RUNMIXREGLS: Stata module to run the MIXREGLS software from within Stata
George Leckie, Chris Charlton · RePEc: Research Papers in Economics · 2011
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.