Is it possible to do regressions in R using a panel data set with a binary dependent variable? I am familiar with using glm for logit and probit and plm for panel data, but am not sure how to combine the two. Are there any existing code examples? Thank you. Abiel
To my knowledge, fixed and random effect models may be estimated for the logit model and only the random effect model for the probit model (because of the incidental parameter problem). I think clogit in the survival package fits the model that is called the fixed effect logit model in the econometrics litterature. To my knowledge, there is currently no implementation ot the random effect model for probit and logit. Yves
RE models are available in the lme4 and MASS packages in the glmer and glmmPQL functions, respectively. -- View this message in context: http://r.789695.n4.nabble.com/Panel-data-with-binary-dependent-variable-tp2156043p2184223.html Sent from the R help mailing list archive at Nabble.com.