Multilevel and Longitudinal Modeling Using Stata - Volume I : Continuous Responses - Grand Format

Multilevel and Longitudinal Modeling Using Stata, Fourth Edition discusses regression modeling of clustered or hierarchical data, such as data on students nested in schools, patients in hospitals, or employees in firms. Longitudinal data are also clustered with, for instance, repeated measurements on patients or several panel waves per survey respondent. Multilevel and longitudinal modeling can exploit the richness of such data and can disentangle processes operating at different levels.
Assuming some knowledge of linear regression, this bestseller explains models and their assumptions, applies methods to real data using Stata, and shows how to interpret the results. Across volumes, the 16 chapters, over 140 exercises, and over 110 datasets span a wide range of disciplines, making the book suitable for courses in the medical, social, and behavioral sciences and in applied statistics.
This first volume is dedicated to models for continuous responses and is a prerequisite for the second volume on models for other response types. It has been thoroughly revised and updated. New material includes the Kenward—Roger degree-of-freedom correction for improved inference with a small number of dusters, difference-in-differences estimation for natural experiments, and instrumental-variables estimation to handle level-1 endogeneity.