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


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: random-slope model xtnbreg or other in stata
Date   Sat, 24 Apr 2010 11:09:21 -0500

With Mplus unfortunately there is no telling which interaction of
options and features will work, and which won't. So I wouldn't put
very hopes on it.

In fact, the negative binomial regression can be derived as Poisson
regression with gamma random errors. So in a sense the negative
binomial model is a particular case of an overdispersed Poisson model.
You can try to overdisperse it even further with additional random
effects... but since the sum of two independent gammas is a gamma,
you'll still be a step away from Poisson. So I would just fit -gllamm-
with Poisson and won't bother.

Of course that's my personal opinion, and I am a strongly opinionated
guy :)). You'd want to look elsewhere for advice on this, such as the
multilevel list at jiscmail.ac.uk (make sure that your question is
answered by Cam McIntosh :)).

On Fri, Apr 23, 2010 at 8:10 PM, Michael Norman Mitchell
<Michael.Norman.Mitchell@gmail.com> wrote:
> 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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>>
>
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>



-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.

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