Re: st: Mixed negative binomial models?

["Michael N. Mitchell" <Michael.Norman.Mitchell@gmail.com>]

Dear Troy

  This came up recently, see

http://statalist.1588530.n2.nabble.com/random-slope-model-xtnbreg-or-other-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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