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st: xtmixed and multilevel models

From   "Tomas Lind" <>
To   <>
Subject   st: xtmixed and multilevel models
Date   Sun, 20 Dec 2009 17:27:47 +0100

Dear listers,

I am a bit confused about the number of levels in a multilevel model. In
Stata v 10 manual XT page 293 (xtmixed). In example 4 they describe a "2
level model" with individuals, states and regions. To me it looks like a 3
level model. What´s going on?

I can´t find any example in xtmixed-regression with explanatory variables on
a group level (for example on level 2 in a 2-level model). If I want to
explain why a random intercept varies between group 2 units because of
differences in socioeconomic status between groups do I proceed like this?

I generate a new variable to the dataset "group_mean_ses" which is the mean
ses within group. All individuals in a group have the same value.

Now I add the variable group_mean_ses as an explanatory variable in the
xtmixed model (don´t worry over the variables, this is not a real study).

xtmixed  health  age  sex  ses   group_mean_ses  ||  group

If I have a random slope on some individual level variable, say age, and
want to explain that with group_mean_ses should I generate a cross-level
interaction variable.

generate gmsXage = group_mean_ses * age

and then specify the model as

xtmixed  health  age  sex  ses   group_mean_ses  gmsXage  ||  group : age

All comments or ideas are welcome.


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