[Limdep Nlogit List] LIMDEP and Stata Yield very differentresults in Multivariate Probit

Fred Dzanku fdzanku at gmail.com
Sat Mar 19 00:54:45 AEDT 2016


Let me reiterate that the main issue with the radically different
conclusions one might reach using the two different packages has to do with
LIMDEP's extreamly small SEs ones clustering is used.  As I understand it,
normally clustering makes the standard errors larger. In Limdep they become
smaller, indeed, dramatically so, and hence the Z values become much bigger.
Might Limdep be doing the opposite, e.g. dividing when rather than
multiplying when clustering is implemented?

 

From: limdep-bounces at limdep.itls.usyd.edu.au
[mailto:limdep-bounces at limdep.itls.usyd.edu.au] On Behalf Of William Greene
Sent: Friday, March 18, 2016 12:23 AM
To: Limdep and Nlogit Mailing List <limdep at limdep.itls.usyd.edu.au>
Subject: Re: [Limdep Nlogit List] LIMDEP and Stata Yield very
differentresults in Multivariate Probit

 

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