bife_control

Set and change parameters used for fitting <code>bife</code>.

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 an asymptotic bias correction proposed by Fernandez-Val (2009)
<doi:10.1016/j.jeconom.2009.02.007>.

Amrei Stammann

bife

Binary Choice Models with Fixed Effects

Daniel Czarnowske

Florian Heiss

Daniel McFadden

bife_control function

<dl><dt>dev_tol</dt>
<dd>tolerance level for the first stopping condition of the maximization routine. The 
stopping condition is based on the relative change of the deviance in iteration \(r\)
and can be expressed as follows: 
\(|dev_{r} - dev_{r - 1}| / (0.1 + |dev_{r}|) &lt; tol\).
Default is <code>1.0e-08</code>.</dd>
<dt>iter_max</dt>
<dd>unsigned integer indicating the maximum number of iterations in the maximization
routine. Default is <code>25L</code>.</dd>
<dt>trace</dt>
<dd>logical indicating if output should be produced in each iteration. Default is <code>FALSE</code>.</dd>
<dt>conv_tol, rho_tol</dt>
<dd>deprecated; step-halving is now similar to <code>glm.fit2</code>.</dd></dl>

Arguments

Set bife Control Parameters — bife_control

<dl>

<dt>dev_tol</dt>
<dd>tolerance level for the first stopping condition of the maximization routine. The 
stopping condition is based on the relative change of the deviance in iteration \(r\)
and can be expressed as follows: 
\(|dev_{r} - dev_{r - 1}| / (0.1 + |dev_{r}|) &lt; tol\).
Default is <code>1.0e-08</code>.</dd>


<dt>iter_max</dt>
<dd>unsigned integer indicating the maximum number of iterations in the maximization
routine. Default is <code>25L</code>.</dd>


<dt>trace</dt>
<dd>logical indicating if output should be produced in each iteration. Default is <code>FALSE</code>.</dd>


<dt>conv_tol, rho_tol</dt>
<dd>deprecated; step-halving is now similar to <code>glm.fit2</code>.</dd>

</dl>

bife_control: Set `bife` Control Parameters

Description

Usage

Value

Arguments

See Also