Multilevel and Longitudinal Modeling Using Stata, Second Edition

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Stata Press, Feb 7, 2008 - Business & Economics - 562 pages
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Multilevel and Longitudinal Modeling Using Stata, Second Edition discusses regression modeling of clustered or hierarchical data, such as data on students nested in schools, patients in hospitals, or employees in firms. Longitudinal data are also clustered with, for instance, repeated measurements on patients or several panel waves per survey respondent. Multilevel and longitudinal modeling can exploit the richness of such data and can disentangle processes operating at different levels.

Assuming some knowledge of linear regression, this bestseller explains models and their assumptions, applies methods to real data using Stata, and shows how to interpret the results. The applications and exercises span a wide range of disciplines, making the book suitable for courses on multilevel and longitudinal modeling in the medical, social, and behavioral sciences and in applied statistics. This extensively revised second edition includes 3 new chapters, comprehensive updates for Stata 10, 38 new exercises, and 27 new data sets.

The authors teach multilevel and longitudinal modeling at their universities and frequently hold workshops at international conferences. They have been developing a general modeling framework, GLLAMM, and Stata software gllamm for multilevel and latent variable modeling. This work has been published in their highly acclaimed book Generalized Latent Variable Modeling: Multilevel, Longitudinal, and Structural Equation Models and in many journals, including Biometrics, Psychometrika, Journal of Econometrics, and Journal of the Royal Statistical Society.

 

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Excellent book! One worth buying and consulting whenever necessary. My congratulations to the authors!

Contents

Review of linear regression
3
Variancecomponents models
51
Randomintercept models with covariates
91
Randomcoefficient models
141
Longitudinal panel and growthcurve models
179
Dichotomous or binary responses
231
Ordinal responses 287
287
Discretetime survival
331
Counts
373
Higherlevel models with nested random effects
431
Crossed random effects
473
The bare essentials
509
Syntax for gllapred 527
527
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