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From |
"Martin Weiss" <martin.weiss1@gmx.de> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: AW: xtmixed and multilevel models |

Date |
Sun, 20 Dec 2009 17:30:59 +0100 |

<> " 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?" The 10 manual says quite clearly on page 286 (quote is from the 11 manual): " Finally, using formulation (2) and its multilevel extensions requires one important convention of terminology. Model (2) is what we call a one-level model, with extensions to two, three, or any number of levels. In our hypothetical two-level model with classes nested within schools, the schools are considered the first level and classes, the second level of the model. This is consistent with terminology used elsewhere, e.g., Pinheiro and Bates (2000), but differs from that of the literature on hierarchical models, e.g., Skrondal and Rabe-Hesketh (2004). In that literature, our schools and classes model would be considered a three-level model, with the students forming the first level, classes the second, and schools the third. Not only is there one more level (students) but the order is reversed." HTH Martin -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Tomas Lind Gesendet: Sonntag, 20. Dezember 2009 17:28 An: statalist@hsphsun2.harvard.edu Betreff: st: xtmixed and multilevel models 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. /Tomas * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: xtmixed and multilevel models***From:*"Tomas Lind" <tomas.lind@ki.se>

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