Quantcast

random-slope model xtnbreg or other in stata

classic Classic list List threaded Threaded
4 messages Options
Reply | Threaded
Open this post in threaded view
|  
Report Content as Inappropriate

random-slope model xtnbreg or other in stata

Kevin Wolff
I am currently trying to run multilevel count models using the xtnbreg
command and cannot seem to find any resources that use this
command to estimate a random-slope model. Is there a package in stata
which is capable of running a negative binomial regression and
estimating a random-slope or random-coefficient model? If this is not
possible in stata,
are there any other statistical packages that anyone is aware of that would
be capable of estimating this model?

Thank you very much for your time.

Kevin Wolff

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/
Reply | Threaded
Open this post in threaded view
|  
Report Content as Inappropriate

Re: random-slope model xtnbreg or other in stata

Michael N. Mitchell
Dear Kevin

   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 luck,

Michael N. Mitchell
See the Stata tidbit of the week at...
http://www.MichaelNormanMitchell.com

On 2010-04-23 5.38 PM, Kevin Wolff wrote:

> I am currently trying to run multilevel count models using the xtnbreg
> command and cannot seem to find any resources that use this
> command to estimate a random-slope model. Is there a package in stata
> which is capable of running a negative binomial regression and
> estimating a random-slope or random-coefficient model? If this is not
> possible in stata,
> are there any other statistical packages that anyone is aware of that would
> be capable of estimating this model?
>
> Thank you very much for your time.
>
> Kevin Wolff
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>    
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/
Reply | Threaded
Open this post in threaded view
|  
Report Content as Inappropriate

Re: random-slope model xtnbreg or other in stata

Stas Kolenikov
With Mplus unfortunately there is no telling which interaction of
options and features will work, and which won't. So I wouldn't put
very hopes on it.

In fact, the negative binomial regression can be derived as Poisson
regression with gamma random errors. So in a sense the negative
binomial model is a particular case of an overdispersed Poisson model.
You can try to overdisperse it even further with additional random
effects... but since the sum of two independent gammas is a gamma,
you'll still be a step away from Poisson. So I would just fit -gllamm-
with Poisson and won't bother.

Of course that's my personal opinion, and I am a strongly opinionated
guy :)). You'd want to look elsewhere for advice on this, such as the
multilevel list at jiscmail.ac.uk (make sure that your question is
answered by Cam McIntosh :)).

On Fri, Apr 23, 2010 at 8:10 PM, Michael Norman Mitchell
<[hidden email]> wrote:

> Dear Kevin
>
>  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 luck,
>
> Michael N. Mitchell
> See the Stata tidbit of the week at...
> http://www.MichaelNormanMitchell.com
>
> On 2010-04-23 5.38 PM, Kevin Wolff wrote:
>>
>> I am currently trying to run multilevel count models using the xtnbreg
>> command and cannot seem to find any resources that use this
>> command to estimate a random-slope model. Is there a package in stata
>> which is capable of running a negative binomial regression and
>> estimating a random-slope or random-coefficient model? If this is not
>> possible in stata,
>> are there any other statistical packages that anyone is aware of that
>> would
>> be capable of estimating this model?
>>
>> Thank you very much for your time.
>>
>> Kevin Wolff
>>
>> *
>> *   For searches and help try:
>> *   http://www.stata.com/help.cgi?search
>> *   http://www.stata.com/support/statalist/faq
>> *   http://www.ats.ucla.edu/stat/stata/
>>
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>



--
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/
Reply | Threaded
Open this post in threaded view
|  
Report Content as Inappropriate

Re: random-slope model xtnbreg or other in stata

Scott Baldwin
I know that Mplus can fit a multilevel negative binomial model (I
think you need Mplus 5 for this). PROC GLIMMIX in SAS (included in
9.2) also can fit it. In Stata, I've followed the recommendation
provided on Statalist to add another level to the model consisting of
the observations themselves (see:
http://www.stata.com/statalist/archive/2009-07/msg00142.html). This
can be a bit slow.

Best,
Scott



On Sat, Apr 24, 2010 at 10:09 AM, Stas Kolenikov <[hidden email]> wrote:

> With Mplus unfortunately there is no telling which interaction of
> options and features will work, and which won't. So I wouldn't put
> very hopes on it.
>
> In fact, the negative binomial regression can be derived as Poisson
> regression with gamma random errors. So in a sense the negative
> binomial model is a particular case of an overdispersed Poisson model.
> You can try to overdisperse it even further with additional random
> effects... but since the sum of two independent gammas is a gamma,
> you'll still be a step away from Poisson. So I would just fit -gllamm-
> with Poisson and won't bother.
>
> Of course that's my personal opinion, and I am a strongly opinionated
> guy :)). You'd want to look elsewhere for advice on this, such as the
> multilevel list at jiscmail.ac.uk (make sure that your question is
> answered by Cam McIntosh :)).
>
> On Fri, Apr 23, 2010 at 8:10 PM, Michael Norman Mitchell
> <[hidden email]> wrote:
>> Dear Kevin
>>
>>  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 luck,
>>
>> Michael N. Mitchell
>> See the Stata tidbit of the week at...
>> http://www.MichaelNormanMitchell.com
>>
>> On 2010-04-23 5.38 PM, Kevin Wolff wrote:
>>>
>>> I am currently trying to run multilevel count models using the xtnbreg
>>> command and cannot seem to find any resources that use this
>>> command to estimate a random-slope model. Is there a package in stata
>>> which is capable of running a negative binomial regression and
>>> estimating a random-slope or random-coefficient model? If this is not
>>> possible in stata,
>>> are there any other statistical packages that anyone is aware of that
>>> would
>>> be capable of estimating this model?
>>>
>>> Thank you very much for your time.
>>>
>>> Kevin Wolff
>>>
>>> *
>>> *   For searches and help try:
>>> *   http://www.stata.com/help.cgi?search
>>> *   http://www.stata.com/support/statalist/faq
>>> *   http://www.ats.ucla.edu/stat/stata/
>>>
>>
>> *
>> *   For searches and help try:
>> *   http://www.stata.com/help.cgi?search
>> *   http://www.stata.com/support/statalist/faq
>> *   http://www.ats.ucla.edu/stat/stata/
>>
>
>
>
> --
> Stas Kolenikov, also found at http://stas.kolenikov.name
> Small print: I use this email account for mailing lists only.
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/
Loading...