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Re: st: Categorical dependent variables and large dummy variable data sets


From   "Guillaume Frechette" <gurst1@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Categorical dependent variables and large dummy variable data sets
Date   Wed, 18 Dec 2002 16:42:20 +0000

What is the best way to handle this? If I were using OLS to estimate the
models; areg, absorb(cluster) would seem to be the way to go. However, I
need to use variants of logistic regression (mlogit, ologit).

I have also looked into using the ,robust option to calculate robust
standard errors. Will this provide correct standard error estimates?
yes, but you might also want to look at xtlogit, xtprobit, gllamm, and reoprob.

Guillaume

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