cquad
2.3Conditional Maximum Likelihood for Quadratic Exponential Models for Binary Panel Data
Overview
Estimation, based on conditional maximum likelihood, of the quadratic exponential model proposed by Bartolucci, F. & Nigro, V. (2010, Econometrica) DOI:10.3982/ECTA7531 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, F., Nigro, V. & Pigini, C. (2018, Econometric Reviews) DOI:10.1080/07474938.2015.1060039. 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, F. & Nigro, V. (2012, Journal of Econometrics) DOI:10.1016/j.jeconom.2012.03.004. For large time dimensions of the panel, the computation of the proposed models involves a recursive function from Krailo M. D., & Pike M. C. (1984, Journal of the Royal Statistical Society. Series C (Applied Statistics)) and Bartolucci F., Valentini, F. & Pigini C. (2021, Computational Economics DOI:10.1007/s10614-021-10218-2.
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- NOTE2026-03-1012 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
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- Examples that run
- 89%
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- References docs
- 64%
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9 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 2.3Latest
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- 2.22020-10-10 · diff ↗
- RR 4.0.0 released · 2020-04-24
- 2.12019-07-02 · diff ↗
- RR 3.6.0 released · 2019-04-26
- 2.02019-03-26 · diff ↗
- RR 3.5.0 released · 2018-04-23
- 1.42017-06-06 · diff ↗
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
Package metadata
- First published
- 2015-01-05
- Total releases
- 9 / 11 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 2.0.0
- Bundled data
- 80 KB / 1 file
- Download size
- 95 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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