bife: Binary Choice Models with Fixed Effects

Abstract

Estimates fixed effects binary choice models (logit and probit) with potentially many individual fixed effects and computes average partial effects. Incidental parameter bias can be reduced with an asymptotic bias-correction proposed by Fernandez-Val (2009) doi:10.1016/j.jeconom.2009.02.007

Date
Jul 29, 2016 12:00 AM
Event
Software
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Amrei Stammann
Post-Doctoral Researcher in Economics