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Re: st: Obtaining scores after clogit


From   [email protected] (Roberto G. Gutierrez, StataCorp)
To   [email protected]
Subject   Re: st: Obtaining scores after clogit
Date   Wed, 28 Jul 2004 11:38:35 -0500

Karyen Chu <[email protected]> asked:

> I have run a McFadden's choice model using clogit and cannot find any method
> for obtaining the score matrix since clogit is one of the commands without
> the score( ) option.

> I have consulted section 23.15 "Obtaining Scores" in the user manual and
> looked at and tried the commands estimates and ereturn.  So far, nothing has
> worked.

> I need the scores to perform a score test because the McFadden's Choice
> model that I have estimated is actually the constrained form of a more
> complicated model and I am trying to test the constraints using a score test
> since the unconstrained model will be a bear to estimate.

Joseph Coveney <[email protected]> replied:

> Jeroen Weesie wrote a conditional logistic regression command, -clogit2-,
> that provides scores in order to work with his -suest-, which requires
> scores from the estimation commands.




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