Nonlinear Mixed Effects Models

Stata 15 introduces the new estimation command menl for fitting nonlinear mixed-effects models, also known as nonlinear multilevel models and nonlinear hierarchical models. These models can be thought of in two ways: as nonlinear models containing random effects or as linear mixed-effects models in which some or all fixed and random effects enter nonlinearly. The overall error distribution is assumed to be Gaussian. Nonlinear mixed-effects models have been used to model drug absorption in the body, intensity of earthquakes, and growth of plants, to name a few. In my presentation, I will demonstrate how to use the new menl command to fit nonlinear mixed-effects models in a variety of applications, including population pharmacokinetics and macroeconomics.