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Re: st: HLM vs. Stata for multilevel modeling


From   John Antonakis <john.antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: HLM vs. Stata for multilevel modeling
Date   Mon, 12 Apr 2010 16:29:57 +0200

Hi:

For starters, HLM doesn't have a Hausman test....(and probably as a consequence, most HLMers happily estimate random effects models without first establishing whether the estimator is consistent, viv-à-vis the fixed-effects estimator). Also, I don't know whether HLM has iv estimation (à la xtivreg). Anyway, I don't know HLM well enough to critique but as a whole (nor it users), though I would guess that Stata has better routines, as well as tons of user-written add-on's--and possibly better users too! ;-) .....so rush to join the club.

Best,
J.

P.S. the following book might be very useful for you: Rabe-Hesketh, S., & Skrondal, A. (2008). Multilevel and Longitudinal Modeling Using Stata. College Station, TX: Stata Press.

____________________________________________________

Prof. John Antonakis, Associate Dean Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland

Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

Faculty page:
http://www.hec.unil.ch/people/jantonakis

Personal page:
http://www.hec.unil.ch/jantonakis
____________________________________________________



On 12.04.2010 15:45, Rosie Chen wrote:
Dear all,
    Do you know if any reference has compared the use of HLMand Stata for multilevel modeling? I have been using HLM software for
multilevel analysis, but it seems to me that Stata has more functions than HLM (e.g., calculating predicted probability). I wonder what are
the advantages and disadvantages of using HLM compared with Stata in multilevel modeling? In addition, one of my studies will utilize discrete-time multilevel analysis method (a combination of survival analysis and multilevel modeling), so how do these two software compare in terms of accommodating this analytic method? I will consider earning to use Stata for such an analysis if Stata is good for this purpose.
    Any thoughts and suggestions are appreciated. Thank you very much!!

     Rosie


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