Maureen Paul
> I am testing the reliability of the quadrature approximation after
> running a random effects logit model. However the relative
> difference on
> 3 of my variables exceed 1% (they are 2 job sector dummies
> with relative
> differences of 1.3% and 48% and 1 industry dummy with a relative
> difference of 1.3%) . I have increased the quad points (to
> 20) but this
> does not change the results. All other coefficients are fine.
>
> Looking at the example in the book, it appears that if one
> coefficient
> is problematic, the reliability of all the estimates are
> questionable
> whilst reading the FAQ suggest that if all other
> coefficients are fine
> while one may be problematic, I should be reasonably
> confident with the
> results.
>
> Since there does not appear to be much gain in increasing the quad
> points, should I be confident with my results even though 3
> coefficients
> exceeds 1% with one have a relative difference of 48%?
>
I am no expert on this, but a small but possibly
important detail here is that sometimes you are better
advised to decrease the
# of quad points. Think of this as like retreating
from approximating with a polynomial which has
too many terms. This point is elaborated in the manual.
Nick
[email protected]
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