[Limdep Nlogit List] correcting standard errors for clustered survey data

[Peter Glick]

Dear Professor Greene (and list members),

I would like adjust my multinomial logit standard errors for sample design 
(correlations of errors within clusters).  I was hoping there would be a 
general command for this in Limdep (I have version 8)  but there seems not 
to be.  Assuming this is correct, it would be very helpful to have a few 
points clarified:

1.   The manual (under 'Robust Standard Errors') warns against using the 
Huber White robust covariance matrix for nonlinear models because the very 
need for this correction, e.g.,  heteroskedasticity, in effect means the 
parameters themselves are not consistent.  I assume that this does not 
refer to intra-cluster error correlations (violation of the independence 
assumption), since if it did, parameter estimates from just about all 
nonlinear models using standard household surveys would be 
inconsistent.  Am I correct?

2.   Despite the warning, the manual notes that for the discrete choice 
models that allow choice based sampling, one can obtain the White robust 
standard errors using: "; Wts = ONE ; Choice Based".   But I believe this 
would yield the standard sandwich estimator which would not be the 
appropriate one for correcting for cluster correlations of the errors, i.e, 
it assumes independence.  Is this correct?   If so, I would need to 
construct the appropriate matrix using the scores, etc.  Has anyone done 
this and could they provide code?

Many thanks..

Peter Glick
Cornell University