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st: non i.i.d. observations in -nlogit-


From   "Sascha O. Becker" <sascha.becker@gmx.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: non i.i.d. observations in -nlogit-
Date   Tue, 18 May 2004 14:38:36 +0200

Dear Stata users,

-nlogit- has no cluster option, i.e. does not allow observations to be correlated, put differently: assumes i.i.d. observations. However, sometimes, this is too strong an assumption.
In the restaurant example in the Stata manual, restaurant choices of families in the same neighborhood may be correlated because families in the same neighborhood have similar (unobserved) tastes.

Is there some way to allow for non i.i.d. observations when estimating nested logits? Is it possible to do this in -gllamm- ?

Cheers, Sascha

--

Dr. Sascha O. Becker
Center for Economic Studies
University of Munich
Schackstr. 4 - 80539 Munich, Germany
Tel +49 (89) 2180-6252 http://www.lmu.de
Fax +49 (89) 39 73 03 sbecker@lmu.de
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