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