Binary Choice Models with Fixed Effects

Estimates fixed effects binary choice models (logit and probit) with potentially many individual fixed effects and computes average partial effects. Incidental parameter bias can be reduced with a bias-correction proposed by Hahn and Newey (2004) .


Reference manual

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0.1 by Amrei Stammann, 7 months ago

Browse source code at

Authors: Amrei Stammann [aut, cre], Daniel Czarnowske [aut], Florian Heiss [aut], Daniel McFadden [ctb]

Documentation:   PDF Manual  

GPL (>= 2) license

Imports Rcpp, Formula, stats

Suggests knitr, rmarkdown, survival, ggplot2

Linking to Rcpp, RcppArmadillo

System requirements: C++11

See at CRAN