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st: RE: Non-linear multilevel modeling


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Non-linear multilevel modeling
Date   Wed, 7 Dec 2011 17:07:20 +0000

The question with percents is always whether the limits bite in terms of functional forms that do, or do not, make sense. If your percents are a long way from 0 and 100, the fact that they are percents may be secondary. Also, you can model nonlinear changes with year using a polynomial or splines, so linear models are not restricted to straight-line fits. But whatever you do, watch for predictions that escape [0,100]. 

Or if your percents are never 0 or 100, you could model logit(depvar/100). 

Sooner or later I imagine -xtlogit- will permit continuous proportions in the response, but that doesn't seem to have happened yet. 

Nick 
n.j.cox@durham.ac.uk 

Jennyfer Wolf

which options are there to do non-linear multilevel modelling in Stata?
My dependent variable is a percentage and I have only one independent
variable which is time.
My different levels are regions and countries.

For the moment I just have a model for a linear relationship:

xtmixed depvar year || region: || country:

Thank you very much for your answer.
Jennyfer
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