IDEAS home Printed from https://ideas.repec.org/a/sae/jedbes/v43y2018i5p594-627.html
   My bibliography  Save this article

Does the Package Matter? A Comparison of Five Common Multilevel Modeling Software Packages

Author

Listed:
  • D. Betsy McCoach
  • Graham G. Rifenbark
  • Sarah D. Newton
  • Xiaoran Li

    (University of Connecticut)

  • Janice Kooken

    (Kooken Research and Consulting, LLC)

  • Dani Yomtov
  • Anthony J. Gambino
  • Aarti Bellara

    (University of Connecticut)

Abstract

This study compared five common multilevel software packages via Monte Carlo simulation: HLM 7, M plus 7.4, R (lme4 V1.1-12), Stata 14.1, and SAS 9.4 to determine how the programs differ in estimation accuracy and speed, as well as convergence, when modeling multiple randomly varying slopes of different magnitudes. Simulated data included population variance estimates, which were zero or near zero for two of the five random slopes. Generally, when yielding admissible solutions, all five software packages produced comparable and reasonably unbiased parameter estimates. However, noticeable differences among the five packages arose in terms of speed, convergence rates, and the production of standard errors for random effects, especially when the variances of these effects were zero in the population. The results of this study suggest that applied researchers should carefully consider which random effects they wish to include in their models. In addition, nonconvergence rates vary across packages, and models that fail to converge in one package may converge in another.

Suggested Citation

  • D. Betsy McCoach & Graham G. Rifenbark & Sarah D. Newton & Xiaoran Li & Janice Kooken & Dani Yomtov & Anthony J. Gambino & Aarti Bellara, 2018. "Does the Package Matter? A Comparison of Five Common Multilevel Modeling Software Packages," Journal of Educational and Behavioral Statistics, , vol. 43(5), pages 594-627, October.
    • Handle: RePEc:sae:jedbes:v:43:y:2018:i:5:p:594-627
    DOI: 10.3102/1076998618776348
    as

