Messing Around and Finding Out

Sometimes you get restive because something is not crystal clear in your head. Sometimes² you decide to mess around and figure it out. This is the place for those Sometimes²'s.

Getting to clustered standard errors for Multinomial Logit models
Starting from scratch — the geometry of ℝⁿ, through OLS standard errors under homoskedasticity, heteroskedasticity, clustering, and finally multinomial logit. Each part builds on the last.
- Part 1: The geometry in ℝⁿ, math and intuition of OLS and standard errors under homoskedasticityMay 2026

Messing Around and Finding Out

Getting to clustered standard errors for Multinomial Logit models