quadchk.hlp

是一个经济学管理应用软件 很难找的 但是经济学学生又必须用到

{smcl}
{* 05apr2005}{...}
{cmd:help quadchk} {right:dialog:  {bf:{dialog quadchk}}}
{hline}

{title:Title}

{p2colset 5 21 23 2}{...}
{p2col :{hi:[XT] quadchk} {hline 2}}Check sensitivity of quadrature approximation{p_end}
{p2colreset}{...}


{title:Syntax}

{p 8 17 2}{cmd:quadchk} [{it:#1 #2}] [{cmd:,} {opt noout:put} ]


{title:Description}

{pstd}
{cmd:quadchk} checks the quadrature approximation used in the random-effects
estimators of the following commands:

	{helpb xtcloglog}
	{helpb xtintreg}
	{helpb xtlogit}
{phang2}{helpb xtpoisson} with the {opt normal} option{p_end}
	{helpb xtprobit}
	{helpb xttobit}

{pstd}
{cmd:quadchk} refits the model, starting from the converged answer,
for different numbers of quadrature points and then compares the different
solutions.

{pstd}
{it:#1} and {it:#2} specify the number of quadrature points to use in the
comparison runs of the previous model.  The default is to use {it:n_q} - 4 and
{it:n_q} + 4 points, where n is the number of quadrature points used in the
original estimation.


{title:Option}

{phang}
{opt nooutput} suppresses the iteration log and output of the refitted models.


{title:Remarks}

{pstd}
As a rule of thumb, if the coefficients do not change by more than a
relative difference of 10^-4 (0.01%), the choice of quadrature points does not
significantly affect the outcome, and the results may be confidently
interpreted.  However, if the results do change appreciably{hline 2}greater
than a relative difference of 10^-2 (1%){hline 2}then you should question
whether the model can be reliably fitted using the chosen quadrature method.

{pstd}
Two aspects of random-effects models have the potential to make the
quadrature approximation inaccurate: large group sizes and large correlations
within groups.  These factors can also work in tandem, decreasing or increasing
the reliability of the quadrature.  


{title:Also see}

{psee}
Manual:  {bf:[XT] quadchk}

{psee}
Online:  {helpb xtcloglog}, {helpb xtintreg}, {helpb xtlogit},
{helpb xtpoisson}, {helpb xtprobit}, {helpb xttobit}
{p_end}