Karyen Chu wrote:
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.
--------------------------------------------------------------------------------
Jeroen Weesie wrote a conditional logistic regression command, -clogit2-, that
provides scores in order to work with his -suest-, which requires scores from
the estimation commands.
-suest- has now been incorporated into official Stata with Release 8, but his
website might still have the package available.
To install it, -findit suest- or -findit clogit2- points Stata to its location
on his website.
Joseph Coveney
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
