Hi everybody.
I uploaded a new version of the "felogit" package for conditional ML
estimation of fixed-effects panel logit models (nothing revolutionary,
really: it's just Chamberlain (1980)).
I changed a few internals and the new code should be considerably faster
than the old one. From my experiments, felogit() is about 3 times faster
than the equivalent stata command (xtlogit with the fe option). However, a
few robustness checks wouldn't hurt 😉.
So, if you have a (preferably large) panel dataset to run a few checks,
I'd appreciate your feedback. Thanks!
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
[email protected]
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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