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st: New version of -groupcl- package on SSC


From   Paulo Guimaraes <guimaraes@moore.sc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: New version of -groupcl- package on SSC
Date   Fri, 16 Feb 2007 09:58:22 -0500

Thanks to Kit Baum, a new version of the -groupcl- package is now available for download from SSC. The new version includes an option to
compute a pearson specification test for both the "multin" and "dirmul"
commands.
A description of the package follows:

Package Name: groupcl

Tittle: Module to estimate grouped conditional logit models

Description: In many applications of conditional logit models the
choice set and the characteristics of that set are identical for
groups of decision makers. In that case it is possible to obtain a
more computationally efficient estimation of the model by grouping
the data and employing "multin". The command "multin" is designed
for estimation of grouped conditional logit models. It produces the
same output as "clogit" but requires a more compact data layout.
This is particularly relevant when the model comprises many
observations and/or choices. In this situation it is possible to
obtain substantial reductions in the size of the data set and the
time required for estimation. The command "groupdata" converts the
data as required by "clogit" to the new format required by
"multin". The command "dirmul" performs Dirichlet-Multinomial (DM)
regression which is a parametric alternative to deal with
overdispersion in the context of the grouped conditional logit
model. The "dirmul" command can also be used to estimate Beta-
Binomial regression models.

KW: conditional logit
KW: grouped data
KW: dirichlet-multinomial
KW: Beta-Binomial

Requires: Stata version 9

Author: Paulo Guimaraes
Support: guimaraes@moore.sc.edu


Best wishes

Paulo Guimaraes
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