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st: Re: random effects binary outcome


From   "Rodrigo A. Alfaro" <[email protected]>
To   <[email protected]>
Subject   st: Re: random effects binary outcome
Date   Mon, 11 Jun 2007 19:34:09 -0400

I couldn't find what you claimed that is in the manual: "more quadrature points usually generate more stable estimation". Quadrature is usually very low number 12 or 20, you want to approximate the normal distribution, not drawing it!! The stability concept is to keep mostly the same results (coefficients) when you change the number of points of the quadrature. If your model does not fit the assumptions of normality neither 20 nor 100 points will solve the problem. Now, if your concern is about precision (not stability)... maybe you could switch to adapted-quadrature coded in GLLAMM (type: findit gllamm).

Rodrigo.



----- Original Message ----- From: "Xiaodong Chen" <[email protected]>
To: "statalist" <[email protected]>
Sent: Monday, June 11, 2007 4:50 PM
Subject: st: random effects binary outcome



Hi All,
For random effects logit and probit models, we can specify the number
of quadrature points (12 by default). According to the manual, more
quadrature points usually generate more stable estimation. If
neglecting the computation expense, are there any shortcomings of
using many quadrature points (say 100) for xtlogit and xtprobit?

Thanks for your help.
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