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st: recovering individual log-likelihoods after clogit


From   Jacob Fowles <jacob.fowles@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: recovering individual log-likelihoods after clogit
Date   Thu, 12 May 2011 19:19:20 -0400

Dear Statalisters,

I am running a conditional logit model via the clogit command in Stata
SE 11.2.  I would like to recover the individual observations'
contribution to the log-likelihood in order to conduct a Vuong test of
non-nested models (Vuong, 1989).   I have read the previous posts on
this topic on the listserv and the recent Stata blog post which give
instructions for accomplishing this when using the ml command to
estimate a model, but I am unsure how this can be accomplished when
using the pre-canned clogit command rather than ml.  Can anybody
provide me with some guidance?  Your help is much appreciated.

Best,

Jacob

Jacob Fowles
Assistant Professor
Department of Public Administration
University of Kansas
785-864-3527
jacob.fowles@ku.edu
Jacob
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