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Subject: RE: st: Mixed negative binomial models?

Subject   Subject: RE: st: Mixed negative binomial models?
Date   Thu, 02 Sep 2010 14:54:14 -0400

LIMDEP has the capability to perform random intercept and random slope (coefficient) negative binomial estimations. I show how to estimate both types of models using LIMDEP in my book, "Negative Binomial Regression" (2007, Cambridge University Press). LIMDEP is not free, but has a greater range of count models than any other software, and it is really quite simple to use. Stata is catching up though.

There are caveats to using any of these types of NB panel models, so be sure to take them into consideration when modeling.

Joseph Hilbe

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

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

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