+More generally, interactions are central to most statistical models beyond the cozy world of Gaussian outcomes and linear models of the mean. In generalized linear models (GLMs), even when one does not explicitly define variables as interacting, they will always interact to some degree. Multilevel models induce similar effects. Common sorts of multilevel models are essentially massive interaction models, in which estimates (intercepts and slopes) are conditional on clusters (person, genus, village, city, galaxy) in the data. Multilevel interaction effects are complex. They’re not just allowing the impact of a predictor variable to change depending upon some other variable, but they are also estimat- ing aspects of the distribution of those changes. This may sound like genius, or madness, or both. Regardless, you can’t have the power of multilevel modeling without it.
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