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st: correlation among residuals


From   "Chiara Mussida" <cmussida@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: correlation among residuals
Date   Tue, 25 Mar 2008 11:38:55 +0100

Dear All,
a simple question: if there is evidence of IIA in a mlogit model (form
a small-hsiao test: mlogtest, sm) is it impossible to find a certain
degree of correlation between the residuals of my separate
regressions. Obviously these correspond to the equations  estimated in
my mlogit.is there a test in stata for this purpose??

regards
-- 
Chiara Mussida
PhD candidate
Doctoral school of Economic Policy
Catholic University, Piacenza (Italy)
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