runmixregls: a mixed-effects location scale model run within Stata

Donald Hedeker () and George Leckie
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Donald Hedeker: University of Chicago
George Leckie: University of Bristol

2016 Stata Conference from Stata Users Group

Abstract: 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-subject variances are further modeled in terms of covariates. (2) A new random effect, referred to as the random-scale effect, is included in the within-subject variance function to account for any unexplained subject differences in the residual variance. The usual random subject intercept is now referred to as a random-location effect. (3) A subject-level association between the location and scale is allowed by entering the random-location effect into the within-subject variance function using either a linear or quadratic functional form. 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 one can make use of all of Stata's standard post-estimation and graphing commands.

Date: 2016-08-10
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Persistent link: https://EconPapers.repec.org/RePEc:boc:scon16:14

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