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Re: st: xtreg or xtmixed?

From   Maarten Buis <>
Subject   Re: st: xtreg or xtmixed?
Date   Mon, 19 Dec 2011 11:02:30 +0100

-xtreg- and -xtmixed- with one level of nesting should give you
(almost) exactly the same results. -xtreg- is however optimized code
for the problem with one level of nesting, so you should use that.

However, I can see a major problem in your analysis: You state that
your dependent variable is neuropathy, while in your analysis it is
your independent variable. In terms of Stata that means that you
should put neuropathy first.

Whether your explanatory variables are normally distributed is
irrelevant. The possible non-linearity of their effect is a real issue
that you need to address. Whether your dependent variable looks like a
normal bell shaped curve is actually also deceiving. I gave a talk on
that at the last Nordic Stata Users' Group meeting:

Hope this helps,

On Mon, Dec 19, 2011 at 10:44 AM, Johan van der Watt wrote:
> Hi
> I need to do longitudinal statistics on a panel data set of 150
> individuals over 4 different time points. My dependent variable is the
> development of neuropathy (everyone is neuropathy free at baseline
> assessment), and a have numerous continuous independent
> variables/possible risk factors for development of neuropathy, such as
> CD4 count. A few of the continuous variables are not normally
> distributed, and I am able to normalize most of them by either logging
> or square rooting them. Further, looking at these variables over time,
> some of them also do not follow a linear pattern, i.e they peak at
> visit 2 or 3 then go down at visit 4.
> I have used the -xtreg- command with -mle-, using a continuous
> variable, such as CD4 count, Neuropathy, and Visit:
> xtreg cd4_  neuropathy visit, i(patientno2) mle
> but after reading online articles and bulletin boards,  I have also
> tried the mixed effects model:
> xtmixed cd4_  neuropathy visit ||  patientno2:,mle
> As I am a stats amateur, is this what I am doing correct? Any other options?
> Thanks
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Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen

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