cquad: An R and Stata Package for Conditional Maximum Likelihood Estimation of Dynamic Binary Panel Data Models

Francesco Bartolucci and Claudia Pigini

MPRA Paper from University Library of Munich, Germany

Abstract: We illustrate 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.

Keywords: dynamic logit model; pseudo maximum likelihood estimation; quadratic exponential model; state-dependence (search for similar items in EconPapers)
JEL-codes: C13 C23 C51 (search for similar items in EconPapers)
Date: 2015-10-02
New Economics Papers: this item is included in nep-dcm and nep-ore
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Citations: View citations in EconPapers (5)

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Related works:
Journal Article: cquad: An R and Stata Package for Conditional Maximum Likelihood Estimation of Dynamic Binary Panel Data Models (2017)
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