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cquad
View on CRAN: Click
here
Download and install cquad package within the R console
Install from CRAN:
install.packages("cquad")
Install from Github:
library("remotes")
install_github("cran/cquad")
Install by package version:
library("remotes")
install_version("cquad", "2.3")
Attach the package and use:
library("cquad")
Maintained by
Francesco Bartolucci
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
10.32614/CRAN.package.cquad . https://github.com/fravale/cquad_dev/issues . https://cran.r-project.org/package=cquad . https://github.com/fravale/cquad_dev/ . cquad citation info . cquad results . cquad.pdf . cquad_2.3.tar.gz . cquad_2.3.zip . cquad_2.3.zip . cquad_2.3.zip . cquad_2.3.tgz . cquad_2.3.tgz . cquad_2.3.tgz . cquad_2.3.tgz . cquad_2.3.tgz . cquad_2.3.tgz . cquad archive . https://CRAN.R-project.org/package=cquad .
First Published: 2015-01-05
Latest Update: 2023-02-28
Description:
Estimation, based on conditional maximum likelihood, of the quadratic exponential
model proposed by Bartolucci, F. & Nigro, V. (2010, Econometrica)
and of a simplified and a modified version of this model. The quadratic exponential model
is suitable for the analysis of binary longitudinal data when state dependence (further
to the effect of the covariates and a time-fixed individual intercept) has to be taken
into account. Therefore, this is an alternative to the dynamic logit model having the
advantage of easily allowing conditional inference in order to eliminate the individual
intercepts and then getting consistent estimates of the parameters of main interest
(for the covariates and the lagged response). The simplified version of this model
does not distinguish, as the original model does, between the last time occasion
and the previous occasions. The modified version formulates in a different way the
interaction terms and it may be used to test in a easy way state dependence as shown
in Bartolucci, F., Nigro, V. & Pigini, C. (2018, Econometric Reviews) .
The package also includes estimation of the dynamic logit model by a pseudo conditional
estimator based on the quadratic exponential model, as proposed by
Bartolucci, F. & Nigro, V. (2012, Journal of Econometrics) .
For large time dimensions of the panel, the computation of the proposed models involves a
recursive function from Krailo M. D., & Pike M. C. (1984, Journal of the Royal
Statistical Society. Series C (Applied Statistics)) and Bartolucci F., Valentini, F. & Pigini C.
(2021, Computational Economics .
How to cite:
Francesco Bartolucci (2015). cquad: Conditional Maximum Likelihood for Quadratic Exponential Models for Binary Panel Data. R package version 2.3, https://cran.r-project.org/web/packages/cquad. Accessed 07 Apr. 2025.
Previous versions and publish date:
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Complete documentation for cquad
Functions, R codes and Examples using
the cquad R package
Some associated functions: cquad-package . cquad . cquad_basic . cquad_equ . cquad_ext . cquad_pseudo . data_sim . print.cquad . quasi_sym . quasi_sym_equ . quasi_sym_pseudo . sim_panel_logit . sq . summary.cquad .
Some associated R codes: cquad.R . cquad_basic.R . cquad_equ.R . cquad_ext.R . cquad_pseudo.R . print.cquad.R . quasi_sym.R . quasi_sym_equ.R . quasi_sym_pseudo.R . sim_panel_logit.R . sq.R . summary.cquad.R . Full cquad package functions and examples
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