[Limdep Nlogit List] Cluster-robust standard errors (panel-adjusted) for conditional logit model in Nlogit?

[Cordula H]

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 same
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!