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

Francesco Bartolucci | Zendy; Claudia Pigini | Zendy

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

Author(s) -

Francesco Bartolucci,

Claudia Pigini

Publication year - 2017

Publication title -

journal of statistical software

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 7.636

H-Index - 145

ISSN - 1548-7660

DOI - 10.18637/jss.v078.i07

Subject(s) - r package , maximum likelihood , quadratic equation , exponential function , binary number , binary data , panel data , mathematics , likelihood function , estimation , statistics , restricted maximum likelihood , computer science , econometrics , economics , management , mathematical analysis , geometry , arithmetic

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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