I want to estimate a conditional logit for a discrete choice problem,
and I need to make sure that the results are consistent for all
subsamples in the population.
In other words, I want to do something like:
clogit y x1 x2
for all 1000 observations.
and:
clogit y x1 x2 for the first 200 observations.
How do I compare the coefficients for the full sample (1000 obs) and
the subsample (200 obs)? Is there something like a Chow test for the
conditional logit?
Thanks for any help!
Jayme.
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