Journal of Statistical Computation and Simulation vol:75 issue:12 (Dec.) pages:1003-1017
By means of a fractional factorial simulation experiment, we. compare the performance of penalised quasi-likelihood (PQL), non-adaptive Gaussian quadrature and adaptive Gaussian quadrature in estimating parameters for multilevel logistic regression models. The comparison is done in terms of bias, mean-squared error (MSE), numerical convergence and computational efficiency. It turns out that in terms of MSE, standard versions of the quadrature methods per-form relatively poorly in comparison with PQL.