This book examines Stata's treatment of generalized linear mixed models, also known as multilevel or hierarchical models. These models are "mixed" because they allow fixed and random effects, and they are "generalized" because they are appropriate for continuous Gaussian responses as well as binary, count, and other types of limited dependent variables. Volume I covers continuous Gaussian linear mixed models and has nine chapters. The chapters are organized in four parts. Volume II discusses generalized linear mixed models for binary, categorical, count, and survival outcomes.