bife: Binary Choice Models with Fixed Effects

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

AuthorAmrei Stammann [aut, cre], Daniel Czarnowske [aut] (<>), Florian Heiss [aut], Daniel McFadden [ctb]
MaintainerAmrei Stammann <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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bife documentation built on Jan. 12, 2020, 4:08 p.m.