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RE: st: Mixed negative binomial models?


From   Garry Anderson <g.anderson@unimelb.edu.au>
To   statalist@hsphsun2.harvard.edu
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
Garry

 

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Michael N.
Mitchell
Sent: Tuesday, 31 August 2010 11:54 AM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Mixed negative binomial models?

Dear Troy

   This came up recently, see

http://statalist.1588530.n2.nabble.com/random-slope-model-xtnbreg-or-oth
er-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
>
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