[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: adaptive quadrature for xtlogit or xtprobit
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!
* For searches and help try: