Dear all,

I'm using the user-written command xthybrid (see Schunck & Perales, 2017, full reference below) from SSC in my research (using Stata 15.1) and would like to apply dominance analyses (preferably) using the user-written command domin (see Luchmann, 2021) from SSC to analyse the relative importance of factors. Does anyone happen to know how to conduct dominance analyses after xthybrid?

xthybrid does not return an R2, so I tried using domin with the log-likelihood (ll) and the chi2 as fit metrics, typing in:
Code:
domin dep_var indep_var1 indep_var2 indep_var3, reg(xthybrid) fitstat(e(ll))
domin dep_var indep_var1 indep_var2 indep_var3, reg(xthybrid) fitstat(e(chi2))
Both return the following:
Code:
xthybrid resulted in an error.
r(198);
- to me that sounds like domin cannot be used with xthybrid as the underlying estimation method (although xthybrid follows the depvar indepvars format). Can anyone confirm that or am I missing something?

What can I do instead? Would the mixdom-wrapper (which produces a within-ID model fit metric (r2_w) and a between-ID model fit metric (r2_b)) be a good choice, since hybrid models essentially are mixed models?
Code:
domin dep_var indep_var1 indep_var2 indep_var3, reg(mixdom, id(ID_var)) fitstat(e(r2_w))
domin dep_var indep_var1 indep_var2 indep_var3, reg(mixdom, id(ID_var)) fitstat(e(r2_b))
Those commands give me back results - I'm just not sure, whether using the mixdom wrapper is the right choice. Does anyone have any thoughts on that?

If dominance analysis cannot be conducted using xthybrid, another idea would be to additionally estimate a fixed-effects model (using xtreg, fe) and a between-effects model (using xtreg, be) and run dominancye analyses (using domin) on those models.The coefficients of the fixed-effects model are identical to those of the within-component of the hybrid model whereas the coefficients of the between-effects model are nearly identical to the between-component of the hybrid model (taking into account the bias due to unobserved heterogeneity), so maybe that procedure could serve as an approximation of the relative importance. Again, my question is: Does anyone have any thoughts on that? Or is this irrelevant because there's another way of conducting dominance analysis after xthybrid?

Thanks a lot in advance!
Felicia



References mentioned above:
Schunck, R. & Perales, F. (2017). Within- and Between-cluster Effects in Generalized Linear Mixed Models: A Discussion of Approaches and the Xthybrid command. The Stata Journal: Promoting communications on statistics and Stata, 17(1), 89–115.
Luchman, J. N. (2021). Determining relative importance in Stata using dominance analysis: domin and domme. The Stata Journal: Promoting communications on statistics and Stata, 21(2), 510–538.