Other packages > Find by keyword >

cquad  

Conditional Maximum Likelihood for Quadratic Exponential Models for Binary Panel Data
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]
All associated links for this package
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 Jun. 2026.
Previous versions and publish date:
1.0 (2015-01-05 22:36), 1.1 (2015-06-07 08:21), 1.2 (2015-07-22 10:00), 1.3 (2015-09-28 09:26), 1.4 (2017-06-06 12:33), 2.0 (2019-03-26 13:13), 2.1 (2019-07-02 12:51), 2.2 (2020-10-10 16:10)
Other packages that cited cquad R package
View cquad citation profile
Other R packages that cquad depends, imports, suggests or enhances
Complete documentation for cquad
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

roxygen2  
In-Line Documentation for R
Generate your Rd documentation, 'NAMESPACE' file, and collation field using specially formatted com ...
Download / Learn more Package Citations See dependency  
cesR  
Access the Canadian Election Study Datasets
Makes accessing and loading the Canadian Election Study (, ...
Download / Learn more Package Citations See dependency  
keep  
Arrays with Better Control over Dimension Dropping
Provides arrays with flexible control over dimension dropping when subscripting. ...
Download / Learn more Package Citations See dependency  
embryogrowth  
Tools to Analyze the Thermal Reaction Norm of Embryo Growth
Tools to analyze the embryo growth and the sexualisation thermal reaction norms. See ...
Download / Learn more Package Citations See dependency  
curtailment  
Finds Binary Outcome Designs Using Stochastic Curtailment
Finds single- and two-arm designs using stochastic curtailment, as described by Law et al. (2022) ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  

27,372

R Packages

233,548

Dependencies

72,820

Author Associations

27,205

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA