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From |
"Michael N. Mitchell" <Michael.Norman.Mitchell@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Mixed negative binomial models? |

Date |
Mon, 30 Aug 2010 18:53:40 -0700 |

Dear Troy This came up recently, see http://statalist.1588530.n2.nabble.com/random-slope-model-xtnbreg-or-other-in-stata-td4953387.html Here were my thoughts from the time, but see the link above for other thoughts as well... 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 regards, Michael N. Mitchell Data Management Using Stata - http://www.stata.com/bookstore/dmus.html A Visual Guide to Stata Graphics - http://www.stata.com/bookstore/vgsg.html Stata tidbit of the week - http://www.MichaelNormanMitchell.com On 2010-08-30 5.24 PM, Troy Payne wrote:

I've been through Rabe-Hesketh and Skrondal's (2008) book on multilevel modeling a few times and haven't seen a way to estimate mixed negative binomial models. Can Stata run mixed negative binomial models? I'm looking for something like xtmixed but for overdispersed count (Poisson) distributions. Did I miss a way to do this in the myriad of options for gllamm? If there's not a method to estimate mixed negative binomial models in Stata, does anyone know offhand if other packages (e.g., HLM) can estimate these models? -- Troy Payne Email: paynetc@gmail.com * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**RE: st: Mixed negative binomial models?***From:*Garry Anderson <g.anderson@unimelb.edu.au>

**References**:**st: Mixed negative binomial models?***From:*Troy Payne <paynetc@gmail.com>

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