{smcl}
{cmd:help cquadextr}{right:also see: {help clogit}, {help cquadbasicr}, {help cquadequr}}
{hline}
{title:Title}
{p2colset 5 17 21 2}{...}
{p2col :{hi:cquadext} {hline 2}}Conditional maximum likelihood estimation of the quadratic exponential model by Bartolucci and Nigro (2010){p_end}
{p2colreset}{...}
{title:Syntax}
{p 8 16 2}{cmd:cquadextr} id {depvar} [{indepvars}]
{title:Description}
{pstd}
Fit by conditional maximum likelihood the model for binary logitudinal data proposed by Bartolucci & Nigro (2010).
{pstd}
For a vector y_i of T observations (y_{i,1},...,y_{i,T}) for unit i, the model is based on the assumption:
{pstd}
p(y_i) {proportional to} exp[(y_{i,2}x_{i,2} + ... + y_{i,T}x_{i,T})'beta1 + y_{i,T}(phi+x_{i,T}'beta2)
+(y_{i,1}y_{i,2} + ... + y_{i,T-1}y_{i,T})gamma]
{pstd}
where x_{i,t} 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.
{pstd}
id (compulsory) is the list of the reference unit of each observation{p_end}
{pstd}
phi is indicated by diff-int in the output
{pstd}
beta is indicated by diff-cov1... in the output
{title:Examples}
{pstd}Setup{p_end}
{phang}{cmd:. webuse union}{p_end}
{pstd}Fit quadratic exponential model{p_end}
{phang}{cmd:. cquadextr idcode union age grade}{p_end}
{title:Saved results}
{pstd}
{cmd:cquadextr} saves the following in matrix list {cmd:return matrix list}:
{synoptset 20 tabbed}{...}
{p2col 5 20 24 2: Matrices}{p_end}
{synopt:{cmd:matrix list r(coefficients)}}coefficient vector{p_end}
{synopt:{cmd:matrix list r(ser)}}standard errors{p_end}
{synopt:{cmd:matrix list r(serr)}}robust standard errors{p_end}
{synopt:{cmd:matrix list r(He)}}Hessian matrix of the conditional likelihood function{p_end}
{synopt:{cmd:matrix list r(vcov)}}coefficients covariance matrix{p_end}
{title:Authors}
{pstd}Francesco Bartolucci{p_end}
{pstd}Department of Economics, University of Perugia {p_end}
{pstd}Perugia, Italy{p_end}
{pstd}francesco.bartolucci@unipg.it{p_end}
{pstd}Claudia Pigini{p_end}
{pstd}Department of Economics and Social Science, Marche Polytechnic University{p_end}
{pstd}Ancona, Italy{p_end}
{pstd}c.pigini@univpm.it{p_end}
{pstd}Francesco Valentini{p_end}
{pstd}Department of Economics and Social Science, Marche Polytechnic University{p_end}
{pstd}Ancona, Italy{p_end}
{pstd}f.valentini@pm.univpm.it{p_end}
{title:References}
{pstd}
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.{p_end}
{pstd}
cquadr User guide. https://github.com/fravale/cquadr/blob/master/cquadr-guide.pdf{p_end}