> I want to know the relationship and differences between
> and how about Proc mixed and xtmixed in Stata.
You can do more with Proc Mixed than with xtmixed.
essentially version 1.0, whereas Proc Mixed has been through
more development. So if you expect to find yourself doing a lot of
mixed models with some variety of design, Proc Mixed is something to
consider. For xtmixed and xtgee, xtgee is not a multilevel command
like xtmixed (the multilevel syntax of xtmixed is something Stata is
rightly proud of). However if you've just got one nested level, xtgee
is fine and allows for modeling both continuous and categorical
dependent variables, which xtmixed does not.
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