Multilevel and Longitudinal Modeling Using Stata,Third Edition

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Multilevel and Longitudinal Modeling Using Stata, Third Edition Volume I: Continuous ResponsesVolume II: Categorical Responses, Counts, and Survival

Authors: Sophia Rabe-Hesketh and Anders Skrondal Publisher: Stata Press Copyright: 2012 ISBN-13: 978-1-59718-108-2 Pages: 974; paperback Price: $109.00 Table of contents Download the datasets used in this book (from www.stata-press.com) Obtain answers to the exercises Read reviews of the first edition Review of second edition from the Stata Journal Read reviews of the second edition Table of contentsList of Tables List of Figures Preface Multilevel and longitudinal models: When and why? I Preliminaries 1 Review of linear regression 1.1 Introduction 1.2 Is there gender discrimination in faculty salaries? 1.3 Independent-samples t test 1.4 One-way analysis of variance 1.5 Simple linear regression 1.6 Dummy variables 1.7 Multiple linear regression 1.8 Interactions 1.9 Dummy variables for more than two groups 1.10 Other types of interactions 1.10.1 Interaction between dummy variables 1.10.2 Interaction between continuous covariates 1.11 Nonlinear effects 1.12 Residual diagnostics 1.13 Causal and noncausal interpretations of regression coefficients 1.13.1 Regression as conditional expectation 1.13.2 Regression as structural model 1.14 Summary and further reading 1.15 Exercises II Two-level models 2 Variance-components models 2.1 Introduction 2.2 How reliable are peak-expiratory-flow measurements? 2.3 Inspecting within-subject dependence 2.4 The variance-components model 2.4.1 Model specification 2.4.2 Path diagram 2.4.3 Between-subject heterogeneity 2.4.4 Within-subject dependence Intraclass correlation Intraclass correlation versus Pearson correlation 2.5 Estimation using Stata 2.5.1 Data preparation: Reshaping to long form 2.5.2 Using xtreg 2.5.3 Using xtmixed 2.6 Hypothesis tests and confidence intervals 2.6.1 Hypothesis test and confidence interval for the population mean 2.6.2 Hypothesis test and confidence interval for the between-cluster variance Likelihood-ratio test F test Confidence intervals 2.7 Model as data-generating mechanism 2.8 Fixed versus random effects 2.9 Crossed versus nested effects 2.10 Parameter estimation 2.10.1 Model assumptions Mean structure and covariance structure Distributional assumptions 2.10.2 Different estimation methods 2.10.3 Inference for β Estimate and standard error: Balanced case Estimate: Unbalanced case 2.11 Assigning values to the random intercepts 2.11.1 Maximum “likelihood” estimation Implementation via OLS regression Implementation via the mean total residual 2.11.2 Empirical Bayes prediction 2.11.3 Empirical Bayes standard errors Comparative standard errors Diagnostic standard errors 2.12 Summary and further reading 2.13 Exercises 3 Random-intercept models with covariates 3.1 Introduction 3.2 Does smoking during pregnancy affect birthweight? 3.2.1 Data structure and descriptive statistics 3.3 The linear random-intercept model with covariates 3.3.1 Model specification 3.3.2 Model assumptions 3.3.3 Mean structure 3.3.4 Residual variance and intraclass correlation 3.3.5 Graphical illustration of random-intercept model 3.4 Estimation using Stata 3.4.1 Using xtreg 3.4.2 Using xtmixed 3.5 Coefficients of determination or variance explained 3.6 Hypothesis tests and confidence intervals 3.6.1 Hypothesis tests for regression coefficients Hypothesis tests for individual regression coefficients Joint hypothesis tests for several regression coefficients 3.6.2 Predicted means and confidence intervals 3.6.3 Hypothesis test for random-intercept variance 3.7 Between and within effects of level-1 covariates 3.7.1 Between-mother effects 3.7.2 Within-mother effects 3.7.3 Relations among estimators 3.7.4 Level-2 endogeneity and cluster-level confounding 3.7.5 Allowing for different within and between effects 3.7.6 Hausman endogeneity test 3.8 Fixed versus random effects revisited 3.9 Assigning values to random effects: Residual diagnostics 3.10 More on statistical inference 3.10.1 Overview of estimation methods 3.10.2 Consequences of using standard regression modeling for clustered data 3.10.3 Power and sample-size determination 3.11 Summary and further reading 3.12 Exercises 4 Random-coefficient models 4.1 Introduction 4.2 How effective are different schools? 