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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>.
Package details |
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Author | Amrei Stammann [aut, cre], Daniel Czarnowske [aut] (<https://orcid.org/0000-0002-0030-929X>), Florian Heiss [aut], Daniel McFadden [ctb] |
Maintainer | Amrei Stammann <amrei.stammann@rub.de> |
License | GPL (>= 2) |
Version | 0.7.2 |
URL | https://github.com/amrei-stammann/bife |
Package repository | View on CRAN |
Installation |
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