Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Mixed negative binomial models?


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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index