Sabre

ROCH [roch2.dat]
----
Univariate binary complementary log-log model
6349 observations, 348 cases, 10+1 (fixed+random) parameters

SABRE: 36-point quadrature
STATA: xtcloglog, 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     -0.042 (0.021)  as SABRE        as SABRE        -0.053 (0.022)  -0.042 (0.020)
agesq   -0.003 (0.001)                                  -0.003 (0.001)  -0.003 (0.001)
agecub   0.000 (0.000)                                   0.000 (0.000)   0.000 (0.000)
dur     -0.117 (0.023)                                  -0.098 (0.021)  -0.117 (0.022)
fm       0.375 (0.219)                                   0.368 (0.240)   0.358 (0.217)
mbu      1.238 (0.608)                                   1.268 (0.672)   1.087 (0.655)
mar     -0.661 (0.185)                                  -0.713 (0.205)  -0.667 (0.181)
emp2    -0.191 (0.325)                                  -0.243 (0.353)  -0.177 (0.311)
emp3    -0.083 (0.385)                                  -0.141 (0.419)  -0.083 (0.372)
const   -2.244 (0.412)                                  -2.424 (0.401)  -2.269 (0.410)
sigma    0.997 (0.146)                                   1.170 (0.109)   1.020 (0.148)

time    00'01"          00'15"          03'51"          00'02"          12'55"