help cquadequalso see: clogit, cquadbasic, cquadext

Title

cquadequ -- Conditional maximum likelihood estimation for the modified
version of the quadratic exponential model proposed by Bartolucci, Nigro & Pigini (2013)

Syntax

cquadequ depvar id [indepvars]

Description

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).

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 + (1 + ... + 1)gamma]

where x_ is a column vector of covariates and the first observation is taken as initial condition
and 1{.} is the indicator function. 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 (modified) quadratic exponential model

. cquadequ union idcode age grade

Saved results

cquadequ saves the following in e():

Scalars

e(lk) final conditional log-likelihood

Macros

e(cmd) cquadequ

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.

Bartolucci, F., Nigro, V. & Pigini, C. (2013). Testing for state dependence in binary panel data with individual covariates, MPRA Paper 48233, University Library of Munich, Germany.