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st: suest and clogit


From   "Hoetker, Glenn" <ghoetker@uiuc.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: suest and clogit
Date   Fri, 6 Sep 2002 16:34:08 -0500

Hi all.  A statistical question related to Jeroen Weesie's wonderful
suest command.  I am using it to compare two McFadden's discrete choice
models in which I observe multiple decisions by various firms
(FIRM_CODE).  When I run suest, I get the standards errors adjusted for
clustering on FIRM_CODE, which differ somewhat from the unadjusted
s.e.'s.  This would seem to be more accurate and a "good thing".  I've
been asked by a reader, however, why suest provides the cluster-adjusted
s.e.'s when Stata itself does not provide a cluster() option for clogit.

If anyone could help me answer this question, I would greatly appreciate
it.

Glenn



Glenn Hoetker
Assistant Professor of Strategy
College of Commerce & Business Administration
Univeristy of Illinois at Urbana-Champaign
(217) 265-4081
ghoetker@uiuc.edu


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