Stata 20 will have correct inference on random effects

Matteo Bottai
Additional contact information
Matteo Bottai: Division of Biostatistics, IMM, KI

Northern European Stata Conference 2025 from Stata Users Group

Abstract: Mixed models, and random effects in particular, are used routinely to model data with dependent observations and effect heterogeneity. However, while random effects are convenient for specifying a model, they often complicate inference. As a result, popular software for statistical analysis often does not provide confidence intervals for random effect parameters by default, or worse, provide provably unreliable ones. This talk discusses the challenges and possible solutions.

References: Add references at CitEc
Citations:

Downloads: (external link)
http://repec.org/neur2025/ presentation materials (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:neur25:03

Access Statistics for this paper

More papers in Northern European Stata Conference 2025 from Stata Users Group Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().