Resources for using MLwiN
Over the years the team has written a large number of resources for using MLwiN. While there is a rolling program of updating, inevitably some materials lag behind others. This page is meant to point you where to look for further help in using MLwiN to estimate models. It gives an overview of our materials.
Where there are multiple entries for a topic, we have tried to put the most introductory first, followed by the most comprehensive; the most technical comes at the end.
- The resources
- Other sources of help
- Multilevel modelling: the background
- Hierarchical normal-theory models
- Models with multiple responses (including multivariate and panel models
- Discrete outcomes
- Non-Hierarchical models
- Estimation
- Data and design
- MLwiN functioning
- Interoperability: using MLwiN with other software
- Other software and how it can be used with CMM materials
- Further training and information
The resources
USER: Rasbash, J., Steele, F., Browne, W.J. and Goldstein, H. (2017) A User's Guide to MLwiN, v3.00 (PDF, 4,395kB), Centre for Multilevel Modelling, University of Bristol.
MCMC: Browne, W.J. (2017) MCMC Estimation in MLwiN, v3.00 (PDF, 6,430kB), Centre for Multilevel Modelling, University of Bristol.
SUPP: Rasbash, J., Charlton, C., Jones, K. and Pillinger, R. (2017) Manual Supplement to MLwiN, v3.00 (PDF, 1,931kB), Centre for Multilevel Modelling, University of Bristol.
COMMAND: Rasbash, J., Browne, W.J. and Goldstein, H. (2003) MLwiN 2.0 Command Manual (PDF, 880kB), Centre for Multilevel Modelling, University of Bristol.
FAQ: CMM software support Frequently Asked Questions
LEMMA: Multilevel modelling online course
REALCOM: Developing multilevel models for REAListically COMplex social science data
C&Hvol1: Jones, K and Subramanian, V S (2014) Developing multilevel models for analysing contextuality, heterogeneity and change using MLwiN, Volume 1 , University of Bristol.
C&Hvol2: Jones, K and Subramanian, V S (2013) Developing multilevel models for analysing contextuality, heterogeneity and change using MLwiN, Volume 2, University of Bristol.
Gallery: the Multilevel Gallery which is a database of (mostly) published journal articles which fit multilevel models. It is searchable by model type and substantive area.
TEXT: MLwiN Textbook Examples provided by UCLA Statistical Consulting Group
Other sources of help
This is a guide to all the materials that CMM have, for further assistance:
- All users can post enquiries to the MLwiN user forum
- If you have bought MLwiN, you may be entitled to email support. (If you are a UK academic and have downloaded the free version, unfortunately, you are not entitled to free support.)
- You can also join the JISC Multilevel Modelling discussion list which is a general discussion list that is not run by CMM.
Multilevel modelling: the background
Structures and classifications | Structures Lemma Module 4 |
What types of model can be fitted in MLwiN? | Types |
Basic concepts behind the models | USER: Chapter 1 |
Research questions and data | Lemma Module 8 |
Single level multiple regression models | Lemma Module 3 |
The basic two-level model | Lemma Module 5 |
Web resources for multilevel modelling | Links to non-CMM resources |
Getting started with MLwiN (without modelling) | C&Hvol1: Chapter 2 |
Hierarchical normal-theory models
Two-level hierarchical model with a continuous response
The basic models | Lemma Module 5 USER: Chapter 2 |
Residuals | USER: Chapter 3 Slides with voiceover |
Random intercepts and random slopes | USER: Chapter 4 Slides; slides with voiceover |
Customised (AKA out of sample) predictions | SUPP: Chapter 2 and Appendix A |
Comparing a sequence of models &testing | C&Hvol1: Chapter 6 SUPP: Chapter 4 |
Diagnostics | USER: Chapter 15 C&Hvol1: Chapter 4 |
Variance functions | USER: Chapter 7 |
Power point slides: introduction to multilevel models | Slides |
Multilevel Statistical Models by Harvey Goldstein | MSM Script |
Intro Multilevel Modelling, by Kreft and de Leeuw | IMM Script |
Multilevel modelling by Snijders and Bosker | B&Adv Script 2nd edition |
Contextual variables at level two
Contextual effects and cross-level interactions | USER: Chapter 6 C&Hvol1: Chapter 8 |
Customised predictions plot | SUPP: Chapter 2 and Appendix A |
