Linear mixed, multilevel, and hierarchical models


Types of models
  • multilevel models
  • hierarchical models
  • mixed models
  • two-, three-, and multi-way random-effects models
  • crossed random effects

Types of effects

  • random effects (variance components)
    • random intercepts
    • random coefficients
  • fixed effects

Effect covariance structures

  • identity — shared variance parameter for specified effects with no covariances
  • independent — unique variance parameter for each specified effect with no covariances
  • exchangeable — shared variance parameter and single shared covariance parameter for specified effects
  • unstructured — unique variance parameter for each specified effect and unique covariance parameter for each pair of effects
  • compound — any combination of the above

Other features

  • factor notation for specifying effects
  • allow unbalanced designs and unbalanced panels
  • EM method starting values

 
Estimation
  • maximum likelihood (ML)
  • restricted maximum likelihood (REML)

Predictions

  • best linear unbiased predictions (BLUPs) of any or all effects
  • BLUPs of fitted values
  • residuals and standardized residuals

Postestimation analysis

  • linear and nonlinear combinations of coefficients with SEs and CIs
  • Wald tests of linear and nonlinear constraints
  • likelihood-ratio tests
  • linear and nonlinear predictions
  • summarize the composition of nested groups
  • adjusted predictions
  • information criteria — AIC and BIC
  • marginal effects and elasticities with SEs and CIs
  • Hausman tests

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