Re: st: HLM vs. Stata for multilevel modeling

[John Antonakis <john.antonakis@unil.ch>]

Hi:

For starters, HLM doesn't have a Hausman test....(and probably as a 
consequence, most HLMers happily estimate random effects models without 
first establishing whether the estimator is consistent, viv-à-vis the 
fixed-effects estimator). Also, I don't know whether HLM has iv 
estimation (à la xtivreg).  Anyway, I don't know HLM well enough to 
critique but as a whole (nor it users), though I would guess that Stata 
has better routines, as well as tons of user-written add-on's--and 
possibly better users too! ;-)  .....so rush to join the club.

Best,
J.

P.S. the following book might be very useful for you: Rabe-Hesketh, S., 
& Skrondal, A. (2008). Multilevel and Longitudinal Modeling Using Stata. 
College Station, TX: Stata Press.

____________________________________________________

Prof. John Antonakis, Associate Dean 
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland

Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

Faculty page:
http://www.hec.unil.ch/people/jantonakis

Personal page:
http://www.hec.unil.ch/jantonakis
____________________________________________________



On 12.04.2010 15:45, Rosie Chen wrote:
> Dear all, 
>
>     Do you know if any reference has compared the use of HLMand Stata for multilevel modeling? I have been using HLM software for
> multilevel analysis, but it seems to me that Stata has more functions than HLM (e.g., calculating predicted probability). I wonder what are
> the advantages and disadvantages of using HLM compared with Stata in multilevel modeling? 
>
>     In addition, one of my studies will utilize discrete-time multilevel analysis method (a combination of survival analysis and multilevel modeling), so how do these two software compare in terms of accommodating this analytic method? I will consider earning to use Stata for such an analysis if Stata is good for this purpose. 
>
>     Any thoughts and suggestions are appreciated. Thank you very much!!
>
>      Rosie
>
>
>       
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