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st: adaptive or non-adaptive quadrature ?


From   Biasiolo Samuele <sambias@libero.it>
To   statalist@hsphsun2.harvard.edu
Subject   st: adaptive or non-adaptive quadrature ?
Date   Tue, 29 May 2007 10:51:48 +0200

I'm trying to estimate a random effects logistic model. I used both xtlogit and gllamm for comparison.

Running xtlogit and gllamm with the same number of integration points give this results :

sigma_v is the sd of random effects.

xtlogit adaptive quadrature : log-likelihood=-8711.7129 sigma_v=0.6145
xtlogit standard quadrature : log-likelihood =-8695.7637 sigma_v=2.122

gllamm adaptive : log-likelihood=-8695.8048 sigma_v=2.1156
gllamm standard: log-likelihood=-8695.7633 sigma_v=2.122

I know that xtlogit and gllamm use differents method of adaptive quadrature.
I'm surprise that standard quadrature perform better than adaptive, especially in xtlogit.



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