Hi all. A statistical question related to Jeroen Weesie's wonderful
suest command. I am using it to compare two McFadden's discrete choice
models in which I observe multiple decisions by various firms
(FIRM_CODE). When I run suest, I get the standards errors adjusted for
clustering on FIRM_CODE, which differ somewhat from the unadjusted
s.e.'s. This would seem to be more accurate and a "good thing". I've
been asked by a reader, however, why suest provides the cluster-adjusted
s.e.'s when Stata itself does not provide a cluster() option for clogit.
If anyone could help me answer this question, I would greatly appreciate
it.
Glenn
Glenn Hoetker
Assistant Professor of Strategy
College of Commerce & Business Administration
Univeristy of Illinois at Urbana-Champaign
(217) 265-4081
[email protected]
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