IDEAS home Printed from https://ideas.repec.org/a/jss/jstsof/v059c02.html

runmixregls: A Program to Run the MIXREGLS Mixed-Effects Location Scale Software from within Stata

Author

Listed:
  • Leckie, George

Abstract

Hedeker and Nordgren (2013) present the stand-alone MIXREGLS program for fitting the mixed-effects location scale model to continuous longitudinal and other clustered data. This model can be used when interest lies in joint modeling the mean and dispersion of subjects' responses over time. The model extends the standard two-level randomintercept mixed model by allowing both the within- and between-subject variances to be influenced by the covariates and for the within-subject variance to additionally depend on a subject random-scale effect. In this article we present the runmixregls command to run MIXREGLS seamlessly from within Stata. We illustrate the notable advantages of using runmixregls by replicating and extending the two example analyses presented in Hedeker and Nordgren (2013). We then use runmixregls to demonstrate a new and important research finding. Namely, that ignoring the random-scale effect in the withinsubject variance function will lead to the regression coefficients in this function to be estimated with spurious precision, especially the regression coefficients of subject-level covariates.

Suggested Citation

  • Leckie, George, 2014. "runmixregls: A Program to Run the MIXREGLS Mixed-Effects Location Scale Software from within Stata," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 59(c02).
    • Handle: RePEc:jss:jstsof:v:059:c02
    DOI: http://hdl.handle.net/10.18637/jss.v059.c02
    as

