bife (version 0.1)

bife-package: \Sexpr[results=rd,stage=build]{tools:::Rd_package_title("#1")}bifeBinary Choice Models with Fixed Effects

Description

\Sexpr[results=rd,stage=build]{tools:::Rd_package_description("#1")}bifeEstimates fixed effects binary choice models (logit and probit) with potentially many individual fixed effects and computes average partial effects. Incidental parameter bias can be reduced with a bias-correction proposed by Hahn and Newey (2004) .

Details

The DESCRIPTION file: \Sexpr[results=rd,stage=build]{tools:::Rd_package_DESCRIPTION("#1")}bifeThis package was not yet installed at build time.

\Sexpr[results=rd,stage=build]{tools:::Rd_package_indices("#1")}bife Index: This package was not yet installed at build time.

References

Hahn, J., and W. Newey (2004). "Jackknife and analytical bias reduction for nonlinear panel models." Econometrica 72(4), 1295-1319.

Stammann, A., F. Heiss, and D. McFadden (2016). "Estimating Fixed Effects Logit Models with Large Panel Data". Working paper.