Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
Authors: Francesco Bartolucci, Claudia Pigini
Title: cquad: An R and Stata Package for Conditional Maximum Likelihood Estimation of Dynamic Binary Panel Data Models
Abstract: We illustrate the R package cquad for conditional maximum likelihood estimation of the quadratic exponential (QE) model proposed by Bartolucci and Nigro (2010) for the analysis of binary panel data. The package also allows us to estimate certain modified versions of the QE model, which are based on alternative parametrizations, and it includes a function for the pseudo-conditional likelihood estimation of the dynamic logit model, as proposed by Bartolucci and Nigro (2012). We also illustrate a reduced version of this package that is available in Stata. The use of the main functions of this package is based on examples using labor market data.

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Paper: cquad: An R and Stata Package for Conditional Maximum Likelihood Estimation of Dynamic Binary Panel Data Models     Download PDF (Downloads: 3069)
Supplements:
cquad_1.4.tar.gz: R source package Download (Downloads: 158; 90KB)
v78i07.R: R replication code Download (Downloads: 180; 2KB)
Union.RData: Supplementary data (R binary format) Download (Downloads: 161; 8KB)
cquad.zip: Stata source package Download (Downloads: 140; 134KB)
v78i07.do: Stata replication code Download (Downloads: 200; 550B)
union.dta: Supplementary data (Stata binary format) Download (Downloads: 154; 283KB)
DOI: 10.18637/jss.v078.i07

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Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.