[Gretl-users] Re: Mixed command equivalent in gretl

On 10/04/2026 07:53, Ramki S wrote: > Hi, > > I am trying to replicate the results of an interesting paper by John > antonakis. And they estimated a few models with mixed command of > stata. Do we have ML estimator to replicate models 7 and 8. Estimation of generic hierarchical linear models, like the ones the stata "mixed" command handles, is not currently available in gretl. It would be nice if somebody familiar with the literature wrote a function package for this. From what I know, all the essential ingredients are already there (matrix algebra functions, numerical optimisation). I am not in the position of even attempting this yet, but I can help anybody who feels like trying.