RUNMIXREGLS: Stata module to run the MIXREGLS software from within Stata

George Leckie () and Chris Charlton
Additional contact information
George Leckie: Centre for Multilevel Modelling, University of Bristol
Chris Charlton: Centre for Multilevel Modelling, University of Bristol

Statistical Software Components from Boston College Department of Economics

Abstract: This module runs the MIXREGLS mixed-effects location scale software (Hedeker and Nordgren 2013) from within Stata. The mixed-effects location scale model extends the standard two-level random-intercept mixed-effects model for continuous responses (xtreg, mle) in three ways. First, the (log of the) within- and between-group variances are further modeled as functions of the covariates. Second, 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. Third, 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.

Language: Stata
Requires: Stata version 12 and mixregls software
Keywords: mixed-effects local scale model; mixed-effects model; mixed model; multilevel model; hierarchical linear model; random effects model; random-intercept model; random effects model; error components model; variance function; heteroskedasticity; heterogeneity of variance; runmixregls; MIXREGLS; xtreg; xtmixed; runmlwin; gllamm (search for similar items in EconPapers)
Date: 2011-10-07, Revised 2023-03-19
Note: This module should be installed from within Stata by typing "ssc install runmixregls". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/r/runmixreg.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/runmixregls.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/runmixregmls.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/runmixregls.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/r/runmixregmls.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mixreg_lib.mac library file (application/x-binary)
http://fmwww.bc.edu/repec/bocode/m/mixregls_lib.mac library file (application/x-binary)
http://fmwww.bc.edu/repec/bocode/m/mixreg_plugin.mac plugin file (application/x-binary)
http://fmwww.bc.edu/repec/bocode/m/mixregls_plugin.mac plugin file (application/x-binary)
http://fmwww.bc.edu/repec/bocode/m/mixreg_lib.arm64 library file (application/x-binary)
http://fmwww.bc.edu/repec/bocode/m/mixregls_lib.arm64 library file (application/x-binary)
http://fmwww.bc.edu/repec/bocode/m/mixreg_plugin.arm64 plugin file (application/x-binary)
http://fmwww.bc.edu/repec/bocode/m/mixregls_plugin.arm64 plugin file (application/x-binary)
http://fmwww.bc.edu/repec/bocode/m/mixregls_plugin.lin32 plugin file (application/x-binary)
http://fmwww.bc.edu/repec/bocode/m/mixregls_plugin.lin64 plugin file (application/x-binary)
http://fmwww.bc.edu/repec/bocode/m/mixregls_plugin.win32 plugin file (application/x-binary)
http://fmwww.bc.edu/repec/bocode/m/mixregls_plugin.win64 plugin file (application/x-binary)
http://fmwww.bc.edu/repec/bocode/m/mixreg_plugin.lin32 plugin file (application/x-binary)
http://fmwww.bc.edu/repec/bocode/m/mixreg_plugin.lin64 plugin file (application/x-binary)
http://fmwww.bc.edu/repec/bocode/m/mixreg_plugin.win32 plugin file (application/x-binary)
http://fmwww.bc.edu/repec/bocode/m/mixreg_plugin.win64 plugin file (application/x-binary)
http://fmwww.bc.edu/repec/bocode/m/mixreg_lib.lin32 library file (application/x-binary)
http://fmwww.bc.edu/repec/bocode/m/mixreg_lib.lin64 library file (application/x-binary)
http://fmwww.bc.edu/repec/bocode/m/mixreg_lib.win32 library file (application/x-binary)
http://fmwww.bc.edu/repec/bocode/m/mixreg_lib.win64 library file (application/x-binary)
http://fmwww.bc.edu/repec/bocode/m/mixregls_lib.lin32 library file (application/x-binary)
http://fmwww.bc.edu/repec/bocode/m/mixregls_lib.lin64 library file (application/x-binary)
http://fmwww.bc.edu/repec/bocode/m/mixregls_lib.win32 library file (application/x-binary)
http://fmwww.bc.edu/repec/bocode/m/mixregls_lib.win64 library file (application/x-binary)
http://fmwww.bc.edu/repec/bocode/m/mixregls_plugin.win32 plugin file (application/x-binary)
http://fmwww.bc.edu/repec/bocode/m/mixregls_plugin.win64 plugin file (application/x-binary)

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