[Limdep Nlogit List] Cluster-robust standard errors (panel-adjusted) for conditional logit model in Nlogit?
cvmh.kiel at gmail.com
Wed Dec 4 06:59:20 AEDT 2019
Dear Professor Greene,
Thank you for your reply!
I have tried this as you suggested, but unfortunately it did not change
anything in the results.
I use NLOGIT 5, not 6, if this is relevant.
On Wed, Nov 27, 2019 at 8:36 PM William Greene via Limdep <
limdep at mailman.sydney.edu.au> wrote:
> Cordula. Assuming you are using version 6.0 of NLOGIT, the appropriate
> is ;Cluster = number of choice tasks. For you, that would be ;Cluster = 8.
> Bill Greene
> On Sun, Nov 17, 2019 at 6:44 AM Cordula H via Limdep <
> limdep at mailman.sydney.edu.au> wrote:
> > Dear all,
> > I am new to this list and also new to Nlogit. 😊
> > I have some basic experience with choice analysis, but I have only used
> > Stata so far.
> > Now I am supposed to use Nlogit and I have some issues figuring out the
> > right commands, although I have tried to find answers in the Nlogit
> > documentation.
> > I have conducted a pilot study of the choice experiment to get estimates
> > that I can use as priors for input into Ngene to generate an efficient
> > design. Each of the respondents got 8 choice sets out of a blocked 3x8
> > design. Each choice tasks consists of three alternatives.
> > Now I tried to estimate a conditional logit model.
> > First, I used Stata. I estimated the model with cluster-robust standard
> > errors, because I thought that it makes sense to account for the panel
> > data, so that it is recognized that one respondent is associated with
> > several observations.
> > However, I could not figure out yet how to do this in Nlogit. I
> estimated a
> > conditional logit model, which provides the same results as the basic
> > conditional logit model in Stata, without accounting for the panel data /
> > cluster-robust standard errors. I found some commands like "cluster" or
> > "robust" for Nlogit, but somehow this does not really seem to work.
> > Probably I am not using these commands correctly. (For instance, I tried
> > "cluster = ID", with ID being the individual ID of each respondent. The
> > results are different than the results of the basic model, but not the
> > as in the Stata version, and in the output the number of respondents does
> > not seem to be recognized.
> > Could anybody please help me in this regard?
> > Thanks a lot in advance!
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> William Greene
> Department of Economics, emeritus
> Stern School of Business, New York University
> 44 West 4 St.
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