Multilevel and Longitudinal Modeling Using Stata, Third Edition, by Sophia Rabe-Hesketh and Anders Skrondal, looks specifically at Stata’s treatment of generalized linear mixed models, also known as multilevel or hierarchical models. These models are “mixed” because they allow fixed and random effects, and they are “generalized” because they are appropriate for continuous Gaussian responses as well as binary, count, and other types of limited dependent variables.
Volume II is devoted to generalized linear mixed models for binary, categorical, count, and survival outcomes. The second volume has seven chapters also organized into four parts. The first three parts in volume II cover models for categorical responses, including binary, ordinal, and nominal (a new chapter); models for count data; and models for survival data, including discrete-time and continuous-time (a new chapter) survival responses. The fourth and final part in volume II describes models with nested and crossed-random effects with an emphasis on binary outcomes.