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Re: st: Random effects probit

From   "Wiji Arulampalam" <>
To   <>, <>
Subject   Re: st: Random effects probit
Date   Mon, 16 Sep 2002 13:45:09 +0100

Dear Stephen,
Thanks very much for your suggestion. I don't think that the problem is to do with the number of quadrature points.
The coefficients being different by a very small number does not matter. But the problem I have with Stata xtprobit is that it gives me a zero 'rho' with no std error. Limdep always gives me an estimate of 'rho' with a well defined std error. I have a general program which I am going to change now and check the results against stata's results. I will let you know the outcome. 

Professor Wiji Arulampalam,
Department of Economics,
University of Warwick,
CV4 7AL,
Tel: +44 (24) 7652 3471
Sec. Tel: +44 (24) 7652 3202
Fax: +44 (24) 7652 3032

>>> 09/16/02 11:13AM >>>
On Mon, 16 Sep 2002 10:55:34 +0100 Wiji Arulampalam 
<> 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!


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 

Professor Stephen P. Jenkins <>
Institute for Social and Economic Research (ISER)
University of Essex, Colchester, CO4 3SQ, UK
Tel: +44 (0)1206 873374. Fax: +44 (0)1206 873151. 

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