DPB: Dynamic Panel Binary Data Models in gretl | Zendy

Riccardo Lucchetti | Zendy; Claudia Pigini | Zendy

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DPB: Dynamic Panel Binary Data Models in gretl

Author(s) -

Riccardo Lucchetti,

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.v079.i08

Subject(s) - estimator , binary number , panel data , r package , probit , probit model , binary data , function (biology) , computer science , econometrics , statistics , mathematics , biology , arithmetic , genetics

This paper presents the gretl function package DPB for estimating dynamic binary models with panel data. The package contains routines for the estimation of the randomeffects dynamic probit model proposed by Heckman (1981b) and its generalisation by Hyslop (1999) and Keane and Sauer (2009) to accommodate AR(1) disturbances. The fixed-effects estimator by Bartolucci and Nigro (2010) is also implemented. DPB is available on the gretl function packages archive.

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