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Cluster standard errors

Posted: 05 Feb 2025, 10:59
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

Re: Cluster standard errors

Posted: 17 Feb 2025, 04:46
by stephanehess
Hi

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

Stephane

Re: Cluster standard errors

Posted: 17 Feb 2025, 06:21
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

Re: Cluster standard errors

Posted: 27 Feb 2025, 16:11
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