help reffadjust
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Title

reffadjust -- Introduction to random effects adjustment commands

Description

The reffadjust package provides postestimation commands to perform adjustment of random effects estimates.

The reffadjust commands are

reffadjustsim simulating from the distribution of random effect variances and covariances reffadjust4nlcom regression coefficient formula to pass to nlcom

Since multilevel models including random effects, such as those implemented in MLwiN (Rasbash et al 2009) and xtmixed, return estimates of the variances and covariances of the random effects and the corresponding variances and covariances of these estimates we can use these to estimate adjusted coefficients.

The approach is described in more detail in Macdonald-Wallis et al. (2011, submitted). When the multilevel model is a multivariate response longitudinal model the approach is related to Granger causality (Granger, 1969).

The commands run with estimates from runmlwin or chains from runmlwin by mcmcsum (Leckie and Charlton, 2011), xtmixed, xtmelogit, and xtmepoisson.

References

Granger CWJ. 1969. Investigating causal relations by econometric models and cross-spectral methods. Econometrica. 37(3) 424-438.

Leckie G, Charlton C. 2011. runmlwin: Stata module for fitting multilevel models in the MLwiN software package. Centre for Multilevel Modelling, University of Bristol, UK. http://www.bristol.ac.uk/cmm/software/runmlwin/

Macdonald-Wallis C, Lawlor DA, Palmer TM, Tilling K. 2011 (submitted). Multivariate multilevel spline models for parallel growth processes: application to weight and mean arterial pressure in pregnancy. Statistics in Medicine.

Rasbash J, Charlton C, Browne WJ, Healy M, Cameron B. 2009. MLwiN version 2.1. Centre for Multilevel Modelling, University of Bristol, UK. http://www.bristol.ac.uk/cmm/software/mlwin.

Authors

Tom Palmer, MRC Centre for Causal Analyses in Translational Epidemiology, School of Social and Community Medicine, University of Bristol, UK. tom.palmer@bristol.ac.uk.

Corrie Macdonald-Wallis, MRC Centre for Causal Analyses in Translational Epidemiology, School of Social and Community Medicine, University of Bristol, UK. c.macdonald-wallis@bristol.ac.uk.

Acknowledgments

We thank Chris Charlton and George Leckie (Centre for Multilevel Modelling, University of Bristol) for very helpful comments.

Also see

Help: reffadjustsim, reffadjust4nlcom, runmlwin (if installed), mcmcsum (if installed), nlcom, xtmixed, xtmelogit, xtmepoisson