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Mixed models: A simulation approach

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  • Isabel Cañette

    (StataCorp LP)

Abstract

Simulating data is a powerful tool for understanding statistical models and for spotting identification problems. I will use simulation techniques to explain the building blocks for linear mixed models, and I will also show how to estimate the parameters using the xtmixed command. Using these basic blocks, I will explain how more-complex models can be constructed. Finally, I will explain some nice (but not obvious) applications of xtmixed.

Suggested Citation

  • Isabel Cañette, 2011. "Mixed models: A simulation approach," Mexican Stata Users' Group Meetings 2011 10, Stata Users Group.
    • Handle: RePEc:boc:msug11:10
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    File URL: http://fmwww.bc.edu/repec/msug2011/icanette.pdf
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