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st: bootstrap with mixed logit


From   "Marco N. Anterpi" <[email protected]>
To   <[email protected]>
Subject   st: bootstrap with mixed logit
Date   Fri, 27 Jan 2012 14:42:28 +0100

Hello everyone,

I have an unbalanced panel with a binary dependent 
variable and I estimated a mixed logit model. However, I do not manage 
to compute the standard errors for the summary statistics with the 
command bootstrap.

More in detail, I estimated a mixed logit model with 5 latent classes via EM algorithm,
using the command:
 lclogit choice price income gender, group(ind) id(dec) nclasses(5)

I can display the list of parameters 
(matrix B) and the probability of class membership (matrix P) and 5 
variance-covariance matrices of the estimators ( v1 v2 v3 v4 v5 one for each class).

My problem is that I do not manage to produce the standard errors 
for the summary statistics of the different variables and I am probably 
making a silly mistake in handling the data.

Can anyone tell me the exact steps I should follow?

Thank you very much in advance,

M. 		 	   		   		 	   		  
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