What’s this about?
Suppose you have panel data and want to fit a random-effects model to an interval-measured outcome such as income bracket or age group.
If ylower and yupper record the upper and lower endpoints of the outcome, we could type
. xtset id . xtintreg ylower yupper x1 x2 x3
to fit a model with random intercepts by id. The xtintreg command is not new, but the meintreg command is. You can fit the same model with meintreg by typing
. meintreg ylower yupper x1 x2 x3 || id:
The advantage of using meintreg is that it does not restrict us to random intercepts. What if the coefficient for x1 varies across the levels of id? We can fit a random-coefficients model by typing
. meintreg ylower yupper x1 x2 x3 || id: x1
You can see an example and learn more about the new meintreg command. That example fits a model with city-level random intercepts,
. meintreg exerlo exerup age work kids walk || cid:
The model could easily be extended to allow for random coefficients on age and work by typing
. meintreg exerlo exerup age work kids walk || cid: age work
Highlights
Interval-measured outcomes, including
Interval-censored
Left-censored
Right-censored
Random effects
Random intercepts
Random coefficients
Graphs of marginal means and marginal effects
Intraclass correlation
Support for complex survey data
Support for Bayesian estimation
Tell me more
You can also fit Bayesian panel-data (multilevel) interval regression using the bayes prefix.
Learn more about Stata’s panel-data features.
Read more about multilevel interval regression in the Stata Multilevel Mixed-Effects Reference Manual; see [ME] meintreg.