help cquadbasicalso see: clogit, cquadequ, cquadext

Title

cquadbasic -- Conditional maximum likelihood estimation for a (simplified)
version of the quadratic exponential model by Bartolucci and Nigro (2010)

Syntax

cquadbasic depvar id [indepvars]

Description

Fit by conditional maximum likelihood a simplified version of the model for binary logitudinal
data proposed by Bartolucci & Nigro (2010); see also Cox (1972).

For a vector y_i of T observations (y_,...,y_) for unit i, the model is based on the assumption:

p(y_i) exp[(y_x_ + ... + y_x_)'beta + (y_y_ + ... + y_y_)gamma]

where x_ is a column vector of covariates and the first observation is taken as initial condition
The function can be also used with unbalanced panel data.

id (compulsory) is the list of the reference unit of each observation

Examples

Setup

. webuse union

Fit (simplified) quadratic exponential model

. cquadbasic union idcode age grade

Saved results

cquadbasic saves the following in e():

Scalars

e(lk) final conditional log-likelihood

Macros

e(cmd) cquadbasic

Matrices

e(be) coefficient vector

e(se) standard errors

e(ser) robust standard errors

e(tstat) t-statistics

e(pv) p-values

Author

Francesco Bartolucci

Department of Economics, University of Perugia

Perugia, Italy

bart@stat.unipg.it

References

Bartolucci, F. & Nigro, V. (2010). A dynamic model for binary panel data with unobserved heterogeneity admitting a root-n consistent conditional estimator. Econometrica, 78, pp. 719-733.

Cox, D. R. (1972). The Analysis of multivariate binary data. Applied Statistics, 21, 113-120.