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. 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).
    2. 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.
    3. 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).
    4. 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.
    5. 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.
    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. 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.
    2. 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.
    3. 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.
    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. 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).
    7. 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.
    8. 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.
    9. 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".
    10. 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.
    11. Szefer Elena & Graham Jinko & Lu Donghuan & Beg Mirza Faisal & Nathoo Farouk, 2017. "Multivariate association between single-nucleotide polymorphisms in Alzgene linkage regions and structural changes in the brain: discovery, refinement and validation," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 16(5-6), pages 349-365, December.
    12. Julien Collet & Samantha C Patrick & Henri Weimerskirch, 2017. "A comparative analysis of the behavioral response to fishing boats in two albatross species," Behavioral Ecology, International Society for Behavioral Ecology, vol. 28(5), pages 1337-1347.
    13. Sean Coogan & Zhixian Sui & David Raubenheimer, 2018. "Gluttony and guilt: monthly trends in internet search query data are comparable with national-level energy intake and dieting behavior," Palgrave Communications, Palgrave Macmillan, vol. 4(1), pages 1-9, December.
    14. Darcy Steeg Morris & Kimberly F. Sellers, 2022. "A Flexible Mixed Model for Clustered Count Data," Stats, MDPI, vol. 5(1), pages 1-18, January.
    15. Daniel Y Choi & Thomas W Wittig & Bryan M Kluever, 2020. "An evaluation of bird and bat mortality at wind turbines in the Northeastern United States," PLOS ONE, Public Library of Science, vol. 15(8), pages 1-22, August.
    16. Vonneilich, Nico & Lüdecke, Daniel & von dem Knesebeck, Olaf, 2020. "Educational inequalities in self-rated health and social relationships – analyses based on the European Social Survey 2002-2016," Social Science & Medicine, Elsevier, vol. 267(C).
    17. Kimmo Eriksson & Irina Vartanova & Petra Ornstein & Pontus Strimling, 2021. "The common-is-moral association is stronger among less religious people," Palgrave Communications, Palgrave Macmillan, vol. 8(1), pages 1-8, December.
    18. Sarah V Bentley & Katharine H Greenaway & S Alexander Haslam, 2017. "An online paradigm for exploring the self-reference effect," PLOS ONE, Public Library of Science, vol. 12(5), pages 1-21, May.
    19. Tsai, Tsung-Han, 2016. "A Bayesian Approach to Dynamic Panel Models with Endogenous Rarely Changing Variables," Political Science Research and Methods, Cambridge University Press, vol. 4(3), pages 595-620, September.
    20. Mitchell G Maltenfort & Yong Chen & Christopher B Forrest, 2019. "Prediction of 30-day pediatric unplanned hospitalizations using the Johns Hopkins Adjusted Clinical Groups risk adjustment system," PLOS ONE, Public Library of Science, vol. 14(8), pages 1-12, August.

    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.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: . General contact details of provider: .

    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 hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.