Alex D'Ignazio <[email protected]>:
webuse nlswork
clogit union age grade not_smsa, group(idcode) cluster(idcode)
Suppose "union" above is "has a business relationship" and "idcode" is
a distinct firm identifier and "age" "grade" and "not_smsa" are
properties of the firm--they may not vary within the firm or they may
be specific to each observation, i.e. to each firm dyad. If they
don't vary within firm, they will not be used in the estimation
("grade" has no estimated coef in the above example).
On 6/23/07, A D'Ignazio <[email protected]> wrote:
I have a dataset consisting of individual characteristics for N firms. For
each pair of them, I also know whether they are in a business relationship
or not.
I am modelling the likelihood of having a business relationship, for each
pair, based on the firms individual characteristics (difference in size,
etc.
...
Could you suggest me another way to address the problem at hand? For
instance, how to cluster the residual around the firms identifiers in a
logit model?
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