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Re: st: [Stata 9] xtlogit


From   [email protected] (Jean Marie Linhart, StataCorp LP)
To   [email protected]
Subject   Re: st: [Stata 9] xtlogit
Date   Fri, 29 Apr 2005 15:01:38 -0500

"Bryan W. Griffin" <[email protected]> asked:

> I don't have Stata 9. I understand that in Stata 9 xtlogit
> estimation has been changed to adaptive quadrature as the
> default. In Stata 8 maximum number of quadrature points allowed was
> 30. Has this limit been changed, and if yes, what is the new maximum
> number of quadrature points allowed?

It is still 30.  The adaptive quadrature routine is much more flexible
in fitting the likelihood than standard Gauss-Hermite quadrature is
for the same number of quadrature points.  See [XT] quadchk for
some examples.

--Jean Marie
[email protected]
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