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RE: st: Mixed negative binomial models?
From
Garry Anderson <[email protected]>
To
[email protected]
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: [email protected]
[mailto:[email protected]] On Behalf Of Michael N.
Mitchell
Sent: Tuesday, 31 August 2010 11:54 AM
To: [email protected]
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: [email protected]
>
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