[R] Panel data with binary dependent variable
yves.croissant at univ-reunion.fr
Tue May 11 08:03:30 CEST 2010
To my knowledge, fixed and random effect models may be estimated for the
logit model and only the random effect model for the probit model
(because of the incidental parameter problem).
I think clogit in the survival package fits the model that is called the
fixed effect logit model in the econometrics litterature.
To my knowledge, there is currently no implementation ot the random
effect model for probit and logit.
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