residence and women exposure to listening family planning messages in radios differs from region to region. Third, the interaction between random parts of religious beliefs and place of residence provide significant differences on use of modern contraceptives across regions. This result supports what was noted as in[21,32]We observed considerable differences in β coefficients when the multilevel effects have not been taken into consideration. Ordinary multiple logistic regressions underestimate the
coefficients compared to the multilevel regression as stated in as in[33,34,26]. Standard errors in single model underestimated the
coefficients, because of the fact that in a single-level model standard errors are calculated on the assumption that individuals in the sample provide independent pieces of information. When outcomes are clustered, however, there will be fewer than independent observations. The number of independent observations is called the effective sample size (ESS) and depends on the degree of clustering (as measured by the intra-class correlation or variance partition coefficient). For example, if we consider the extreme situation where the intra-class correlation is 1 (all individuals in a group have the same y value) and therefore each group provides only one independent observation. In that case, the ESS would be equal to the number of groups. Thus, standard errors from a multilevel analysis would therefore be substantially higher than those from a single-level analysis. Underestimation in a single-level model is especially severe for coefficients of variables that are defined at the group level. Multilevel modelling is one way of obtaining correct standard errors. An alternative approach, which originated in the analysis of data from multistage sample designs, is to adjust the standard errors by a factor related to the intra-class correlation. This factor is called the design effect. However, standard error adjustment methods treat clustering as a nuisance rather than a feature of substantive interest (Goldstein, 2003). Hence, ignoring the multilevel effects will result in a serious bias of the coefficients of the parameters estimates. Generally slight reduction of standard errors in single level analysis might imply that ignoring the effect of regional variations will decrease the precision of the estimates. It is also observed that multiple logistic regression underestimates the parameter when compared with multilevel models and these implies, multilevel models best fits the data as compared to traditional(single level) methods. This result is in line as in[33].| [1] | Central Statistical Authority (CSA) and United Nations Population Fund (UNFPA), Ethiopia, Summary and Statistical Report f the 2007 Population and Housing Census, Population Census Commission. Addis Ababa, Ethiopia. |
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