I ran across some really awesome Stata cheat sheets modeled after RStudio’s and I wanted to go ahead and point them out (and put them somewhere that I can find when I need them). It looks like these awesome PDFs…
Last week I posted about a question that was sent out on the r mixed effects listserv comparing the different approaches between economists and statisticians to dealing with mixed effects problems. Below is a slightly edited version of the conversation that…
Not long ago a question was posted to the r mixed effects models listserv that focused on the key difference between economists and almost everyone else in dealing with multilevel problems. The question is something that I’ve been grappling with since…
One of the key advantages of multilevel models over standard GLMs is the idea of a random coefficient. Random coefficient models are essentially interactions between the random intercept (read latent variable) and a lower level variable so that the effect of…
One of the first things that anyone typically learns in a multilevel modeling class is the Intraclass Correlation Coefficient or ICC. This is a useful statistic that is very similar to the old concept of an R² in regression analysis. It…
I recently got an email from a former ICPSR student asking a question that I thought was kind of interesting. He wanted to know how to go about approaching a generic exploratory analysis with multilevel data before you have settled…
These notes are from a lecture I’ve given a version of a few times now (at ICPSR and UK). Basically, random effects are latent variables that can be directly estimated in a linear model and need to be approximated in…
A while back I gave a few guest lectures on multilevel and panel data modeling in an advanced econometrics class. One lecture in that I enjoyed giving was on the differences between fixed, random, and mixed effects models and the ways…
One issue that comes up every so often is the appropriate number of levels to have in an analysis. Any fixed or random effects model has at least two levels but you can presumably come up with more in most applications. This…
Often when people talk about multilevel modeling what they really mean is HLM (hierarchical linear modeling). This is a multilevel model for a linear(ish) and continuous(ish) dependent variable and it amounts to a relatively trivial complication for a GLS model…