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RE: st: Mixed negative binomial models?

From   Garry Anderson <>
Subject   RE: st: Mixed negative binomial models?
Date   Wed, 01 Sep 2010 12:40:52 +1000

Dear Troy,

You cite Rabe-Hesketh and Skrondal (2008) "Multilevel and Longitudinal
Modeling Using Stata".
On page 394 is -xtnbreg dep xvarlist, irr i(id)-
The authors mention some weaknesses of this model and say "We therefore
do not recommend using this model."

Best wishes


-----Original Message-----
[] On Behalf Of Michael N.
Sent: Tuesday, 31 August 2010 11:54 AM
Subject: Re: st: Mixed negative binomial models?

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
> Email:
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