cquad_equ
(Package: cquad) :
Conditional maximum likelihood estimation for the modified version of the quadratic exponential model (to test for state dependence)
Fit by conditional maximum likelihood a modified version of the model for binary logitudinal data proposed by Bartolucci & Nigro (2010), in which the interaction terms have an extended form. This modified version is used to test for state dependence as described in Bartolucci et al. (2013).
● Data Source:
CranContrib
● Keywords: panel data
● Alias: cquad_equ
●
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cquad_ext
(Package: cquad) :
Conditional maximum likelihood estimation of the quadratic exponential model for panel data
Fit by conditional maximum likelihood the model for binary logitudinal data proposed by Bartolucci & Nigro (2010).
● Data Source:
CranContrib
● Keywords: panel data
● Alias: cquad_ext
●
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sim_panel_logit
(Package: cquad) :
Simulate data from the dynamic logit model
Simulate data from the dynamic logit model given a set of covariates and a vector of parameters.
● Data Source:
CranContrib
● Keywords: panel data
● Alias: sim_panel_logit
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cquad_pseudo
(Package: cquad) :
Pseudo conditional maximum likelihood estimation of the dynamic logit model
Estimate the dynamic logit model for binary logitudinal data by the pseudo conditional maximum likelihood method proposed by Bartolucci & Nigro (2012).
● Data Source:
CranContrib
● Keywords: panel data
● Alias: cquad_pseudo
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print.cquad
(Package: cquad) :
Print output for class cquad
Print output for class cquad and output provided by cquad_basic, cquad_equ, cquad_ext, cquad_pseudo
● Data Source:
CranContrib
● Keywords:
● Alias: print.cquad
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sq
(Package: cquad) :
Generate binary sequences
Generate binary sequences of a certain length and with a certain sum.
● Data Source:
CranContrib
● Keywords: conditional inference
● Alias: sq
●
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cquad-package
(Package: cquad) :
Conditional Maximum Likelihood for Quadratic Exponential Models for Binary Panel Data
Estimation, based on conditional maximum likelihood, of the quadratic exponential model proposed by Bartolucci & Nigro (2010) and of a simplified and a modified version of this model. The quadratic exponential model is suitable for the analysis of binary longitudinal data when state dependence (further to the effect of the covariates and a time-fixed individual intercept) has to be taken into account. Therefore, this is an alternative to the dynamic logit model having the advantage of easily allowing conditional inference in order to eliminate the individual intercepts and then getting consistent estimates of the parameters of main interest (for the covariates and the lagged response). The simplified version of this model does not distinguish, as the original model does, between the last time occasion and the previous occasions. The modified version formulates in a different way the interaction terms and it may be used to test in a easy way state dependence as shown in Bartolucci, Nigro & Pigini (2013). The package also includes estimation of the dynamic logit model by a pseudo conditional estimator based on the quadratic exponential model, as proposed by Bartolucci & Nigro (2012).
● Data Source:
CranContrib
● Keywords: panel data
● Alias: cquad-package
●
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cquad_basic
(Package: cquad) :
Conditional maximum likelihood estimation of the basic quadratic exponential model
Fit by conditional maximum likelihood a simplified version of the model for binary logitudinal data proposed by Bartolucci & Nigro (2010); see also Cox (1972).
● Data Source:
CranContrib
● Keywords: panel data
● Alias: cquad_basic
●
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cquad
(Package: cquad) :
Interface for functions fitting different versions of cquad
Fit by conditional maximum likelihood each of the models in cquad package.
● Data Source:
CranContrib
● Keywords: panel data
● Alias: cquad
●
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summary.cquad
(Package: cquad) :
Summary for class cquad
Summarize the output for class cquad provided by cquad_basic, cquad_equ, cquad_ext, cquad_pseudo
● Data Source:
CranContrib
● Keywords:
● Alias: summary.cquad
●
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