EconPapers    
Economics at your fingertips  
 

LOGITFE: Stata module to compute analytical and jackknife bias corrections for fixed effects estimators of panel logit models with individual and time effects

Mario Cruz-Gonzalez (mgonza@bu.edu), Ivan Fernandez-Val (ivanf@bu.edu) and Martin Weidner
Additional contact information
Mario Cruz-Gonzalez: Boston University

Statistical Software Components from Boston College Department of Economics

Abstract: logitfe fits a logit fixed-effects estimator that can include individual and/or time effects, and account for both the bias arising from the inclusion of individual fixed-effects and/or the bias arising from the inclusion of time fixed-effects. logitfe with the nocorrection option does not correct for the incidental parameter bias problem (Neyman and Scott, 1948). logitfe with the analytical option removes an analytical estimate of the bias from the logit fixed-effects estimator using the expressions derived in Fernandez-Val and Weidner (2016). The trimming parameter can be set to any value between 0 and (T-1), where T is the number of time periods. logitfe with the jackknife option removes a jackknife estimate of the bias from the fixed effects estimator. This method is based on the delete-one panel jackknife of Hahn and Newey (2004) and split panel jackknife of Dhaene and Jochmans (2010) as described in Fernandez-Val and Weidner (2016). logitfe displays estimates of Index Coefficients and Average Partial Effects.

Language: Stata
Requires: Stata version 11.2 and moremata from SSC (q.v.)
Keywords: logit; fixed effects; bias corrections; panel; jackknife (search for similar items in EconPapers)
Date: 2016-12-18, Revised 2017-03-10
Note: This module should be installed from within Stata by typing "ssc install logitfe". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
References: Add references at CitEc
Citations:

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/l/logitfe.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/logitfe.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/t/trade.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/l/lfp_psid.dta sample data file (application/x-stata)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458278

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum (baum@bc.edu).

 
Page updated 2025-01-21
Handle: RePEc:boc:bocode:s458278