Re: st: Categorical dependent variables and large dummy variable data sets

["Guillaume Frechette" <gurst1@hotmail.com>]

> What is the best way to handle this? If I were using OLS to estimate the
> models; areg, absorb(cluster) would seem to be the way to go. However, I
> need to use variants of logistic regression (mlogit, ologit).
>
> I have also looked into using the ,robust option to calculate robust
> standard errors. Will this provide correct standard error estimates?
yes, but you might also want to look at xtlogit, xtprobit, gllamm, and 
reoprob.

Guillaume

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