Simulate data from the dynamic logit model given a set of covariates and a vector of parameters.
Usage
sim_panel_logit(id, al, X = NULL, eta, dyn = FALSE)
Arguments
id
list of the reference unit of each observation
al
list of individual specific effects
X
corresponding matrix of covariates (optional)
eta
vector of parameters
dyn
TRUE if in the dynamic version; FALSE for the static version (by default)
Value
yv
simulated vector of binary response variables
pv
vector of probabilities of "success"
Author(s)
Francesco Bartolucci (University of Perugia), Claudia Pigini (University of Ancona "Politecnica delle Marche")
Examples
# simulate data from the static logit model
n = 1000; TT = 5 # sample size, number of time occasions
id = (1:n)%x%rep(1,TT) # vector of indices
al = rnorm(n) # simulate alpha
X = matrix(rnorm(2*n*TT),n*TT,2) # simulate two covariates
eta1 = c(1,-1) # vector of parameters
out = sim_panel_logit(id,al,X,eta1)
y1 = out$yv
# simulate data from the dynamic logit model
eta2 = c(1,-1,2) # vector of parameters including state dependence
out = sim_panel_logit(id,al,X,eta2,dyn=TRUE)
y2 = out$yv