--- John Stephenson <[email protected]> wrote:
> My understanding is that the random effects in a multilevel model are
> normally distributed with zero mean so the parameter best estimates
> will not change whether or not the random effects are included.
Unfortunately, these types of arguments don't work well in non-linear
models. See for example chapter 12 of (Agresti 2002) or chapter 13 of
(Fitzmaurice, Laird, Ware 2004).
> However, if I do need to account for the random effects, can such an
> analysis be performed in Stata?
You can estimate a one level random effects survival analysis model
using -streg- with the -shared()- option, for more than one level you
will have to move to -gllamm-, see: www.gllam.org .
Hope this helps,
Maarten
Agresti, Alan (2002) Categorical Data Analysis, 2nd edition. Hoboken,
NJ: Wiley.
Fitzmaurice, Garrett M., Nan M. Laird, James H. Ware (2004) Applied
Longitudinal Analysis. Hoboken, NJ: Wiley.
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room N515
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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