…[Rabe-Hesketh and Skrondal] have produced a comprehensive, nontechnical introduction to multilevel/mixed effect models that would be an excellent choice of text for application-oriented courses on the analysis of longitudinal, panel, or clustered data.…
…Sophia Rabe-Hesketh and Anders Skrondal move seamlessly between the methods and language of biostatistics and econometrics…
Excerpt from book review: “Multilevel and Longitudinal Modeling Using Stata (Second ed.)” by D. B. Hall. 2010. American Statistician 64: 275.
…Suitable for self-study or an applied first graduate course, the book goes well beyond simply covering the relevant command syntax. Starting with a review of simple regression, it presents a largely nonspecialist account of the most common multilevel extensions. ... Every chapter includes study exercises, and sample data used in the examples can be retrieved directly into Stata from the Internet. Most formulas and notation will be understood by any reader with a reasonable grasp of linear regression.
Excerpt from “A Review of Multilevel and Longitudinal Modeling Using Stata” by S. F. Heil. 2009. Journal of Educational and Behavioral Statistics 34: 559–560.
… A considerably expanded version, nearly double the size of the original. Much of the added material serves to delineate more clearly between statistics and software. … Throughout the book, separate sections and subsections entitled “Estimation with Stata” help to separate the discussion of the models from the discussion of the fitting of the models using Stata. This improves the readability of the book and opens it up to a potentially broader audience.
Excerpt from book review: “Multilevel and Longitudinal Modeling Using Stata, Second Edition” by T. M. Loughin. 2008. Biometrics 64: 1310.
The authors state in their preface that the “emphasis is on explaining the models and their assumptions, applying the methods to real data, and interpreting results”. They succeed in their goal and provide a comprehensive and lucid account of multilevel modelling. Even complex models are clearly and sufficiently explained with surprisingly little mathematical content. Often neglected topics, such as the empirical Bayes’ estimator, are covered in sufficient details. The book discusses many topics which are ignored in other standard textbooks, such as endogeneity, the difference between within and between subject effects in panel models or lagged response and autoregressive models.
… The book is, therefore, an excellent combination of a thorough introduction to multilevel modelling and a tutorial on Stata commands for analysing such models. … Examples in the text and exercises at the end of each chapter are stimulating and cover a wide range of real life applications from medical, behavioural and social science research.
… In summary, the book is…very well-written and provides [a] comprehensive guide to multilevel modelling, both from a practical and a theoretical point of view. The second edition of this book will continue to be an invaluable help for every Stata user involved in the analysis of clustered data and it will replace the tattered first edition in my bookshelf.
Excerpt from “Book review: Multilevel and Longitudinal Modeling Using Stata, second edition” by Daniel Stahl. 2009. Statistical Methods in Medical Research 18: 111–113.
The examples are compelling and have been augmented by datasets taken from a variety of research settings primarily in the medical and social sciences. … MLMUS2 provides a stand-alone introduction to multilevel and longitudinal modeling…
I…envision using it as a primary text for a longitudinal regression models course at the advanced undergraduate or master’s level. …I can imagine using it as a tutorial in regression modeling using Stata and using it as an accessible introduction to more advanced methods.
The authors have provided a well-rounded and complete approach to model-fitting and interpretation of an important family of models. …They are to be commended for helping foster the appropriate use of these regression models.
Excerpt from “Review of Multilevel and Longitudinal Modeling Using Stata, Second Edition, by Sophia Rabe-Hesketh and Anders Skrondal” by Nicholas J. Horton. 2008. Stata Journal 8: 579–582.