6
$\begingroup$

I know this question might have been around before like in this SO thread, but maybe (hopefully) its answer has changed over time.

  • Is there any package in R or an outline how to do panel regressions with a discrete dependent variable?
  • Is there any other open source package that does it and that would help coding something in R?
$\endgroup$
  • $\begingroup$ the binary case might be a sufficient first start... $\endgroup$ – hans0l0 Apr 29 '11 at 9:48
1
$\begingroup$

What is wrong with using plm or lme4 (another link)? Particularly the glmer function?

$\endgroup$
  • $\begingroup$ plm as far as I know does not have functions for fitting discrete data models. lme4 is a good suggestion, but should be used with care, since it assumes that all the independent variables are exogenous, which is not always the case for panel data in econometrics. $\endgroup$ – mpiktas May 30 '11 at 7:41
1
$\begingroup$

pglm is now available and for e.g. conditional logit there is a closed form estimator that should be straightforward to implement.

$\endgroup$
1
$\begingroup$

For "fixed effects" logit regression as understood in econometrics (also called Chamberlain's conditional logit), "clogit" in the "survival" package does the job.

$\endgroup$
  • $\begingroup$ Any confirmation that that is what this package does? From the examples, mclogit seems do do multinomial logit, not binary logit. I can't see a difference between mclogit and clogit. $\endgroup$ – RegressForward Jul 9 '16 at 17:19
  • 1
    $\begingroup$ @RegressForward Yes, that seems to be the case. I've edited my answer. Clogit in survival definitely does the job. $\endgroup$ – Julian Schuessler Jul 20 '16 at 17:32

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.