We illustrate how to fit multilevel models in the MLwiN package seamlessly from within Stata using the Stata program runmlwin. We argue that using MLwiN and Stata in combination allows researchers to capitalize on the best features of both packages. We provide examples of how to use runmlwin to fit continuous, binary, ordinal, nominal and mixed response multilevel models by both maximum likelihood and Markov chain Monte Carlo estimation.

Background and AimMany multilevel logistic regression analyses of “neighbourhood and health” focus on interpreting measures of associations (e.g., odds ratio, OR). In contrast, multilevel analysis of variance is rarely considered. We propose an original stepwise analytical approach that distinguishes between “specific” (measures of association) and “general” (measures of variance) contextual effects. Performing two empirical examples we illustrate the methodology, interpret the results and discuss the implications of this kind of analysis in public health.MethodsWe analyse 43,291 individuals residing in 218 neighbourhoods in the city of Malmö, Sweden in 2006. We study two individual outcomes (psychotropic drug use and choice of private vs. public general practitioner, GP) for which the relative importance of neighbourhood as a source of individual variation differs substantially. In Step 1 of the analysis, we evaluate the OR and the area under the receiver operating characteristic (AUC) curve for individual-level covariates (i.e., age, sex and individual low income). In Step 2, we assess general contextual effects using the AUC. Finally, in Step 3 the OR for a specific neighbourhood characteristic (i.e., neighbourhood income) is interpreted jointly with the proportional change in variance (i.e., PCV) and the proportion of ORs in the opposite direction (POOR) statistics.ResultsFor both outcomes, information on individual characteristics (Step 1) provide a low discriminatory accuracy (AUC = 0.616 for psychotropic drugs; = 0.600 for choosing a private GP). Accounting for neighbourhood of residence (Step 2) only improved the AUC for choosing a private GP (+0.295 units). High neighbourhood income (Step 3) was strongly associated to choosing a private GP (OR = 3.50) but the PCV was only 11% and the POOR 33%.ConclusionApplying an innovative stepwise multilevel analysis, we observed that, in Malmö, the neighbourhood context per se had a negligible influence on individual use of psychotropic drugs, but appears to strongly condition individual choice of a private GP. However, the latter was only modestly explained by the socioeconomic circumstances of the neighbourhoods. Our analyses are based on real data and provide useful information for understanding neighbourhood level influences in general and on individual use of psychotropic drugs and choice of GP in particular. However, our primary aim is to illustrate how to perform and interpret a multilevel analysis of individual heterogeneity in social epidemiology and public health. Our study shows that neighbourhood “effects” are not properly quantified by reporting differences between neighbourhood averages but rather by measuring the share of the individual heterogeneity that exists at the neighbourhood level.

Multilevel data occur frequently in many research areas like health services research and epidemiology. A suitable way to analyze such data is through the use of multilevel regression models. These models incorporate cluster‐specific random effects that allow one to partition the total variation in the outcome into between‐cluster variation and between‐individual variation. The magnitude of the effect of clustering provides a measure of the general contextual effect. When outcomes are binary or time‐to‐event in nature, the general contextual effect can be quantified by measures of heterogeneity like the median odds ratio or the median hazard ratio, respectively, which can be calculated from a multilevel regression model. Outcomes that are integer counts denoting the number of times that an event occurred are common in epidemiological and medical research. The median (incidence) rate ratio in multilevel Poisson regression for counts that corresponds to the median odds ratio or median hazard ratio for binary or time‐to‐event outcomes respectively is relatively unknown and is rarely used. The median rate ratio is the median relative change in the rate of the occurrence of the event when comparing identical subjects from 2 randomly selected different clusters that are ordered by rate. We also describe how the variance partition coefficient, which denotes the proportion of the variation in the outcome that is attributable to between‐cluster differences, can be computed with count outcomes. We illustrate the application and interpretation of these measures in a case study analyzing the rate of hospital readmission in patients discharged from hospital with a diagnosis of heart failure.

In England, so-called 'league tables' based on examination results and test scores are published annually, ostensibly to inform parental choice of secondary schools. A crucial limitation of these tables is that the most recent published information is based on the current performance of a cohort of pupils who entered secondary schools several years earlier, whereas for choosing a school it is the future performance of the current cohort that is of interest. We show that there is substantial uncertainty in predicting such future performance and that incorporating this uncertainty leads to a situation where only a handful of schools' future performances can be separated from both the overall mean and from one another with an acceptable degree of precision. This suggests that school league tables, including value-added tables, have very little to offer as guides to school choice. Copyright (c) 2009 Royal Statistical Society.

Depression is a common mental illness and research has focused on late childhood and adolescence in an attempt to prevent or reduce later psychopathology and/or social impairments. It is important to establish and study population-averaged trajectories of depressive symptoms across adolescence as this could characterise specific changes in populations and help identify critical points to intervene with treatment. Multilevel growth-curve models were used to explore adolescent trajectories of depressive symptoms in 9301 individuals (57% female) from the Avon Longitudinal Study of Parents and Children, a UK based pregnancy cohort. Trajectories of depressive symptoms were constructed for males and females using the short mood and feelings questionnaire over 8 occasions, between 10 and 22 years old. Critical points of development such as age of peak velocity for depressive symptoms (the age at which depressive symptoms increase most rapidly) and the age of maximum depressive symptoms were also derived. The results suggested that from similar initial levels of depressive symptoms at age 11, females on average experienced steeper increases in depressive symptoms than males over their teenage and adolescent years until around the age of 20 when levels of depressive symptoms plateaued and started to decrease for both sexes. Females on average also had an earlier age of peak velocity of depressive symptoms that occurred at 13.5 years, compared to males who on average had an age of peak velocity at 16 years old. Evidence was less clear for a difference between the ages of maximum depressive symptoms which were on average 19.6 years for females and 20.4 for males. Identifying critical periods for different population subgroups may provide useful knowledge for treating and preventing depression and could be tailored to be time specific for certain groups. Possible explanations and recommendations are discussed.