.- help for ^superxt^ .- Random-effects estimation commands: xt -------------------------------------- ^superxt^ command depvar varlist [^if^ exp] [^in^ range] ^,^ [ ^i(^varname^)^ ^q^uadrat^(^#^)^ ^l^evel^(^#^)^ ^t^ype^(^#^)^ ^r^ho^(^#^)^ ] This command shares the features of all estimation commands; see help @est@. To reset problem-size limits, see help @matsize@. Description ----------- ^superxt^ estimates commands from the xt family of commands which uses random-effects. For example: xtprobit, xtlogit, xttobit... It starts by the default command and then attempts other starting values and number of quadrature points in case of a failure to converge. Options ------- ^i(^varname^)^ specifies the variable corresponding to an independent unit (e.g., a subject id). ^i(^varname^)^ is not optional. ^quadrat(^#^)^ specifies the number of points to use for Gaussian-Hermite quadrature. It is optional, and the default is 12. Increasing this value improves accuracy, but also increases computation time. Computation time is roughly proportional to its value. Changing ^quadrat(^#^)^ only affects results if ^option(^#^)^ is set to 2. ^level(^#^)^ specifies the confidence level, in percent, for confidence intervals. The default is ^level(95)^ or as set by ^set level^. ^type(^#^)^ is set to 1 when you want superxt try possibilities, starting with the default, until it finds a solution or runs out of options. When ^type(^#^)^ is set to 2, then superxt estimates the command with a starting value from the equivalent non-xt command and rho. ^rho(^#^)^ sets the rho you want to use as a starting value, the default is 0.5. Examples -------- . ^superxt probit y x, i(id)^ . ^superxt logit y x, i(id) rho(0.3)^ . ^superxt tobit y x, i(id) quad(29) type(2) ul(0) ll(100)^ . ^superxt^ Author ------ Guillaume R. Frechette http://www.people.hbs.edu/gfrechette/html/econ.htm Also see -------- Manual: ^[R] xt On-line: help for @xt@