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Re: st: Gauss-Hermite Quadratures


From   "Guillaume Frechette" <[email protected]>
To   [email protected]
Subject   Re: st: Gauss-Hermite Quadratures
Date   Wed, 01 Oct 2003 12:23:32 +0000

I am not sure this is what you want, but you can get the weights and absisae for gauss Hermite quadrature using ghquadm (use findit).

Best,

g





From: Jean-Benoit Hardouin <[email protected]>
Reply-To: [email protected]
To: "[email protected]" <[email protected]>
Subject: st: Gauss-Hermite Quadratures
Date: Wed, 01 Oct 2003 00:17:47 +0200

Dear Statalisters,
I search a program to estimate the marginal likelihood of a mixt logistic model with 2 random variables (following a gaussian distribution). The two random variables are correlated so the estimation of this marginal likelihood can be realized by two-dimensional gauss Hermite quadratures (or other method ?).

Tha aim of my work is to find an alternative to GLLAMM to estimate fastly the parameters of a such model. GLLAMM is not a solution for me, because this program estimate the marginal likelihood at each step to estimate the parameters of the model, and me, I search a program to estimate this marginal likelihood conditionaly to known parameters (estimated a priori by GEE).

If you can help me...
Jean-Benoit Hardouin
Regional Health Observatory
CHRO
1, rue Porte Madeleine
BP 2439
45032 Orl�ans Cedex 1 - France
Email : [email protected]
http://www.jb-hardouin.fr.st
http://www.anaqol.fr.st
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