Adaptive Gauss-Hermite Quadrature

[Chi-lin Tsai]

Hi everyone,

I am practising using the adaptive quadrature to programme the (log-) likelihood function of the multilevel regression, and I got two questions.

First, is there any good source code example for me to learn? For instance, could it be possible to see the source code of the likelihood function of melogit (especially the quadrature part)?

Second, I read a Stata Journal article of Rabe-Hesketh, Skrondal and Pickles (2002, vol.2, no.1): "Reliable estimation of generalized linear mixed models using adaptive quadrature." Below are Figures 1 and 2 of the article. I mark some texts in red, and I wonder whether they are typos? I may be wrong, and if so, could anyone explain to me or give me some hints about what I misunderstand? Thanks a lot.

[Phil Bromiley]

You didn't get a quick answer so I'll try to help.

Many Stata estimators are implemented in ado files. The code for these estimators is on your computer. On my computer, melogit.ado is in "c:program Files (x86)/Stata15/ado/base/m" directory. Alternatively, search for melogit.ado. There will be several relevant files in that directory so check out other files once you find where melogit.ado is located.

As for potential errors in the paper, contact the authors.

[Chi-lin Tsai]

Phil, thanks for your reply. Actually, I did check Stata ado directories before posting the inquiries, but it appears that the very heart of the source code of melogit estimator is sealed in a mata function library.