Going further with the basic model
Partitioning variance | VPC |
Estimation by MCMC | C&Hvol1: Chapter 10 MCMC: Chapter 1 to 6 |
Complex heterogeneity at level 1 with MCMC | MCMC: Chapter 9 |
Robust or sandwich errors | FAQRobust |
FAQ's ICC | FAQICC |
FAQ's residuals | FAQ Res |
Survey weights | FAQWts |
Three-level models
Concepts | Lemma Module 4 |
Specification, estimation, interpretation | Lemma Module 11 |
Repeated cross-sectional model | C&Hvol1: Chapter 11 |
Models with multiple responses (including multivariate and panel models)
Multivariate response models
Concepts | Lemma Module 4 |
Multivariate normal response models | USER: Chapter 14 |
Estimation in MCMC | MCMC: Chapter 18 |
Customised predictions | SUPP: Chapter 2.5 and Appendix A |
Estimation in MCMC | MCMC: Chapter 18 |
Repeated measures (panel models)
Concepts | C&Hvol2: Chapter 14; Lemma Module 15 |
Models for repeated measures | USER: Chapter 13; Lemma Module 15 |
Presentation | Multilevel models for longitudinal data (PDF, 370kB) |
Application | Physical Health functioning (PDF, 933kB) |
Modelling longitudinal and cross-sectional effects | C&Hvol2: Chapter 15 |
Applied Longitudinal by Singer and Willett | ALDA Script |
Ordinal categories for time | SUPP: Chapter 2 |
Auto-correlated errors in continuous time | SUPP: Chapter 5 |
As a multivariate model | MCMC: Chapter 18 |
With autoregressive structure | MCMC: Chapter 18 |
FAQ's | Longitudinal data FAQs |
Event history | Multilevel discrete-time event history |
Multilevel factor analysis
Estimation in MCMC | MCMC: Chapter 20 |
Multilevel structural equation models | REALCOM |
Discrete outcomes
Bernoulli or binomial responses: binary or proportions
Concepts | Lemma Modules 6 & 7 |
Quasi-likelihood estimation | USER: Chapter 9 |
Modelling proportions (binomial counts) | USER: Chapter 9.5 C&Hvol2: Chapter 12 |
MCMC estimation | MCMC: Chapter 10 |
Customised predictions | SUPP: Chapter 2.2 and Appendix A |
Comparing a sequence of models | SUPP: Chapter 4 |
Partitioning variance | VPC |
PowerPoint presentation on discrete models | Slides |
Applications | Multilevel Gallery |
FAQ's | Discrete FAQ's |
Modelling segregation | Modelling ethnic segregation using MLwiN (PDF, 972kB) |
Nominal responses: multiple categories unordered
Concepts | Lemma Module 10 |
Quasi-likelihood estimation | USER: Chapter 10 |
MCMC estimation | MCMC: Chapter 12 |
Customised predictions | SUPP: Chapter 2.3 and Appendix A |
Comparing a sequence of models | SUPP: Chapter 4 |
PowerPoint presentation | Slides |
Applications | Multilevel Gallery |
FAQ's | Discrete FAQ's |
Modelling segregation | Modelling ethnic segregation using MLwiN (PDF, 972kB) |
Ordinal responses: multiple categories ordered
Concepts | Lemma Module 9 |
Quasi-likelihood estimation | USER: Chapter 11 |
MCMC estimation | MCMC: Chapter 13 |
Customised predictions | SUPP: Chapter 2.3 and Appendix A |
Comparing a sequence of models | SUPP: Chapter 4 |
Powerpoint presentation | Slides |
Applications | Multilevel Gallery |
FAQ's | Discrete FAQ's |
Poisson and Negative Binomial Models: counts and rates
Concepts | C&Hvol2: Chapter 13 |
Quasi-likelihood estimation | USER: Chapter 12 |
MCMC estimation | MCMC: Chapter 11 |
Customised predictions | SUPP: Chapter 2.4 and Appendix A |
Comparing a sequence of models | SUPP: Chapter 4 |
Powerpoint presentation | Slides |
Applications | Multilevel Gallery |
FAQ's | Discrete FAQ's |
Multivariate mixed response models
Discrete & continuous outcomes simultaneously | MCMC: Chapter 18 |
Estimation in REALCOM | REALCOM |
Responses at more than one level & of different type | REALCOM Stat – JR |
Non-Hierarchical models
Cross- classified models
Concepts | Lemma Module 4 Lemma Module 12 |
Estimation in MCMC | MCMC: Chapter 15 |
Comparing a sequence of models | SUPP: Chapter 4 |
Applications | Multilevel Gallery |
Multiple membership models
Concepts | Lemma Module 4 Lemma Module 13 |
Estimation in MCMC | MCMC: Chapter 16 |
Comparing a sequence of models | SUPP: Chapter 4 |
Applications | Multilevel Gallery |
Spatial models
Concepts | C&Hvol2: Chapter 16 |
Estimation in MCMC | MCMC: Chapter 17 |
Space-time models | C&Hvol2: Chapter 16 |
Estimation
IGLS (maximum likelihood estimation) algorithm
