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st: Re: Quadrature Points

From   "Michael Blasnik" <>
To   <>
Subject   st: Re: Quadrature Points
Date   Sat, 1 Nov 2003 10:19:19 -0500

I would suggest (based on this and some prior posts), that you try to follow
Statalist etiquette a little more closely -- the built-in help system should
at least be consulted before you ask the list.

If you want to know "what on Earth 'quadrature points' are, anyway", you
could with -help xtprobit- which states:

"For the random-effects model, the likelihood (for an independent unit i) is
expressed as an integral which is computed using Gauss-Hermite quadrature.
After fitting your final model, you may want to run quadchk to check the
numerical soundness of the Gauss-Hermite quadrature approximation; see help
quadchk and [XT] quadchk for details."

The help file also mentions the quad() option.

If you then wanted to learn more about what Gauss Hermite quadrature is, I
would suggest you start with a Google search.

(By the way, I don't have an answer for you question)

Michael Blasnik

----- Original Message ----- 
From: "Clive Nicholas" <>
To: <>
Cc: <>
Sent: Saturday, November 01, 2003 12:33 AM
Subject: st: Quadrature Points

> Joseph,
> Well, my dataset contains an unbalanced panel of 3615 individuals surveyed
> across eight waves. That's a damned sight more than twelve!
> Would you care to explain what on Earth 'quadrature points' are, anyway?
> If I knew that, then I could fix it.
> > At 01:50 AM 11/1/2003 +0000, you wrote:
> >>All,
> >>
> >>In attempt to run an -xtprobit- model, Stata returned this error
> >>
> >>number of quadrature points must be less than or equal to number of obs
> >>r(198);
> >
> > Hard to say without knowing more about what you did, but from looking at
> > -whelp xtprobit- it appears that the default number of quadrature points
> > is
> > 12, so Stata seems to think you have <12 obs, unless you specified a
> > different value for quad(#).  Try a) reducing the number of quadrature
> > points or b) figuring out why Stata thinks you only have twelve obs (if
> > that is incorrect).
> >
> >
> >>Anyone care to explain this piece of double Dutch?!
> >>
> >>Yours,
> >>Politics Building,
> >>School of Geography, Politics and Sociology,
> >>University of Newcastle-upon-Tyne,
> >>Newcastle-upon-Tyne,
> >>NE1 7RU,
> >>United Kingdom.
> >>*

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