Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: recovering individual log-likelihoods after clogit

From   Jacob Fowles <>
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.



Jacob Fowles
Assistant Professor
Department of Public Administration
University of Kansas
*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index