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Re: st: xtlogit gllamm


From   Joseph Coveney <[email protected]>
To   Statalist <[email protected]>
Subject   Re: st: xtlogit gllamm
Date   Tue, 14 Nov 2006 23:41:20 +0900

Somsupa Nopprach wrote:

 I wonder that is there any different in running
random coefficient logit model by using -xtlogit- and
using -gllamm- command?

--------------------------------------------------------------------------------

Roger Harbord and Alexander Staus have already given some advice about the
greater generality of -gllamm-.  Let me just add that, when you're working
with these nonlinear models, you'll want to use *adaptive* Gauss-Hermite
quadrature.  -xtlogit- and -gllamm- use different implementations of
adaptive Gauss-Hermite quadrature.  As I recall (the posts are on the List
within the past year), -gllamm-'s implementation is somewhat slower but more
accurate than -xtlogit-'s.  StataCorp was looking into this matter at last
report.

Joseph Coveney

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