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
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