| Name : R-cquad
| |
| Version : 2.2
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.6.11
| Date : 2024-06-14 11:42:51
|
| Group : Development/Libraries/Other
| Source RPM : R-cquad-2.2-lp153.6.11.src.rpm
|
| Size : 0.19 MB
| |
| Packager : (none)
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| Summary : Conditional Maximum Likelihood for Quadratic Exponential Models for Binary Panel Data
|
Description :
Estimation, based on conditional maximum likelihood, of the quadratic
exponential model proposed by Bartolucci, F. & Nigro, V. (2010,
Econometrica) < DOI:10.3982/ECTA7531> and of a simplified and a modified
version of this model. The quadratic exponential model is suitable for
the analysis of binary longitudinal data when state dependence (further
to the effect of the covariates and a time-fixed individual intercept)
has to be taken into account. Therefore, this is an alternative to the
dynamic logit model having the advantage of easily allowing conditional
inference in order to eliminate the individual intercepts and then
getting consistent estimates of the parameters of main interest (for
the covariates and the lagged response). The simplified version of this
model does not distinguish, as the original model does, between the
last time occasion and the previous occasions. The modified version
formulates in a different way the interaction terms and it may be used
to test in a easy way state dependence as shown in Bartolucci, F.,
Nigro, V. & Pigini, C. (2018, Econometric Reviews)
< DOI:10.1080/07474938.2015.1060039>. The package also includes
estimation of the dynamic logit model by a pseudo conditional estimator
based on the quadratic exponential model, as proposed by Bartolucci, F.
& Nigro, V. (2012, Journal of Econometrics)
< DOI:10.1016/j.jeconom.2012.03.004>. For large time dimensions of the
panel, the computation of the proposed models involves a recursive
function adapted from Krailo M. D., & Pike M. C. (1984, Journal of the
Royal Statistical Society. Series C (Applied Statistics)).
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RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
