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Re: st: correlation among residuals


From   "Clive Nicholas" <clivelists@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: correlation among residuals
Date   Wed, 26 Mar 2008 02:17:42 +0100

Chiara Mussida wrote:

>  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??

If you have alternative-specfic variables in your data/model, you
could run -asmprobit- here.

-- 
Clive Nicholas

[Please DO NOT mail me personally here, but at
<clivenicholas@hotmail.com>. Thanks!]

"Courage is going from failure to failure without losing enthusiasm."
-- Winston Churchill
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