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Cluster standard errors

Ask questions about model specifications. Ideally include a mathematical explanation of your proposed model.
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sabrina01
Posts: 2
Joined: 05 Feb 2025, 10:08

Cluster standard errors

Post by sabrina01 »

Hi all,

first of all: Thank you for this great package and the very helpful community. :!:

I have a MNL model and I know that multiple choices per individual are considered. However, I collected my data by conducting an experiment during multiple sessions. Now I would like to cluster standard errors on a session level. Is this somehow possible with the apollo package?

Thank you a lot!

Best regards,

Sabrina
stephanehess
Site Admin
Posts: 1350
Joined: 24 Apr 2020, 16:29

Re: Cluster standard errors

Post by stephanehess »

Hi

you would have to use different IDs per session. That would make it work

Stephane
--------------------------------
Stephane Hess
www.stephanehess.me.uk
sabrina01
Posts: 2
Joined: 05 Feb 2025, 10:08

Re: Cluster standard errors

Post by sabrina01 »

Hi Stephane,

thanks for your answer!
Is there also a possibility for clustering on an individual and on a session level?

Best regards,

Sabrina
stephanehess
Site Admin
Posts: 1350
Joined: 24 Apr 2020, 16:29

Re: Cluster standard errors

Post by stephanehess »

Sabrina

not with an MNL model. You would need to explicitly deal with the correlations, say using error components in a mixed logit model

Stephane
--------------------------------
Stephane Hess
www.stephanehess.me.uk
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