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st: Re: Obtaining scores after clogit


From   Joseph Coveney <[email protected]>
To   Statalist <[email protected]>
Subject   st: Re: Obtaining scores after clogit
Date   Thu, 29 Jul 2004 00:52:55 +0900

Karyen Chu wrote:

I have run a McFadden's choice model using clogit and cannot find any method 
for obtaining the score matrix since clogit is one of the commands without the 
score( ) option.

I have consulted section 23.15 "Obtaining Scores" in the user manual and 
looked at and tried the commands estimates and ereturn.  So far, nothing has 
worked.

I need the scores to perform a score test because the McFadden's Choice 
model that I have estimated is actually the constrained form of a more 
complicated model and I am trying to test the constraints using a score test 
since the  unconstrained model will be a bear to estimate.

--------------------------------------------------------------------------------

Jeroen Weesie wrote a conditional logistic regression command, -clogit2-,  that 
provides scores in order to work with his -suest-, which requires scores from 
the estimation commands.  

-suest- has now been incorporated into official Stata with Release 8, but his 
website might still have the package available.   

To install it, -findit suest- or -findit clogit2- points Stata to its location 
on his website.

Joseph Coveney



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