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Re: st: Random effects probit


From   "Stephen P. Jenkins" <stephenj@essex.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Random effects probit
Date   Mon, 16 Sep 2002 11:13:01 +0100 (GMT Daylight Time)

On Mon, 16 Sep 2002 10:55:34 +0100 Wiji Arulampalam 
<Wiji.Arulampalam@warwick.ac.uk> wrote:

> Dear All,
> I have just run a random effects probit using the same data on Limdep
> as well as stata7 and get very different results. I should be most
> grateful if someone could tell me whether I am doing something wrong
> please. Limdep gives a reasonable rho but stata does not!

<snip>

I suggest that Wiji check whether Limdep and Stata are using the same 
number of quadrature points. The default in Stata is 12 (see Ref Man 
Su-Z entry on -xtprobit- Methods and Formulae), but this can be 
varied using the quad option to -xtprobit-.  See also -quadchk-.  I 
have an idea that Limdep has a different default number of quadrature 
points from Stata (I don't know whether one can change that number or 
not). For some data configurations, the # of points really makes a 
difference.

Stephen
----------------------
Professor Stephen P. Jenkins <stephenj@essex.ac.uk>
Institute for Social and Economic Research (ISER)
University of Essex, Colchester, CO4 3SQ, UK
Tel: +44 (0)1206 873374. Fax: +44 (0)1206 873151.
http://www.iser.essex.ac.uk

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