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Re: st: [Stata 9] xtlogit

From   "Bryan W. Griffin" <[email protected]>
To   [email protected]
Subject   Re: st: [Stata 9] xtlogit
Date   Fri, 29 Apr 2005 22:05:57 -0400

Hi Jean --

Thanks for the reply. I have a number of data sets that require more than 30 points to obtain estimates that seem to converge using gllamm with the adapt option, so I'm a bit concerned with the 30 limit. Do you know if xtlogit does a better job of producing estimates than gllamm with fewer quadrature points specified? If not, hopefully the 30 limited will be bumped up quite a bit sometime in the future.

"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]
Bryan W. Griffin
Curriculum, Foundations, & Reading
P.O. Box 8144
Georgia Southern University
Statesboro, GA 30460-8144

Phone: 912-681-0488
E-Mail: [email protected]

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