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) .


bife 0.4 (06.05.2017)

[Bug fix]

  • fixed a memory-access error in bife.cpp.

bife 0.3 (04.05.2017)

[Major Changes]

  • Added a generic function predict().
  • Additional downgrades to ensure compability with g++ 4.4.x.
  • Downgraded compiled code from C++11 to C++98. This ensures compability with older compilers.
  • Removed jackknife bias-correction from bife() and apeff_bife().
  • apeff_bife() now uses the full sample instead of a sub-sample of indiviuals with a varying response.

[Minor Changes]

  • Changed default argument discrete of apeff_bife() to NULL.
  • Changed default argument bias_corr of apeff_bife() to "ana".

[Bug fix]

  • Fixed an issue where vcov() was not able to distinguish between corrected and uncorrected coefficients.

bife 0.2 (20.02.2017)

[Major Changes]

  • Added a function fixed() to model additional fixed-effects. See documentation for further details.
  • Re-structured compiled code to optimize package size.
  • Changed some function and argument names to common naming convention. For instance apeff.bife(..., bias.corr = "ana") is now apeff_bife(..., bias_corr = "ana").
  • Downgraded compiled code from C++11 to C++98. This ensures compability with older compilers.

[Minor Changes]

  • Added comments and renamed variables such that they are in line with the notation of the corresponding working paper.
  • Fixed some typos in documentation.

[Bug fix]

  • Fixed an issue where bife() was not able to fit a model with just one explanatory variable.
  • Corrected computation of degrees of freedom.

bife 0.1 (29.07.2016)

[Initial release]

Reference manual

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0.5 by Amrei Stammann, 12 days 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 ggplot2, knitr, rmarkdown, survival

Linking to Rcpp, RcppArmadillo

See at CRAN