Sabre

NLS_WAGE [nls.dat]
--------
Univariate linear model
18995 observations, 4132 cases, 8+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
black   -0.078 (0.012)  as SABRE        as SABRE        as SABRE        -0.078 (0.011)
msp     -0.004 (0.006)                                                  -0.004 (0.006)
grade    0.073 (0.002)                                                   0.073 (0.002)
not_sm  -0.141 (0.009)                                                  -0.141 (0.009)
south   -0.075 (0.009)                                                  -0.075 (0.009)
union    0.111 (0.006)                                                   0.111 (0.007)
tenure   0.028 (0.001)                                                   0.028 (0.001)
const    0.761 (0.028)                                                   0.761 (0.028)
sigma_e  0.260 (0.002)                                                   0.260 (0.002)
sigma    0.280 (0.004)                                                   0.280 (0.004)

time    00'09"          00'00"          51'12"          00'01"          03'43"