stata多元混合回归分析.docVIP

Multilevel Analysis (ver. 1.0) Oscar Torres-Reyna Data Consultant otorres@ /training/ PU/DSS/OTR Motivation Use multilevel model whenever your data is grouped (or nested) in more than one category (for example, states, countries, etc). Multilevel models allow: ? Study effects that vary by entity (or groups) ? Estimate group level averages Some advantages: ? Regular regression ignores the average variation between entities. ? Individual regression may face sample problems and lack of generalization 2 PU/DSS/OTR Variation between entities use /training/schools.dta bysort school: egen y_mean=me