[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.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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