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Re: st: vce(robust) and suest based Hausman


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: vce(robust) and suest based Hausman
Date   Mon, 11 Jul 2011 16:43:02 +0200

On Mon, Jul 11, 2011 at 4:16 PM, Ioannis Tikoudis wrote:
> I have the following questions on mlogit:
>
> 1) It seems that is possible to estimate an MNL model and get an adjusted
> covariance matrix for the MNL estimators. While this is straightforward in
> OLS (using the residual covariance matrix), I do not follow how this is done
> in Stata.

See paragraph 20.16 of the User's Guide (Stata version 11).

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
--------------------------
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