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Re: RE: st: gllamm log-likelihood cycle?


From   "Stas Kolenikov" <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: RE: st: gllamm log-likelihood cycle?
Date   Wed, 29 Oct 2008 07:42:28 -0500

On 10/29/08, Claudio Cruz Cazares <Claudio.Cruz@uab.cat> wrote:
>  When using mprobit with the cluster option if enough for controlling for the unobservable hetereogenity in the panel? Is the unobservable hetereogenity and correlation between observations are controlled in mixlogit since the "group" and "id" options are specified?

No, all the -cluster- options do is they correct the estimating
equations for possible correlations between individuals. If you want
to take those into account more accurately you need to come up with
more complicated models. Think of the difference between linear
regression and panel data models: you can do -cluster- with regress,
but that will still give you biased point estimates if you have random
effects correlated with regressors. Same story here.

-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
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