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

[William Greene]

Cordula.  Assuming you are using version 6.0 of NLOGIT, the appropriate
spec.
is ;Cluster = number of choice tasks.  For you, that would be ;Cluster = 8.
Regards,
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 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!
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>


-- 
William Greene
Department of Economics, emeritus
Stern School of Business, New York University
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