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Re: st: random-slope model xtnbreg or other in stata


From   Michael Norman Mitchell <Michael.Norman.Mitchell@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: random-slope model xtnbreg or other in stata
Date   Fri, 23 Apr 2010 18:10:22 -0700

Dear Kevin

Based on the link http://www.unc.edu/~skolenik/stata/gllamm-demo.html it seems that gllamm (within Stata) will not fit such a model.

HLM will fit random slope poisson models, but I do not see anything about it fitting random slope negative binomial models.

I am pretty sure Mplus will fit random slope negative binomial models, although I have never done so. The link http://www.statmodel.com/verhistory.shtml indicates Mplus does fit negative binomial models, and for Mplus it is common that pretty much any parameter can be treated as a random slope.

You can download a demo version of Mplus at http://www.statmodel.com/demo.shtml and you can see example Mplus programs at http://www.ats.ucla.edu/stat/Mplus/dae/ and annotated outputs at http://www.ats.ucla.edu/stat/mplus/output/default.htm .

  Best luck,

Michael N. Mitchell
See the Stata tidbit of the week at...
http://www.MichaelNormanMitchell.com

On 2010-04-23 5.38 PM, Kevin Wolff wrote:
I am currently trying to run multilevel count models using the xtnbreg
command and cannot seem to find any resources that use this
command to estimate a random-slope model. Is there a package in stata
which is capable of running a negative binomial regression and
estimating a random-slope or random-coefficient model? If this is not
possible in stata,
are there any other statistical packages that anyone is aware of that would
be capable of estimating this model?

Thank you very much for your time.

Kevin Wolff

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