I have run a McFadden's choice model using clogit and cannot find any
method for
obtaining the score matrix since clogit is one of the commands without the
score( ) option.
I have consulted section 23.15 "Obtaining Scores" in the user manual and
looked at and tried the
commands estimates and ereturn. So far, nothing has worked.
I need the scores to perform a score test because the McFadden's Choice
model that I have
estimated is actually the constrained form of a more complicated model and
I am trying to test the constraints using a score test since the
unconstrained model
will be a bear to estimate.
Thank you in advance for any help you can provide.