Multilevel and Longitudinal Modeling in Stata
[This article was first published on Culture, Statistics, and Society, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here)
Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.
Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.
For my “off-task” reading I recent perused an excellent book on multilevel and longitudinal modeling in Stata by Sophia Rabe-Hesketh and Anders Skrondal. The second edition (which I read) has been updated by including several chapters providing an overview of regression modeling and ANOVA (analysis of variance) as well as additional background information on models with nonlinear outcomes (e.g., logistic regression). The authors even include a self-test near the beginning of the book to ensure that readers can confidently progress through the rest of the material. The book has many great features, including ease of data accessibility (simply go to this website and you instantly have all the datasets used in the book), clarity of presentation, and numerous applied examples with accompanying Stata code. The only problem, which is not a problem with the book, is that multilevel modeling in Stata (as the authors note) can be rather slow, especially for nonlinear outcomes with many levels. (For this reason, when using nonlinear outcomes other statistical packages may be more desirable than Stata, such as R.) Yet overall the book is an excellent overview of an important class of statistical models, and can even be viewed as a way of take advantage of Stata beyond the realm of “econometric” approaches (which seems to be Stata’s strength) and toward the realm of putatively more “sociologic” methods of data analysis, in which clustered data are viewed as something important in their own right rather than as statistical nuisances.
To leave a comment for the author, please follow the link and comment on their blog: Culture, Statistics, and Society.
R-bloggers.com offers daily e-mail updates about R news and tutorials about learning R and many other topics. Click here if you're looking to post or find an R/data-science job.
Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.