Sabre

NLS_UNION [nls.dat]
---------
Univariate binary probit model
18995 observations, 4132 cases, 8+1 (fixed+random) parameters

SABRE: 36-point quadrature
STATA: xtprobit, 36-point non-adaptive quadrature
GLLAMM: 36-point non-adaptive quadrature
IGLS: 2nd order PQL
MCMC: default settings (Gamma priors), 25000 iterations

         SABRE           STATA          GLLAMM            IGLS            MCMC
age      0.023 (0.024)  as SABRE        as SABRE         0.023 (0.024)   0.005 (0.014)
agesq    0.000 (0.000)                                   0.000 (0.000)   0.000 (0.000)
black    0.846 (0.072)                                   0.733 (0.074)   0.680 (0.112)
msp     -0.065 (0.041)                                  -0.068 (0.041)  -0.053 (0.036)
grade    0.071 (0.013)                                   0.068 (0.013)   0.051 (0.012)
not_sm  -0.116 (0.060)                                  -0.095 (0.063)  -0.081 (0.041)
south   -0.746 (0.059)                                  -0.709 (0.062)  -0.660 (0.107)
const   -2.684 (0.391)                                  -2.439 (0.395)  -1.857 (0.209)
sigma    1.507 (0.041)                                   1.407 (0.030)   1.087 (0.299)

time    00'03"          01'18"          16'16"          00'15"          32'48"