cquad: Conditional Maximum Likelihood for Quadratic Exponential Models for Binary Panel Data

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Estimation, based on conditional maximum likelihood, of the quadratic exponential model proposed by Bartolucci, F. & Nigro, V. (2010, Econometrica) and of a simplified and a modified version of this model. The quadratic exponential model is suitable for the analysis of binary longitudinal data when state dependence (further to the effect of the covariates and a time-fixed individual intercept) has to be taken into account. Therefore, this is an alternative to the dynamic logit model having the advantage of easily allowing conditional inference in order to eliminate the individual intercepts and then getting consistent estimates of the parameters of main interest (for the covariates and the lagged response). The simplified version of this model does not distinguish, as the original model does, between the last time occasion and the previous occasions. The modified version formulates in a different way the interaction terms and it may be used to test in a easy way state dependence as shown in Bartolucci, F., Nigro, V. & Pigini, C. (2013, Econometric Reviews). The package also includes estimation of the dynamic logit model by a pseudo conditional estimator based on the quadratic exponential model, as proposed by Bartolucci, F. & Nigro, V. (2012, Journal of Econometrics).

Author
Francesco Bartolucci (University of Perugia), Claudia Pigini (University of Ancona "Politecnica delle Marche")
Date of publication
2015-09-28 09:26:51
Maintainer
Francesco Bartolucci <francesco.bartolucci@unipg.it>
License
GPL (>= 2)
Version
1.3

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Man pages

cquad
Interface for functions fitting different versions of cquad
cquad_basic
Conditional maximum likelihood estimation of the basic...
cquad_equ
Conditional maximum likelihood estimation for the modified...
cquad_ext
Conditional maximum likelihood estimation of the quadratic...
cquad-package
Conditional Maximum Likelihood for Quadratic Exponential...
cquad_pseudo
Pseudo conditional maximum likelihood estimation of the...
data_sim
Simulated dataset
print.cquad
Print output for class cquad
sim_panel_logit
Simulate data from the dynamic logit model
sq
Generate binary sequences
summary.cquad
Summary for class cquad

Files in this package

cquad
cquad/NAMESPACE
cquad/data
cquad/data/data_sim.RData
cquad/R
cquad/R/cquad_ext.R
cquad/R/cquad.R
cquad/R/print.cquad.R
cquad/R/cquad_basic.R
cquad/R/cquad_equ.R
cquad/R/sim_panel_logit.R
cquad/R/sq.R
cquad/R/summary.cquad.R
cquad/R/cquad_pseudo.R
cquad/MD5
cquad/DESCRIPTION
cquad/man
cquad/man/data_sim.Rd
cquad/man/cquad_equ.Rd
cquad/man/cquad_ext.Rd
cquad/man/sim_panel_logit.Rd
cquad/man/cquad_pseudo.Rd
cquad/man/print.cquad.Rd
cquad/man/sq.Rd
cquad/man/cquad-package.Rd
cquad/man/cquad_basic.Rd
cquad/man/cquad.Rd
cquad/man/summary.cquad.Rd