Hello-
I've got time-series data from an economics experiment. I'm using
-clogit- to estimate how buyers in the experiment choose which product
to buy each period, including a lagged variable. There are six
separate experimental runs, so the errors will be independent between
runs, but it's likely there will be dependence within a run.
I'd been simply running -clogit-, until I couldn't convince myself
that was acceptable any more. From Stata docs (I'm using Stata 8
student version, so I have partial docs), it looks like the -cluster-
option is created for just this kind of problem.
I'm wondering if anyone can point me towards good descriptions of what
exactly -cluster- does. I suspect it's some kind of bootstrapping
approach? (although if so, it seems surprisingly fast).
Also, the results when including the -cluster- option have the same
coefficients as without, although the standard errors are different.
Does this just mean I'm lucky in my data, or does -cluster- only
address differences in errors?
Thanks!
--
------------------------------
Timothy O'Neill Dang / Cretog8
623-587-0532
One monkey don't stop no show.
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