st: stata equivalent of proc mixed

[David Airey <david.airey@vanderbilt.edu>]

> Hi all,
>
> Does Stata have an equivalent of SAS's proc mixed for time series data?
>
> Thanks,
> Jim Seward

Stata does implement certain models as others have mentioned (xtreg), 
and perhaps your problem is subsumed by those, but Stata does not have 
a powerful general mixed model like Proc Mixed. It will be a while, 
certainly more than a year, before anything appears in official Stata. 
It's on the list, according to tech-support. As for GLLAMM, it is slow, 
but that's an interesting option. If you don't have SAS, look to R. 
NLME/LME or LME4 in R will do most of what Proc Mixed will do. And it's 
free if you have the time to learn R. If you know both Stata and R, 
then you know the only two statistical packages with good programming 
languages. There is a useful text by Bates detailing NLME/LME but not 
yet LME4. Of course, if you can get my within what Stata offers, I envy 
you.

-Dave

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