help cquadextalso see: clogit, cquadbasic, cquadequ

Title

cquadext -- Conditional maximum likelihood estimation of the quadratic exponential model by Bartolucci and Nigro (2010)

Syntax

cquadext depvar id [indepvars]

Description

Fit by conditional maximum likelihood the model for binary logitudinal data proposed by Bartolucci & Nigro (2010).

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_)'beta1 + y_(phi+x_'beta2)
+(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

phi is indicated by diff-int in the output

beta is indicated by diff-cov1... in the output

Examples

Setup

. webuse union

Fit quadratic exponential model

. cquadext union idcode age grade

Saved results

cquadext saves the following in e():

Scalars

e(lk) final conditional log-likelihood

Macros

e(cmd) cquadext

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.