[Limdep Nlogit List] random effects probit with clustering

[Darren Lee]

Philip.
 
I think you can use the ;cluster = session command for the clustering aspect.
 
Best Regards,

Darren Lee, PhD
Lecturer in Finance
UQ Business School
The University of Queensland
Room 328,Colin Clark Blg
St Lucia, Blair Drive
Queensland, Australia 4072
PH: 61 7 33468048
Fax: 61 7 33468166
Email: d.lee2 at uq.edu.au
Website: www.business.uq.edu.au/display/teach/Darren+Lee <https://exchange.uq.edu.au/exchweb/bin/redir.asp?URL=http://www.business.uq.edu.au/display/teach/Darren%2BLee> 

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From: limdep-bounces at limdep.itls.usyd.edu.au on behalf of Grossman, Philip J.
Sent: Sat 31-Jul-10 4:56 AM
To: limdep at limdep.itls.usyd.edu.au
Subject: [Limdep Nlogit List] random effects probit with clustering



I have panel data comprised on X sessions with N subjects per session each making Z yes/no decisions.  I want to estimate a random effects, probit model with clustering on session.  Is this doable with Limdep and if so how?

Thanks for any help provided.

Philip Grossman
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