[Limdep Nlogit List] panel random effects with cluster variance adjustment
Peter Glick
pjg4 at cornell.edu
Fri Apr 4 01:18:55 EST 2008
Bill or subscribers,
Will Nlogit allow me to estimate a panel random effects logit and also do
the variance correction for clustering? The panel consists of multiple
observations of individuals over time, with the random effects used to
model the within-person error correlation over time. The clustering
adjustment would deal with the survey structure, i.e., the fact that people
are grouped in sample clusters, i.e., villages (I have a number of
village-level covariates).
I have not tried to estimate this model yet, but given the formidable data
setup involved, I would just like to make sure ultimately I will be able to
do what I would like.
Many thanks,
Peter Glick
Cornell University
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