Using SAS Proc Mixed to Fit Multilevel Models, Hierarchical Models, and Individual Growth Models
by Judith Singer
This paper can be downloaded from Professor Singer's web site at
http://gseweb.harvard.edu/%7Efac ... rs/sasprocmixed.pdf . The Stata data files used are hsb12.dta and willett.dta.
Note: The xtmixed procedure is new to Stata 9.
Note on comparing the Stata and SAS results. Stata reports results for fit statistics (e.g. AIC) in "smaller is better" form. Since the printing of the article, SAS has started showing its fit statistics in "smaller is better" form as well.
This first set of examples use the hsb12.dta data file which you can obtain from within Stata like this
use
http://www.ats.ucla.edu/stat/paperexamples/singer/hsb12, clear
Example on page 329.
xtmixed mathach || school: , variance