Re: st: Time complexity of -scobit-

[Richard Williams <richardwilliams.ndu@gmail.com>]

Just curious, does anybody use scobit that much? 
It seems like a nice idea but the few times I 
have tried it I have had a terrible time getting 
models to converge. The 1994 Nagler* article that 
the Stata manual cites has, according to Google 
Scholar, been cited 114 times, which isn't all 
that much for a 20 year old methods piece. I 
think occasionally things get into Stata because 
somebody decided to write a program for them 
(e.g. rreg?), not because they have great value 
or are considered important. But maybe I misjudge 
scobit. I'd be curious to hear if anyone has had 
great success with the program/method.

* Nagler, J. 1994. Scobit: An alternative 
estimator to logit and probit. American Journal 
of Political Science 38: 230?255.

At 02:11 PM 10/22/2013, Zachary Neal wrote:
> I am working on an algorithm that involves estimation using -scobit-
> and am trying to determine the time complexity of the algorithm.  Are
> there any estimates of the time complexity of -scobit-, or even of
> ordinary -logit-, as a function of N?  Given the ML estimation, is
> finding the time complexity as a function of N even possible?
>
> Thanks,
> Zachary
>
> --
> Zachary Neal, PhD
> Department of Sociology
> Michigan State University
> zpneal@msu.edu
> http://www.msu.edu/~zpneal
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Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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EMAIL:  Richard.A.Williams.5@ND.Edu
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