XTHYBRID: Stata module to estimate hybrid and correlated random effect (Mundlak) models within the framework of generalized linear mixed models (GLMM)

Francisco (Paco) Perales () and Reinhard Schunck
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Francisco (Paco) Perales: University of Queensland

Statistical Software Components from Boston College Department of Economics

Abstract: xthybrid estimates generalized linear mixed models that split the effects of cluster-varying covariates on the outcome variable into within-cluster and between-cluster effects. xthybrid can fit hybrid models (Allison 2009) as well as correlated random effect models (Mundlak 1978). The xthybrid routine is an expansion of the mundlak command. Unlike the latter, it enables the estimation of generalized linear mixed models using any feasible permutation of distributions (Gaussian, Bernoulli, Gamma, Negative binomial, Ordinal, Poisson) and link functions (Identity, Log, Logit, Probit, Cloglog). These permutations can be used to approximate fixed effect estimates for specifications in which a fixed effect estimator is not available or has not been implemented in Stata (e.g. probit models, ordered probit models, ordered logit models, or negative binomial models).

Language: Stata
Requires: Stata version 12
Keywords: mixed effects; correlated random effects; Mundlak; hybrid models (search for similar items in EconPapers)
Date: 2016-02-16, Revised 2021-07-31
Note: This module should be installed from within Stata by typing "ssc install xthybrid". 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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http://fmwww.bc.edu/repec/bocode/x/xthybrid.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xthybrid.sthlp help file (text/plain)

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