Linear Mixed Models: A Practical Guide Using Statistical Software
Brady T. West, MA
Kathleen B. Welch, MS, MPH
Andrzej T. Galecki, M.D., Ph.D.
Published by Chapman Hall / CRC Press (Click here to purchase online, and receive a 20% discount! The 20% Online Promotion Code is 585HHXXXX, which can be inserted in the promotion code field at checkout.)
This book provides readers with a practical introduction to the theory and applications of linear mixed models, and introduces the fitting and interpretation of several types of linear mixed models
using the statistical software packages SAS (PROC MIXED), SPSS (Linear Mixed Models), Stata (xtmixed, available in Release 9), R (the lme() and gls() functions), and HLM (Hierarchical Linear Models).
The book focuses on the statistical meaning behind linear mixed models. Why fit them? Why are they important? When are they applicable? What do they mean for research conclusions? The book also presents and compares practical, step-by-step analyses of real-world data sets in all of the aforementioned software packages, allowing readers to compare and contrast the packages in terms of their syntax/code, ease of use, available methods and options, and relative advantages.
Click on any of the following chapters for links to the data sets, updates to the software code in the book, and miscellaneous additional information:
Chapter 3 -> Two-level Models for Clustered Data: The Rat Pup Example
Chapter 4 -> Three-level Models for Clustered Data: The Classroom Example
Chapter 5 -> Models for Repeated Measures Data: The Rat Brain Example
Chapter 6 -> Random Coefficient Models for Longitudinal Data: The Autism Example
Chapter 7 -> Models for Clustered Longitudinal Data: The Dental Veneer Example
Additional Documents
Notes on Shrinkage Estimators
SPSS White Paper on the MIXED Procedure, with instructions on data preparation and use of the MIXED Procedure via the SPSS menus
PROFESSIONAL REVIEWS
1. Journal of the American Statistical Association
2. Statistics in Medicine
3. Journal of Quality Technology
4. Stata
5. Journal of the Royal Statistical Society-Series A
UPDATES!!!
1. Testing the significance of parameters when using lmer() in R: see the lmer() examples for the analysis chapters for a program based on MCMC sampling written by Doug Bates to assess the importance of parameters in lmer() models.
2. POWER ANALYSIS: Those interested in power analysis and sample size calculations for study designs that are multilevel and/or longitudinal in nature can check out this site for some very helpful free software and documentation (the Optimal Design software package) developed at the University of Michigan.
3. An R package containing the data sets for the book, WWGbook, has been posted on CRAN. Please visit the R Project site for links to CRAN mirrors.
4. Users of web-aware Stata can import the data sets from this web page directly when working through the examples. For example, the Chapter 3 data can be imported as follows:
. insheet using http://www-personal.umich.edu/~bwest/rat_pup.dat
ERRATA
The more critical errata in the second printing are listed below. Readers can click here for a full list of all the errata in the first and second printings.
1. Table 7.2, showing a sample of the Dental Veneer data set, was omitted from Chapter 7 in printing. Interested readers can either download the electronic version of the data set, or email the authors to see Table 7.2 in print. The current version of Table 7.2 in the text (summarizing the models considered in Chapter 7) should actually be Table 7.3.
2. On page 282, in the first paragraph of Section 7.3.2, the reference to Figure 7.3 should actually be Table 7.3.
3. In Appendix A, the listed web sites for additional software options and a review of matrix algebra are no longer operational. The new web sites are as follows:
Multilevel software reviews: http://www.cmm.bristol.ac.uk/learning-training/multilevel-m-software/index.shtml
Matrix algebra tutorial: http://www.sosmath.com/matrix/matrix.html
Please direct any questions and/or comments to Brady West (bwest@umich.edu).
Last modified 5/29/08 by Brady T. West