Integration for Nonlinear Models with Lots of Random Effects
Over the last few years I’ve been getting more interested in how to deal with high dimensional integration of random effects. In straightforward nonlinear mixed effects models¹ you typically try to approximate a random effect by numerical integration. The standard…
Stata or R for Multilevel Modeling
Like most people in political science I was initially trained on Stata. It tends to be the default software in most of the social sciences and public policy. R is usually used by statisticians and the various flavors of methodologists…
Discrete Choice Methods with Simulation (Nonlinear Random Effects Models)
One of the things that had the biggest impact on my early development as a methodologist was reading Kenneth Train’s book Discrete Choice Methods with Simulation. It’s available for free as a PDF on his website. You should read it. Really. The focus…