help reffadjust
----------------------------------------------------------------------------------------------------



Title



     reffadjust -- Introduction to random effects adjustment commands






Description



    The reffadjust package provides postestimation commands to perform adjustment of random
    effects estimates.



    The reffadjust commands are



        reffadjustsim        simulating from the distribution of random effect variances and
                               covariances
        reffadjust4nlcom     regression coefficient formula to pass to nlcom



    Since multilevel models including random effects, such as those implemented in MLwiN (Rasbash
    et al 2009) and mixed/xtmixed, return estimates of the variances and covariances of the random
    effects and the corresponding variances and covariances of these estimates we can use these to
    estimate adjusted coefficients.



    The approach is described in more detail in Macdonald-Wallis et al. (2012) and Palmer et al.
    (in press).



    The commands run with estimates from runmlwin or chains from runmlwin by mcmcsum (Leckie and
    Charlton, 2011), mixed/xtmixed, meqrlogit/xtmelogit, and meqrpoisson/xtmepoisson.  Note that
    in Stata 13 the following commands were renamed; xtmixed became mixed, xtmelogit became
    meqrlogit, and xtmepoisson became meqrpoisson.






References



    Leckie G, Charlton C. 2011. runmlwin: Stata module for fitting multilevel models in the MLwiN
        software package. Centre for Multilevel Modelling, University of Bristol, UK. 
        https://www.bristol.ac.uk/cmm/software/runmlwin/



    Macdonald-Wallis CM, Lawlor DA, Palmer TM, Tilling K. 2012. Multivariate multilevel spline
        models for parallel growth processes: application to weight and mean arterial pressure in
        pregnancy. Statistics in Medicine, 31, 3147-3164.



    Palmer TM, Macdonald-Wallis CM, Lawlor DA, Tilling K. Estimating adjusted associations between
        random effects from multilevel models: the reffadjust package. The Stata Journal. In
        press.



    Rasbash J, Charlton C, Browne WJ, Healy M, Cameron B. 2009. MLwiN version 2.1. Centre for
        Multilevel Modelling, University of Bristol, UK. 
        https://www.bristol.ac.uk/cmm/software/mlwin.






Authors



    Tom Palmer, MRC Integrative Epidemiology Unit and Population Health Sciences, Bristol Medical
        School, University of Bristol, UK.  tom.palmer@bristol.ac.uk.



    Corrie Macdonald-Wallis, MRC Integrative Epidemiology Unit and Population Health Sciences,
        Bristol Medical School, University of Bristol, UK.  c.macdonald-wallis@bristol.ac.uk.






Acknowledgments



    We thank Chris Charlton and George Leckie (Centre for Multilevel Modelling, University of
    Bristol) for very helpful comments.






Also see



      Help:  reffadjustsim, reffadjust4nlcom, runmlwin (if installed), mcmcsum (if installed), 
             nlcom, mixed, xtmixed, meqrlogit, xtmelogit, meqrpoisson, xtmepoisson