Sabre

GHQ [ghq2.dat]
---
Univariate linear model
24 observations, 12 cases, 2+2 (fixed+random) parameters

SABRE: 96-point quadrature
STATA: xtreg, mle
GLLAMM: 96-point non-adaptive quadrature
IGLS:
MCMC: default settings (Gamma priors), 25000 iterations

         SABRE           STATA          GLLAMM            IGLS            MCMC
dg2     -0.333 (0.776)  -0.333 (0.776)  as SABRE        as STATA        -0.339 (0.918)
const   10.333 (1.721)  10.333 (1.723)                                  10.33  (1.901)
sigma_e  1.900 (0.388)   1.900 (0.388)                                   2.247 (0.745)
sigma    5.659 (1.227)   5.657 (1.222)                                   6.438 (1.806)

time    00'00"          00'00"          00'13"          00'00"          00'01"