[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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