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From |
Maarten Buis <[email protected]> |

To |
[email protected] |

Subject |
Re: st: Standard deviation of the error term in asclogit |

Date |
Thu, 8 Sep 2011 15:23:37 +0200 |

On Thu, Sep 8, 2011 at 3:04 PM, esther adler wrote: > My issue is that I have reasons to believe my individuals have different standard errors for their error term; by this I mean that some are more "accurate" than others in their choice. Is there a way I can get Stata to take account of this? > > Also, since I have variables that I suppose may explain how accurate the individual is in her choices (for example, mathematical proficiency and education), is there a way to get the std error or the error term to depend on this? I suppose you mean standard deviation of the error term rather than standard error of the error term. The problem with such heterogeneous choice models is that they tend to be hopelessly sensitive to getting the functional form of _every_ part of your model correct. Any deviation in the probability part of the model influences the residuals, and the model for the residuals influence the parameter estimates in the main probability part of the model. So any error in your model tends to propagate to all other parts of your model. So I do not think that that is a very promising avenue to pursue. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Standard deviation of the error term in asclogit***From:*esther adler <[email protected]>

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