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clustered robust standard errors for nested logit model

Posted: 30 May 2022, 03:00
by tsaghapour
Hi,

I have run a nested logit model. Since individuals in my data are nested within the households and households are nested within the neighbourhoods. I am wondering if I can get the clustered robust SEs for the estimations of the nested logit model?

Thanks

Re: clustered robust standard errors for nested logit model

Posted: 27 Jun 2022, 11:43
by stephanehess
Hi

apologies for the slow reply.

If you include apollo_panelProd, then the robust standard errors will be clustered automatically - see the details in the manual

Best wishes

Stephane