st: New command: runmixregls - run the MIXREGLS mixed-effects location scale modeling software from within Stata

[g leckie <G.Leckie@bristol.ac.uk>]

Dear Statalisters,

I am pleased to announce runmixregls, a new command to run Don Hedeker's
MIXREGLS mixed-effects location scale modeling software seamlessly from
within Stata.

The mixed-effects location scale model extends the standard two-level
random-intercept mixed-effects model for continuous responses (implemented
in Stata as xtreg, mle) in three ways:

(1) The (log of the) within- and between-group variances are further
modelled as functions of the covariates.

(2) A new random effect, referred to as the random- scale effect, is then
entered into the within-group variance function to account for any
unexplained group differences in the residual variance. The existing
random-intercept effect is now referred to as the random-location effect.

(3) A group-level association between the location and the scale may be
allowed for by entering the random-location effect into the within-group
variance function using either a linear or quadratic functional form. The
regression coefficients of these linear and quadratic terms are then
estimated.

The distributions of the random-location and random-scale effects are
assumed to be Gaussian.

runmixregls returns all model results to Stata at which point you can make
use of all of Stata's standard post-estimation and graphing commands.

runmixregls requires Stata version 12 or higher and MIXREGLS.

You can install runmixreglsfrom within Stata by simply typing:

    ssc install runmixregls, replace

Further details are available at the runmixregls website:

    http://www.bristol.ac.uk/cmm/software/runmixregls

I hope you find runmixregls useful.

Best wishes

George

Dr George Leckie
Lecturer in Social Statistics
Centre for Multilevel Modelling
University of Bristol, UK
http://www.bristol.ac.uk/cmm/team/leckie.html
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