README.md

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

MarginalFElogit

The R package MarginalFElogit is associated to Davezies, D’Haultfoeuille, and Laage (2021) https://arxiv.org/abs/2105.00879, DDL hereafter. This package considers 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 DDL, as well as the corresponding confidence intervals. We illustrate the usage of MarginalFElogit with a simulated and a real example.

See the MarginalFElogit's vignette https://github.com/cgaillac/MarginalFElogit/blob/master/vignettes/MarginalFElogit.pdf for theoretical details and code examples.

For a complete description, see Davezies, D’Haultfoeuille, and Laage (2021) https://arxiv.org/abs/2105.00879.

cgaillac/MarginalFElogit documentation built on Dec. 24, 2024, 3:23 p.m.