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st: multinomial logit with predicted regressors


From   "Emla Fitzsimons" <[email protected]>
To   [email protected]
Subject   st: multinomial logit with predicted regressors
Date   Sun, 28 Sep 2003 15:35:48 +0000

Hi,

I am estimating a multinomial logit model that includes some regressors that have been predicted in a first stage. How should I correct the std errors of the mlogit coefficients?

Many thanks!

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