4.3 Separate linear regressions for each school 4.4 Specification and interpretation of a random-coefficient model 4.4.1 Specification of a random-coefficient model 4.4.2 Interpretation of the random-effects variances and covariances 4.5 Estimation using xtmixed 4.5.1 Random-intercept model 4.5.2 Random-coefficient model 4.6 Testing the slope variance 4.7 Interpretation of estimates 4.8 Assigning values to the random intercepts and slopes 4.8.1 Maximum “likelihood” estimation 4.8.2 Empirical Bayes prediction 4.8.3 Model visualization 4.8.4 Residual diagnostics 4.8.5 Inferences for individual schools 4.9 Two-stage model formulation 4.10 Some warnings about random-coefficient models 4.10.1 Meaningful specification 4.10.2 Many random coefficients 4.10.3 Convergence problems 4.10.4 Lack of identification 4.11 Summary and further reading 4.12 Exercises III Models for longitudinal and panel data Introduction to models for longitudinal and panel data (part III) 5 Subject-specific effects and dynamic models 5.1 Introduction 5.2 Conventional random-intercept model 5.3 Random-intercept models accommodating endogenous covariates 5.3.1 Consistent estimation of effects of endogenous time-varying covariates 5.3.2 Consistent estimation of effects of endogenous time-varying and endogenous time-constant covariates 5.4 Fixed-intercept model 5.4.1 Using xtreg or regress with a differencing operator 5.4.2 Using anova 5.5 Random-coefficient model 5.6 Fixed-coefficient model 5.7 Lagged-response or dynamic models 5.7.1 Conventional lagged-response model 5.7.2 Lagged-response model with subject-specific intercepts 5.8 Missing data and dropout 5.8.1 Maximum likelihood estimation under MAR: A simulation 5.9 Summary and further reading 5.10 Exercises 6 Marginal models 6.1 Introduction 6.2 Mean structure 6.3 Covariance structures 6.3.1 Unstructured covariance matrix 6.3.2 Random-intercept or compound symmetric/exchangeable structure 6.3.3 Random-coefficient structure 6.3.4 Autoregressive and exponential structures 6.3.5 Moving-average residual structure 6.3.6 Banded and Toeplitz structures 6.4 Hybrid and complex marginal models 6.4.1 Random effects and correlated level-1 residuals 6.4.2 Heteroskedastic level-1 residuals over occasions 6.4.3 Heteroskedastic level-1 residuals over groups 6.4.4 Different covariance matrices over groups 6.5 Comparing the fit of marginal models 6.6 Generalized estimating equations (GEE) 6.7 Marginal modeling with few units and many occasions 6.7.1 Is a highly organized labor market beneficial for economic growth? 6.7.2 Marginal modeling for long panels 6.7.3 Fitting marginal models for long panels in Stata 6.8 Summary and further reading 6.9 Exercises 7 Growth-curve models 7.1 Introduction 7.2 How do children grow? 7.2.1 Observed growth trajectories 7.3 Models for nonlinear growth 7.3.1 Polynomial models Fitting the models Predicting the mean trajectory Predicting trajectories for individual children 7.3.2 Piecewise linear models Fitting the models Predicting the mean trajectory 7.4 Two-stage model formulation 7.5 Heteroskedasticity 7.5.1 Heteroskedasticity at level 1 7.5.2 Heteroskedasticity at level 2 7.6 How does reading improve from kindergarten through third grade? 7.7 Growth-curve model as a structural equation model 7.7.1 Estimation using sem 7.7.2 Estimation using xtmixed 7.8 Summary and further reading 7.9 Exercises IV Models with nested and crossed random effects 8 Higher-level models with nested random effects 8.1 Introduction 8.2 Do peak-expiratory-flow measurements vary between methods within subjects? 8.3 Inspecting sources of variability 8.4 Three-level variance-components models 8.5 Different types of intraclass correlation 8.6 Estimation using xtmixed 8.7 Empirical Bayes prediction 8.8 Testing variance components 8.9 Crossed versus nested random effects revisited 8.10 Does nutrition affect cognitive development of Kenyan children? 8.11 Describing and plotting three-level data 8.11.1 Data structure and missing data 8.11.2 Level-1 variables 8.11.3 Level-2 variables 8.11.4 Level-3 variables 8.11.5 Plotting growth trajectories

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏1 回帖

关键词：Longitudinal Longitudina Multilevel Modeling Edition 2012 974 Copyright reviews second

书要$109,邮费要60刀。但这本书卖得很好。

it is gooooooooooooood

又是一个没有书的！

买不起啊，Stata官方网站上也可以买到耶。

现在可以在amazon.com上购买，国内信用卡可以付款。1个月内可以邮寄到(17-28 working days)，使用standard international shipping

上面邮费4.99*3，比stata.com便宜。

谢谢分享。。。。。

等有时间了再考虑买英文书看吧，现在哪有这精力与时间啊

very good book to learn