runmixregls: a mixed-effects location scale model run within Stata

The mixed-effects location scale model extends the standard two-level random-intercept mixed-effects model for continuous responses (implemented in Stata as xtreg, mle) in three ways: (1) The (log of the) within- and between-subject variances are further modeled in terms of covariates. (2) A new random effect, referred to as the random-scale effect, is included in the within-subject variance function to account for any unexplained subject differences in the residual variance. The usual random subject intercept is now referred to as a random-location effect. (3) A subject-level association between the location and scale is allowed by entering the random-location effect into the within-subject variance function using either a linear or quadratic functional form. The distributions of the random-location and random-scale effects are assumed to be Gaussian. runmixregls returns all model results to Stata at which point one can make use of all of Stata's standard post-estimation and graphing commands.