MERLIN: Stata module to fit mixed effects regression for linear and non-linear models

Michael J. Crowther (michael@reddooranalytics.se)
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Michael J. Crowther: Red Door Analytics

Statistical Software Components from Boston College Department of Economics

Abstract: merlin fits linear, non-linear and user-defined mixed effects regression models. merlin can fit multivariate outcome models of any type, each of which could be repeatedly measured (longitudinal), with any number of levels, and with any number of random effects at each level. Standard distributions/models available include the Bernoulli, beta, gamma, Gaussian, linear quantile, negative binomial, ordinal, Poisson, and time-to-event/survival models include the exponential, gompertz, splines on the log hazard scale, Royston-Parmar, and Weibull. merlin provides a flexible predictor syntax, allowing the user to define variables, random effects, spline and fractional polynomial functions, functions of other outcome models, and any interaction between each of them. Non-linear and time-dependent effects are seamlessly incorporated into the predictor. merlin allows level-specific random effect distributions, either multivariate normal or t, which are integrated out using either Gaussian quadrature or Monte-Carlo integration. See https://www.mjcrowther.co.uk/software/merlin for detailed examples.

Language: Stata
Requires: Stata version 15.1
Keywords: mixed effects; regression; multivariate outcome; random effects (search for similar items in EconPapers)
Date: 2018-04-28, Revised 2023-08-20
Note: This module should be installed from within Stata by typing "ssc install merlin". 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/m/merlin.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/merlin.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/merlin_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/merlin_parse.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/e/exptorcs.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/stmerlin.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/merlin_estimation.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/merlin_model_options.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/merlin_models.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/merlin_postestimation.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/merlin_user.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/merlin_reporting.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/e/exptorcs.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/stmerlin.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/stmerlin_postestimation.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmerlin.mlib Mata object library (application/x-stata)

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