Underlying concepts | C&Hvol1: Chapter 9 |
Commands for the IGLS algorithm | COMMAND: Chapter 13 |
Constraining parameters | FAQ Constraint |
MCMC estimation
Bayesian approach and MCMC estimation | MCMC: Chapter 1 C&Hvol1: Chapter 10 |
Fixed and random effects estimated by MCMC | MCMC: Chapter 3.3 |
Simulation in MLwiN | USER: Chapter 16 |
Gibbs sampling for MCMC and DIC | MCMC: Chapter 1 to 3 |
Metropolis Hastings sampling | MCMC: Chapter 1 to 4 |
Using prior distributions | MCMC: Chapter 5 |
Speeding up (less correlated chains) | MCMC: Chapter 21-c25 |
Speeding up (less correlated chains) | C&Hvol1: Chapter 10 and C&Hvol2: Chapter 12 |
MCMC FAQs | FAQ MCMC |
Commands for MCMC estimation | COMMAND: Chapter 16 |
Bootstrap estimation
Iterated and non-parametric bootstrap | USER: Chapter 16 |
Estimates of residuals and shrinkage
Fix e d and random effects | USER: Chapter 2 C&Hvol1: Chapter 2 |
Residuals and shrinkage | USER: Chapter 9 |
Data and design
Missing data
Concepts | Lemma Module 14 http://www.missingdata.org.uk |
Estimation in MCMC | MCMC: Chapter 18 |
Multiple imputation in REALCOM | REALCOM |
Multiple imputation in Stat-JR | Multiple imputation for 2-level models in Stat-JR |
Getting data in (with missing) | FAQ data in |
Identifying patterns of missingness | FAQ Pat Miss (PDF, 381kB) |
Measurement error
Measurements error and misclassification | MCMC: Chapter 14 |
Measurement error modelling | REALCOM |
Power calculations
Concepts | FAQ Power |
Sample size | Size |
Concepts and software | MLPowSim |
MLwiN functioning
Data and worksheets
Chapter 2
Research questions and data | Lemma Module 8 |
Getting started with data | USER: Chapter 8 |
Viewing data | SUPP: Chapter 8 |
Getting started with MLwiN (without modelling) | C&Hvol1: |
Getting data in to MLwiN | FAQ data in |
Getting data out of MLwiN | FAQ dataout |
Understanding worksheets | C&Hvol1: Chapter 2 |
Increasing worksheet size | FAQ Inc Size |
Large data sets | FAQ Large |
Getting data from other software | SUPP: Chapter 6 |
Minitab, Stata and SPSS | FAQ Other packages |
Categorical variables reference categories | SUPP: Chapter 8 & 1 FAQ Categ |
Categorical variables: ordinal categories | SUPP: Chapter 2 |
Combining categorical columns | SUPP: Chapter 8 |
Finding unique codes | SUPP: Chapter 8 |
Graphs
Graphs | USER: Chapter 5 |
Graphs of residuals | USER: Chapter 3 |
Graphs of group lines | USER: Chapter 4 |
High- resolution graphics | C&Hvol1: Chapter 2 http://www.gigasoft.com/ |
Customised predictions plot | SUPP: Chapter 2 and Appendix A |
3D graphs | SUPP: Chapter 3 |
Simulation studies
Simulation | USER: Chapter 16 |
Running a simulation study | MCMC: Chapter 8 |
Commands for simulation | COMMAND: Chapter 20 |
Commands, syntax and macros
Guide to using syntax | C&Hvol1: Chapter 1 COMMAND: Chapter 1 |
Quick reference sheet for commands | Command dictionary (PDF, 47kB) |
Quick introduction to commands and macros | Introduction to commands (PDF, 33kB) |
FAQ on commands | FAQ syntax |
An example of a macro | C&Hvol1: Chapter 1 |
Macro commands | COMMAND: Chapter 15 |
Macro programming | SUPP: Chapter 4 |
FAQ on macros | FAQ macro |
Stored estimates | FAQ estimates |
Every documented command | COMMAND |
more recent commands | SUPP: all chapters |
Commands for the IGLS algorithm | COMMAND: Chapter 13 |
Commands for MCMC estimation | COMMAND: Chapter 16 |
MLwiN and different operating systems
MLwiN system requirements | Frequently Asked Questions |
Mac, server etc | Frequently Asked Questions |
MLwiN Bugs and errors
Bugs and errors during estimation | FAQ errors in estimation |
Implausible results | FAQ errors in estimation |
Problems opening worksheets | FAQ crashes |
Interoperability: using MLwiN with other software
Stata | runmlwin: MLwiN from within Stata |
R | R2MLwiN: MLwiN from within R |
Stat-JR | Stat-JR: a software environment |
MLwiN to WinBUGS | MCMC: Chapter 7 |
Other software and how it can be used with CMM materials
LEMMA training material in Stata | LEMMA |
LEMMA training material in R | LEMMA |
LEMMA training material in SPSS | LEMMA |
Examples of other multilevel software (some of these are out of date) |
CMM software reviews |
Further training and information
Face to face workshops | Workshops |
Sign up for CMM Newsletter | Newsletter |