I am working on a mixed effects regression model where Yi = exam score of student i.
The explanatory variables are the following:
Level 3: school type (public vs. private) and school's socioeconomic level (numeric variable)
Level 2: educational model in each class (main path, education for special needs)
Level 1: immigration background (whether the student is an inmigrant or not), socioeconomic level of the student (numeric variable), language spoken at home (English or Other Language), and idoneity of the student (whether the student has to repeat a year or not) I use two models to explain Y. The first model does not include the variables student_socioeconomic and student_idoneity.
model1 = lmer(data = scores, English_score ~ (1| school_id/group_id) + school_type + school_socioeconomic + group_educational_model + student_inmigrant + student_language)
model2 = lmer(data = scores, English_score ~ (1| school_id/group_id) + school_type + school_socioeconomic + group_educational_model + student_socioeconomic + student_inmigrant + student_language + student_idoneity)
In the first model, the estimated coefficient for the variable "student_inmigrant" is positive and significant at the 1% alpha level. Yet, as I add the variables "student_socioeconomic" and "student_idoneity", the estimated coefficient for the variable "student_inmigrant" becomes negative and significant at the 1% alpha level. I believe that there is a problem of confounding variables here, but I don't know how to solve it. Could you please give me any suggestions on how to deal with this?
I have checked the VIF values in case there is multicollinearity, but the adjusted GVIF for student_inmigrant, student_idoneity and student_socioeconomic are all below 2.