vcov.bifeAPEs

<code>vcov.bifeAPEs</code> computes an estimate of the covariance matrix of the estimator of the
average partial parameters from objects returned by <code>get_APEs</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 an asymptotic bias correction proposed by Fernandez-Val (2009)
<doi:10.1016/j.jeconom.2009.02.007>.

Amrei Stammann

bife

Binary Choice Models with Fixed Effects

Daniel Czarnowske

Florian Heiss

Daniel McFadden

vcov.bifeAPEs function

<dl><dt>object</dt>
<dd>an object of class <code>"bifeAPEs"</code>.</dd>
<dt>...</dt>
<dd>other arguments.</dd></dl>

Arguments

Extract estimates of the covariance matrix — vcov.bifeAPEs

<dl>

<dt>object</dt>
<dd>an object of class <code>"bifeAPEs"</code>.</dd>


<dt>...</dt>
<dd>other arguments.</dd>

</dl>

vcov.bifeAPEs: Extract estimates of the covariance matrix

Description

Usage

Value

Arguments

See Also