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st: RE: A question on quadchk


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: A question on quadchk
Date   Mon, 18 Nov 2002 13:00:12 -0000

Maureen Paul

> I am testing the reliability of the quadrature approximation after
> running a random effects logit model. However the relative 
> difference on
> 3 of my variables exceed 1% (they are 2 job sector dummies 
> with relative
> differences of 1.3% and 48% and 1 industry dummy with a relative
> difference of 1.3%) . I have increased the quad points (to 
> 20) but this
> does not change the results. All other coefficients are fine.
> 
> Looking at the example in the book, it appears that if one 
> coefficient
> is problematic, the reliability of all the estimates are 
> questionable
> whilst reading the FAQ suggest that if all other 
> coefficients are fine
> while one may be problematic, I should be reasonably 
> confident with the
> results.
> 
> Since there does not appear to be much gain in increasing the quad
> points, should I be confident with my results even though 3 
> coefficients
> exceeds 1% with one have a relative difference of 48%?
> 

I am no expert on this, but a small but possibly 
important detail here is that sometimes you are better 
advised to decrease the 
# of quad points. Think of this as like retreating 
from approximating with a polynomial which has 
too many terms. This point is elaborated in the manual. 

Nick 
n.j.cox@durham.ac.uk 

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