Sabre

HSB [hsb.dat]
---
Univariate linear model
7185 observations, 160 cases, 5+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
minor   -2.728 (0.204)  as SABRE        as SABRE        as SABRE        -2.731 (0.206)
gender  -1.219 (0.161)                                                  -1.219 (0.160)
ses      1.927 (0.108)                                                   1.926 (0.109)
meanses  2.882 (0.365)                                                   2.884 (0.373)
const   14.048 (0.175)                                                  14.05  (0.177)
sigma_e  5.991 (0.051)                                                   5.992 (0.050)
sigma    1.548 (0.119)                                                   1.572 (0.123)

time    00'02"          00'00"          06'05"          00'00"          00'48"