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Re: st: Mixed negative binomial models?

From   "Michael N. Mitchell" <>
Subject   Re: st: Mixed negative binomial models?
Date   Mon, 30 Aug 2010 18:53:40 -0700

Dear Troy

  This came up recently, see

  Here were my thoughts from the time, but see the link above for other thoughts as well...

   Based on the link
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 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 and you can see example Mplus
programs at and annotated
outputs at .

Best regards,

Michael N. Mitchell
Data Management Using Stata      -
A Visual Guide to Stata Graphics -
Stata tidbit of the week         -

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

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