    Download full text from publisher

    File URL: https://www.jstatsoft.org/index.php/jss/article/view/v059c02/v59c02.pdf
    Download Restriction: no
    File URL: https://www.jstatsoft.org/index.php/jss/article/downloadSuppFile/v059c02/runmixregls.ado
    Download Restriction: no
    File URL: https://www.jstatsoft.org/index.php/jss/article/downloadSuppFile/v059c02/runmixregls.sthlp
    Download Restriction: no
    File URL: https://www.jstatsoft.org/index.php/jss/article/downloadSuppFile/v059c02/v59c02.do
    Download Restriction: no
    File URL: https://www.jstatsoft.org/index.php/jss/article/downloadSuppFile/v059c02/posmood.dta
    Download Restriction: no
    File URL: https://www.jstatsoft.org/index.php/jss/article/downloadSuppFile/v059c02/reisby.dta
    Download Restriction: no
    File URL: https://libkey.io/http://hdl.handle.net/10.18637/jss.v059.c02?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Youngjo Lee & John A. Nelder, 2006. "Double hierarchical generalized linear models (with discussion)," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 55(2), pages 139-185, April.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. George Leckie & Robert French & Chris Charlton & William Browne, 2014. "Modeling Heterogeneous Variance–Covariance Components in Two-Level Models," Journal of Educational and Behavioral Statistics, , vol. 39(5), pages 307-332, October.
    2. Frontuto, Vito & Felici, Tommaso & Dalmazzone, Silvana & Falsetti, Benedetta & Ignaccolo, Rosaria & Laio, Francesco & Bagliani, Marco Maria, 2025. "Unsustainable global freshwater consumption driven by economic growth," World Development, Elsevier, vol. 196(C).
    3. Brock A. Rigsby & Reagan L. Miller & Megan J. Moran & Addie J. Rzonca & Jonathan I. Najman & Melanie S. Adams & Mark A. Prince & Rachel G. Lucas-Thompson, 2024. "Bi-Directional and Time-Lagged Associations between Engagement and Mental Health Symptoms in a Group Mindfulness-Based Mental Health Intervention," IJERPH, MDPI, vol. 21(8), pages 1-16, August.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Yanyuan Ma & Marc G. Genton, 2010. "Explicit estimating equations for semiparametric generalized linear latent variable models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(4), pages 475-495, September.
    2. Peter McCullagh, 2008. "Sampling bias and logistic models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(4), pages 643-677, September.
    3. I. Gijbels & I. Prosdocimi, 2011. "Smooth estimation of mean and dispersion function in extended generalized additive models with application to Italian induced abortion data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(11), pages 2391-2411, December.
    4. Lee, Woojoo & Lim, Johan & Lee, Youngjo & del Castillo, Joan, 2011. "The hierarchical-likelihood approach to autoregressive stochastic volatility models," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 248-260, January.
    5. Nazir, Nageena & Mir, Shakeel Ahmad & Rather, Zahoor Ahmed & Dar, Masroor Ahmad, 2022. "An Extension of the Mixed Effects Model that Includes Correlation within Group Errors," Asian Journal of Agricultural Extension, Economics & Sociology, Asian Journal of Agricultural Extension, Economics & Sociology, vol. 40(10), pages 1-7.
    6. Wu, Jianmin & Bentler, Peter M., 2013. "Limited information estimation in binary factor analysis: A review and extension," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 392-403.
    7. Yu, Dalei & Yau, Kelvin K.W., 2012. "Conditional Akaike information criterion for generalized linear mixed models," Computational Statistics & Data Analysis, Elsevier, vol. 56(3), pages 629-644.
    8. Kwon, Sunghoon & Oh, Seungyoung & Lee, Youngjo, 2016. "The use of random-effect models for high-dimensional variable selection problems," Computational Statistics & Data Analysis, Elsevier, vol. 103(C), pages 401-412.
    9. Meza, Cristian & Jaffrézic, Florence & Foulley, Jean-Louis, 2009. "Estimation in the probit normal model for binary outcomes using the SAEM algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 1350-1360, February.
    10. David R. Bickel, 2021. "The sufficiency of the evidence, the relevancy of the evidence, and quantifying both with a single number," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(4), pages 1157-1174, October.
    11. Rabindra Nath Das & Anis Chandra Mukhopadhyay, 2017. "Correlated random effects regression analysis for a log-normally distributed variable," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(5), pages 897-915, April.
    12. Cho, S.-J. & Rabe-Hesketh, S., 2011. "Alternating imputation posterior estimation of models with crossed random effects," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 12-25, January.
    13. Wang, Zhanfeng & Noh, Maengseok & Lee, Youngjo & Shi, Jian Qing, 2021. "A general robust t-process regression model," Computational Statistics & Data Analysis, Elsevier, vol. 154(C).
    14. Håvard Rue & Sara Martino & Nicolas Chopin, 2009. "Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(2), pages 319-392, April.
    15. Jiayi Hu & Dongya Liu & Xinqi Zheng, 2024. "Research on Multi-Scenario Simulation of Urban Expansion for Beijing–Tianjin–Hebei Region Considering Multilevel Urban Flows," Land, MDPI, vol. 13(11), pages 1-19, November.
    16. Afrânio M.C. Vieira & Roseli A. Leandro & Clarice G.B. Dem�trio & Geert Molenberghs, 2011. "Double generalized linear model for tissue culture proportion data: a Bayesian perspective," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(8), pages 1717-1731, September.
    17. Matteo Sebastianelli & Sifiso M. Lukhele & Simona Secomandi & Stacey G. Souza & Bettina Haase & Michaella Moysi & Christos Nikiforou & Alexander Hutfluss & Jacquelyn Mountcastle & Jennifer Balacco & S, 2024. "A genomic basis of vocal rhythm in birds," Nature Communications, Nature, vol. 15(1), pages 1-15, December.
    18. Jin, Shaobo & Lee, Youngjo, 2024. "Standard error estimates in hierarchical generalized linear models," Computational Statistics & Data Analysis, Elsevier, vol. 189(C).
    19. George Leckie & Robert French & Chris Charlton & William Browne, 2014. "Modeling Heterogeneous Variance–Covariance Components in Two-Level Models," Journal of Educational and Behavioral Statistics, , vol. 39(5), pages 307-332, October.
    20. Victor H. Lachos & Celso R.B. Cabral & Carlos A. Abanto-Valle, 2012. "A non-iterative sampling Bayesian method for linear mixed models with normal independent distributions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(3), pages 531-549, July.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:jss:jstsof:v:059:c02. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F. Baum (email available below). General contact details of provider: http://www.jstatsoft.org/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.