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Mixed models

Dependent variables

  • Continuous
  • Binary—logistic model
  • Count—Poisson model

Types of models

  • Multilevel models
  • Hierarchical models
  • Mixed models
  • Two-, three-, and multiway random-effects models
  • Crossed random effects

Types of effects

  • Random effects (variance components)
    • Random intercepts
    • Random coefficients
  • Fixed effects

Effect covariance structures

  • Identity—shared variance parameter for specified effects with no covariances
  • Independent—unique variance parameter for each specified effect with no covariances
  • Exchangeable—shared variance parameter and single shared covariance parameter for specified effects
  • Unstructured—unique variance parameter for each specified effect and unique covariance parameter for each pair of effects
  • Compound—any combination of the above

Residual-error structures for linear models New

  • Independent
  • Exchangeable
  • Autoregressive
  • Moving-average
  • Unstructured

Estimation

  • Maximum likelihood (ML)
  • Restricted maximum likelihood (REML)

Other features

  • Factor notation for specifying effects
  • Allow unbalanced designs and unbalanced panels
  • EM method starting values
  • Factor variables New

Predictions

  • Predicted outcomes with and without effects
  • Predicted effects
  • Pearson, deviance, and Anscombe residuals for binary and count outcomes
  • Continuous outcomes
    • Best linear unbiased predictions (BLUPs) of any or all effects
    • BLUPs of fitted values
    • Standard errors of BLUPs New
    • Residuals and standardized residuals

Postestimation analysis

  • Linear and nonlinear combinations of coefficients with SEs and CIs
  • Wald tests of linear and nonlinear constraints
  • Likelihood-ratio tests
  • Linear and nonlinear predictions
  • Summarize the composition of nested groups
  • Adjusted predictions
  • Information criteria—AIC and BIC
  • Predictive margins, marginal means, average marginal effects New
  • Hausman tests

See New in Stata 11 for more about what was added in Stata Release 11.

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