*! version 1.1.0 Tom Palmer 2sep2013
help reffadjust

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 mixed/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. (2012) and Palmer et al. (in press).

The commands run with estimates from runmlwin or chains from runmlwin by mcmcsum (Leckie and Charlton, 2011), mixed/xtmixed, meqrlogit/xtmelogit, and meqrpoisson/xtmepoisson.
Note that in Stata 13 the following commands were renamed; xtmixed became mixed, xtmelogit became meqrlogit, and xtmepoisson became meqrpoisson.

References

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 CM, Lawlor DA, Palmer TM, Tilling K. 2012. Multivariate multilevel spline models for parallel growth processes: application to weight and mean arterial pressure in pregnancy. Statistics in Medicine, 31, 3147-3164.

Palmer TM, Macdonald-Wallis CM, Lawlor DA, Tilling K. Estimating adjusted associations between random effects from multilevel models: the reffadjust package. The Stata Journal. In press.

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, Division of Health Sciences, Warwick Medical School,
University of Warwick, UK.
t.m.palmer@warwick.ac.uk.

Corrie Macdonald-Wallis, MRC and University of Bristol Integrative Epidemiology Unit,
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, mixed,
xtmixed, meqrlogit, xtmelogit, meqrpoisson, xtmepoisson