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st: adaptive quadrature for xtlogit or xtprobit


From   "Yin, Xiaoli" <yinx@mgmt.purdue.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: adaptive quadrature for xtlogit or xtprobit
Date   Fri, 14 Jun 2002 10:52:32 -0500

I heard that adaptive quadrature has been suggested as a substitute of the quadrature estimation for "xtlogit".  I am using Stata's "xtlogit", random effects command for two level generalized linear mixed models, which employ Gauss-Hermite quadrature to evaluate the log likelihood.  However, quadrature performs poorly for some of the models.  

Specifically, what command should I use to perform adaptive quadrature for cross-section time series data, with dichotomous dependent variable? Any recommendations for other alternative commands? Any references I should read?

Thanks a lot for your time!

Xiaoli

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