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st: xtlogit versus gllamm

From   Isabella Image <[email protected]>
To   statalist <[email protected]>
Subject   st: xtlogit versus gllamm
Date   22 Jul 2005 15:23:49 +0100

Dear all,

My question is regarding use of xtlogit versus gllamm to calculate random effects for a binary response model. I am interested in the estimation methods that have been used.

a) As far as I am aware posterior means cannot be found after xtlogit . Is this because of something not calculated - if so what is it that gllamm does that is different?

b) I can set up both gllamm and xtlogit to be using the same estimation technique (eg. both adaptive GH quadrature, 12 quad points). However, the parameters are still not the same (from the first decimal place). Is there any other major estimation difference that I am missing?

I see Sophia has a book out on this soon, but sadly I think this may come too late for my dissertation.


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