Within- and between-cluster effects in generalized linear mixed models: A discussion of approaches and the xthybrid command

Schunck, Reinhard and Perales, Francisco (2017) Within- and between-cluster effects in generalized linear mixed models: A discussion of approaches and the xthybrid command. Stata Journal, 17 1: 89-115.

Author Schunck, Reinhard
Perales, Francisco
Title Within- and between-cluster effects in generalized linear mixed models: A discussion of approaches and the xthybrid command
Journal name Stata Journal   Check publisher's open access policy
ISSN 1536-867X
1536-8734
Publication date 2017-03-15
Year available 2017
Sub-type Article (original research)
Open Access Status Not yet assessed
Volume 17
Issue 1
Start page 89
End page 115
Total pages 26
Place of publication College Station, United States
Publisher Stata Press
Collection year 2018
Language eng
Formatted abstract
One typically analyzes clustered data using random- or fixed-effects models. Fixed-effects models allow consistent estimation of the effects of level-one variables, even if there is unobserved heterogeneity at level two. However, these models cannot estimate the effects of level-two variables. Hybrid and correlated random-effects models are flexible modeling specifications that separate within- and between-cluster effects and allow for both consistent estimation of level-one effects and inclusion of level-two variables. In this article, we elaborate on the separation of within- and between-cluster effects in generalized linear mixed models. These models present a unifying framework for an entire class of models whose response variables follow a distribution from the exponential family (for example, linear, logit, probit, ordered probit and logit, Poisson, and negative binomial models). We introduce the user-written command xthybrid, a shell for the meglm command. xthybrid can fit a variety of hybrid and correlated random-effects models.
Q-Index Code C1
Q-Index Status Provisional Code
Institutional Status UQ
Additional Notes http://www.stata-journal.com/article.html?article=st0468

Document type: Journal Article
Sub-type: Article (original research)
Collections: Institute for Social Science Research - Publications
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Created: Wed, 15 Mar 2017, 19:48:37 EST by Francisco Paco Perales on behalf of Institute for Social Science Research