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Stata Release 14: Available now

Denominator degrees of freedom for mixed-effects models

Stata fits linear mixed-effects models and, until now, provided only large-sample inference based on normal and χ2 distributions. In small samples, the sampling distributions of test statistics are known to be t and F in simple cases, and those distributions can be good approximations in other cases. Stata 14 provides five methods for small-sample inference, also known as denominator-degrees-of-freedom (DDF) adjustments, including Satterthwaite and Kenward–Roger. In addition to adjusting the confidence intervals and significance tests reported by Stata's mixed estimation command, small-sample statistics are also provided for subsequent estimation of linear combinations and linear hypothesis tests.

Read even more about denominator degrees of freedom for mixed models.