What short story has the protagonist killed in his upper story apartment with the window crushed from the outside

I remember a short story that started as a murder mystery where a man was found dead in his upper story apartment with the window broken from the outside. There weren't any clues as to what happened.

Later in the story, it shows him keeping a bunch of model people that were at some level real with real lives. Near the end, he attacks them and destroys them all. Then a hand comes from the sky and kills him.

What's the title and author? I found it in an anthology from, I believe, the seventies.