vcov.bife

object

an optional logical flag that specifies whether the covariance
matrix of the bias-corrected or uncorrected structural parameters
are displayed. Default is <code>TRUE</code> (bias-corrected).

corrected


<code>vcov.bife</code> extracts the covariance matrix of the
structural paramters from objects returned by <code>bife</code>


Estimates 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) <doi:10.1111/j.1468-0262.2004.00533.x>.

vcov.bife: Extract Covariance Matrix of Structural Parameters

Description

Usage

Arguments

Value

See Also