Sophia Rabe-Hesketh and Anders Skrondal:

**Multilevel and Longitudinal Modeling Using Stata, Fourth Edition**

Volume I: Continuous Responses

Volume II: Categorical Responses, Counts, and Survival

Available HERE

## Comment from the Stata technical group
The book comprises two volumes. Volume I focuses on linear models for continuous outcomes, while volume II focuses on generalized linear models for binary, ordinal, count, and other types of outcomes. Volume I begins with a review of linear regression and then builds on this review to introduce two-level models, the simplest extensions of linear regression to models for multilevel and longitudinal/panel data. Rabe-Hesketh and Skrondal introduce the random-intercept model without covariates, developing the model from principles and thereby familiarizing the reader with terminology, summarizing and relating the widely used estimating strategies, and providing historical perspective. Once the authors have established the foundation, they smoothly generalize to random-intercept models with covariates and then to a discussion of the various estimators (between, within, and random effects). The authors also discuss models with random coefficients. The text then turns to models specifically designed for longitudinal and panel data—dynamic models, marginal models, and growth-curve models. The last portion of volume I covers models with more than two levels and models with crossed random effects. The foundation and in-depth coverage of linear-model principles provided in volume I allow for a straightforward transition to generalized linear models for noncontinuous outcomes, which are described in volume II. This second volume begins with chapters introducing multilevel and longitudinal models for binary, ordinal, nominal, and count data. Focus then turns to survival analysis, introducing multilevel models for both discrete-time survival data and continuous-time survival data. The volume concludes by extending the two-level generalized linear models introduced in previous chapters to models with three or more levels and to models with crossed random effects. In both volumes, readers will find extensive applications of multilevel and longitudinal models. Using many datasets that appeal to a broad audience, Rabe-Hesketh and Skrondal provide worked examples in each chapter. They also show the breadth of Stata’s commands for fitting the models discussed. They demonstrate Stata’s The fourth edition of In summary, |
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## About the authorSophia Rabe-Hesketh is a professor of educational statistics and biostatistics at the University of California at Berkeley and a chair of social statistics at the Institute of Education, University of London. Anders Skrondal is a senior biostatistician at the Division of Epidemiology, Norwegian Institute of Public Health. He was previously a professor of statistics and director of the Methodology Institute at the London School of Economics and a professor of biostatistics at the University of Oslo. |
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## Table of contentsView table of contents >> |