cgaillac/MarginalFElogit: Estimation of Average Marginal Effects in Fixed Effect Logit Models

We consider inference about average marginal effects (AME) and similar parameters in a panel data fixed effects logit model. It computes the estimators of the sharp and outer bounds on these parameters derived in Davezies, D'Haultfoeuille, and Laage (2021) <arxiv.org/abs/2105.00879> (DDL), as well as the corresponding confidence intervals.

Getting started

Package details

Authorc(person("Laurent", "Davezies", email = "laurent.davezies@ensae.fr", role = c("aut")), person("Xavier", "D'Haultfoeuille", email = "xavier.dhaultfoeuille@ensae.fr", role = c("aut")), person("Christophe", "Gaillac", email = "christophe.gaillac@unige.ch", role = c("aut", "cre"), person("Louise", "Laage", email = "louise.laage@georgetown.edu", role = c("aut")), person("Mael", "Laoufi", email = "mael.laoufi@ensae.fr", role = c("aut", "cre"))
MaintainerThe package maintainer <christophe.gaillac@unige.ch>
LicenseGPL-3
Version0.3.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("cgaillac/MarginalFElogit")
cgaillac/MarginalFElogit documentation built on Dec. 24, 2024, 3:23 p.m.