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st: vce(robust) and suest based Hausman

From   Ioannis Tikoudis <>
To   "''" <>
Subject   st: vce(robust) and suest based Hausman
Date   Mon, 11 Jul 2011 16:16:57 +0200

Dear Statalist,

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. So does it replace the standard MNL choice probabilities in the last iteration of the likelihood maximization, with other choice probabilities?

2) what is the exact difference between the McFadden Hausman IIA test and the suest based Hausman test? What is the test statistic of the last one and how is it performed? Thank you very much in advance

Ioannis Tikoudis
(M.Phil, Tek.Lic)
Division of Economics
The Royal Institute of Technology
Drottning Kristinas väg 30
SE-100 44 Stockholm

Phone: +46 (0) 87906969
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