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Re: st: Time complexity of -scobit-


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu
Subject   Re: st: Time complexity of -scobit-
Date   Tue, 22 Oct 2013 20:24:33 -0500

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
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