Software
We conducted our simulation study in Stata. While many of our results will be relevant for users of other software packages, there are some differences that could have an impact. For example, we found that for some datasets the intercept-slope correlation from the random slopes model was estimated on the boundary. Analysing a handful of such datasets using the lme command from the nlme package [If we had used SAS’s proc mixed [In Stata, we used a pre-specified ordering of algorithms and model options for the random slopes model. This increased the number of datasets for which the random slopes model converged, although the correlation between the random intercepts and slopes often converged on the boundary for these datasets. The use of these alternative algorithms could be of use to an analyst who is trying to determine why a model is not converging using the default settings.