    Download full text from publisher

    File URL: https://journals.sagepub.com/doi/10.3102/1076998618776348
    Download Restriction: no
    File URL: https://libkey.io/10.3102/1076998618776348?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Keeling, Kellie B. & Pavur, Robert J., 2007. "A comparative study of the reliability of nine statistical software packages," Computational Statistics & Data Analysis, Elsevier, vol. 51(8), pages 3811-3831, May.
    2. Hedeker, Donald & Nordgren, Rachel, 2013. "MIXREGLS: A Program for Mixed-Effects Location Scale Analysis," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 52(i12).
    3. Austin Peter C, 2010. "Estimating Multilevel Logistic Regression Models When the Number of Clusters is Low: A Comparison of Different Statistical Software Procedures," The International Journal of Biostatistics, De Gruyter, vol. 6(1), pages 1-20, April.
    4. Oluwarotimi O. Odeh & Allen M. Featherstone & Jason S. Bergtold, 2010. "Reliability of Statistical Software," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 92(5), pages 1472-1489.
    5. Bates, Douglas & Mächler, Martin & Bolker, Ben & Walker, Steve, 2015. "Fitting Linear Mixed-Effects Models Using lme4," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 67(i01).
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Ifie, Kemefasu & Simintiras, Antonis C. & Dwivedi, Yogesh & Mavridou, Vasileia, 2018. "How service quality and outcome confidence drive pre-outcome word-of-mouth," Journal of Retailing and Consumer Services, Elsevier, vol. 44(C), pages 214-221.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Jason S. Bergtold & Krishna P. Pokharel & Allen M. Featherstone & Lijia Mo, 2018. "On the examination of the reliability of statistical software for estimating regression models with discrete dependent variables," Computational Statistics, Springer, vol. 33(2), pages 757-786, June.
    2. Bergtold, Jason S. & Pokharel, Krishna & Featherstone, Allen, 2015. "On the Examination of the Reliability of Statistical Software for Estimating Logistic Regression Models," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205643, Agricultural and Applied Economics Association.
    3. Kim, Tae Jun & Vonneilich, Nico & Lüdecke, Daniel & von dem Knesebeck, Olaf, 2017. "Income, financial barriers to health care and public health expenditure: A multilevel analysis of 28 countries," Social Science & Medicine, Elsevier, vol. 176(C), pages 158-165.
    4. JANSSENS, Jochen & DE CORTE, Annelies & SÖRENSEN, Kenneth, 2016. "Water distribution network design optimisation with respect to reliability," Working Papers 2016007, University of Antwerp, Faculty of Business and Economics.
    5. Raymond Hernandez & Elizabeth A. Pyatak & Cheryl L. P. Vigen & Haomiao Jin & Stefan Schneider & Donna Spruijt-Metz & Shawn C. Roll, 2021. "Understanding Worker Well-Being Relative to High-Workload and Recovery Activities across a Whole Day: Pilot Testing an Ecological Momentary Assessment Technique," IJERPH, MDPI, vol. 18(19), pages 1-17, October.
    6. Christopher Hassall & Michael Nisbet & Evan Norcliffe & He Wang, 2024. "The Potential Health Benefits of Urban Tree Planting Suggested through Immersive Environments," Land, MDPI, vol. 13(3), pages 1-12, February.
    7. Jie Zhao & Ji Chen & Damien Beillouin & Hans Lambers & Yadong Yang & Pete Smith & Zhaohai Zeng & Jørgen E. Olesen & Huadong Zang, 2022. "Global systematic review with meta-analysis reveals yield advantage of legume-based rotations and its drivers," Nature Communications, Nature, vol. 13(1), pages 1-9, December.
    8. F J Heather & D Z Childs & A M Darnaude & J L Blanchard, 2018. "Using an integral projection model to assess the effect of temperature on the growth of gilthead seabream Sparus aurata," PLOS ONE, Public Library of Science, vol. 13(5), pages 1-19, May.
    9. Valentina Krenz & Arjen Alink & Tobias Sommer & Benno Roozendaal & Lars Schwabe, 2023. "Time-dependent memory transformation in hippocampus and neocortex is semantic in nature," Nature Communications, Nature, vol. 14(1), pages 1-17, December.
    10. Morán-Ordóñez, Alejandra & Ameztegui, Aitor & De Cáceres, Miquel & de-Miguel, Sergio & Lefèvre, François & Brotons, Lluís & Coll, Lluís, 2020. "Future trade-offs and synergies among ecosystem services in Mediterranean forests under global change scenarios," Ecosystem Services, Elsevier, vol. 45(C).
    11. Jack McDonnell & Thomas McKenna & Kathryn A. Yurkonis & Deirdre Hennessy & Rafael Andrade Moral & Caroline Brophy, 2023. "A Mixed Model for Assessing the Effect of Numerous Plant Species Interactions on Grassland Biodiversity and Ecosystem Function Relationships," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 28(1), pages 1-19, March.
    12. Ana Pinto & Tong Yin & Marion Reichenbach & Raghavendra Bhatta & Pradeep Kumar Malik & Eva Schlecht & Sven König, 2020. "Enteric Methane Emissions of Dairy Cattle Considering Breed Composition, Pasture Management, Housing Conditions and Feeding Characteristics along a Rural-Urban Gradient in a Rising Megacity," Agriculture, MDPI, vol. 10(12), pages 1-18, December.
    13. Damian M. Herz & Manuel Bange & Gabriel Gonzalez-Escamilla & Miriam Auer & Keyoumars Ashkan & Petra Fischer & Huiling Tan & Rafal Bogacz & Muthuraman Muthuraman & Sergiu Groppa & Peter Brown, 2022. "Dynamic control of decision and movement speed in the human basal ganglia," Nature Communications, Nature, vol. 13(1), pages 1-15, December.
    14. Kathrin Stenchly & Marc Victor Hansen & Katharina Stein & Andreas Buerkert & Wilhelm Loewenstein, 2018. "Income Vulnerability of West African Farming Households to Losses in Pollination Services: A Case Study from Ouagadougou, Burkina Faso," Sustainability, MDPI, vol. 10(11), pages 1-12, November.
    15. Dongyan Liu & Chongran Zhou & John K. Keesing & Oscar Serrano & Axel Werner & Yin Fang & Yingjun Chen & Pere Masque & Janine Kinloch & Aleksey Sadekov & Yan Du, 2022. "Wildfires enhance phytoplankton production in tropical oceans," Nature Communications, Nature, vol. 13(1), pages 1-9, December.
    16. Zhaogeng Yang & Yanhui Li & Peijin Hu & Jun Ma & Yi Song, 2020. "Prevalence of Anemia and its Associated Factors among Chinese 9-, 12-, and 14-Year-Old Children: Results from 2014 Chinese National Survey on Students Constitution and Health," IJERPH, MDPI, vol. 17(5), pages 1-10, February.
    17. Marco Lopez-Cruz & Fernando M. Aguate & Jacob D. Washburn & Natalia Leon & Shawn M. Kaeppler & Dayane Cristina Lima & Ruijuan Tan & Addie Thompson & Laurence Willard Bretonne & Gustavo los Campos, 2023. "Leveraging data from the Genomes-to-Fields Initiative to investigate genotype-by-environment interactions in maize in North America," Nature Communications, Nature, vol. 14(1), pages 1-14, December.
    18. Baumann, Elias & Kern, Jana & Lessmann, Stefan, 2019. "Usage Continuance in Software-as-a-Service," IRTG 1792 Discussion Papers 2019-005, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    19. Alexandra M. Cheney & Stephanann M. Costello & Nicholas V. Pinkham & Annie Waldum & Susan C. Broadaway & Maria Cotrina-Vidal & Marc Mergy & Brian Tripet & Douglas J. Kominsky & Heather M. Grifka-Walk , 2023. "Gut microbiome dysbiosis drives metabolic dysfunction in Familial dysautonomia," Nature Communications, Nature, vol. 14(1), pages 1-12, December.
    20. repec:cup:judgdm:v:16:y:2021:i:1:p:201-237 is not listed on IDEAS
    21. C. Gabriel Hidalgo Pizango & Eurídice N. Honorio Coronado & Jhon del Águila-Pasquel & Gerardo Flores Llampazo & Johan de Jong & César J. Córdova Oroche & José M. Reyna Huaymacari & Steve J. Carver & D, 2022. "Sustainable palm fruit harvesting as a pathway to conserve Amazon peatland forests," Nature Sustainability, Nature, vol. 5(6), pages 479-487, June.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:sae:jedbes:v:43:y:2018:i:5:p:594-627. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: SAGE Publications (email available below). General contact details of provider: .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.