Archive for September 2011

Multilevel random effects in xtmixed and sem — the long and wide of it

xtmixed was built from the ground up for dealing with multilevel random effects — that is its raison d’être. sem was built for multivariate outcomes, for handling latent variables, and for estimating structural equations (also called simultaneous systems or models with endogeneity). Can sem also handle multilevel random effects (REs)? Do we care?

This would be a short entry if either answer were “no”, so let’s get after the first question. Read more…

Advanced Mata: Pointers

I’m still recycling my talk called “Mata, The Missing Manual” at user meetings, a talk designed to make Mata more approachable. One of the things I say late in the talk is, “Unless you already know what pointers are and know you need them, ignore them. You don’t need them.” And here I am writing about, of all things, pointers. Well, I exaggerated a little in my talk, but just a little.

Before you take my previous advice and stop reading, let me explain: Mata serves a number of purposes and one of them is as the primary langugage we at StataCorp use to implement new features in Stata. I’m not referring to mock ups, toys, and experiments, I’m talking about ready-to-ship code. Stata 12’s Structural Equation Modeling features are written in Mata, so is Multiple Imputation, so is Stata’s optimizer that is used by nearly all estimation commands, and so are most features. Mata has a side to it that is exceedingly serious and intended for use by serious developers, and every one of those features are available to users just as they are to StataCorp developers. This is one of the reasons there are so many user-written commands are available for Stata. Even if you don’t use the serious features, you benefit. Read more…

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