RE: st: Stata RE Probit (about quadrature)

["Guillaume Frechette" <gurst1@hotmail.com>]

Glad I could help. To understand a bit more about quadrature points you 
would need to read on numerical integration. The book I have learned with is 
"An Introduction to Numerical Analysis" by Atkinson. Although I don't think 
it covers Guauss-Hermit (which is what is used by RE probit) it will explain 
the basic idea of numerical integration.

Best,

g


> From: "Clive Nicholas" <Clive.Nicholas@newcastle.ac.uk>
> Reply-To: statalist@hsphsun2.harvard.edu
> To: statalist@hsphsun2.harvard.edu
> Subject: RE: st: Stata RE Probit
> Date: Sat, 29 May 2004 00:50:48 +0100 (BST)
>
> Guillaume Frechette replied to Aparna Mathur:
>
> > This is usually a convergence problem. You can try changing the number 
> of
> > quadrature points or install superxt
> > (http://www.people.hbs.edu/gfrechette/html/sg158.htm) which does that
> > automatically as well as trying different starting values for rho.
>
> Thanks for this. I'd had problems myself when fitting -xtprobit- models a
> few months ago and wasn't aware of a solution. Perhaps now I can start to
> understand at a practical level what quadrature points are!
>
> CLIVE NICHOLAS        |t: 0(044)191 222 5969
> Politics              |e: clive.nicholas@ncl.ac.uk
> Newcastle University  |http://www.ncl.ac.uk/geps
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