cquad (version 2.3)

sim_panel_logit: Simulate data from the dynamic logit model

Description

Simulate data from the dynamic logit model given a set of covariates and a vector of parameters.

Usage

sim_panel_logit(id, al, X = NULL, eta, dyn = FALSE)

Value

yv

simulated vector of binary response variables

pv

vector of probabilities of "success"

Arguments

id

list of the reference unit of each observation

al

list of individual specific effects

X

corresponding matrix of covariates (optional)

eta

vector of parameters

dyn

TRUE if in the dynamic version; FALSE for the static version (by default)

Author

Francesco Bartolucci (University of Perugia), Claudia Pigini (University of Ancona "Politecnica delle Marche")

Examples

# simulate data from the static logit model
n = 1000; TT = 5                 # sample size, number of time occasions
id = (1:n)%x%rep(1,TT)           # vector of indices
al = rnorm(n)                    # simulate alpha
X = matrix(rnorm(2*n*TT),n*TT,2) # simulate two covariates
eta1 = c(1,-1)                 # vector of parameters
out = sim_panel_logit(id,al,X,eta1)
y1 = out$yv

# simulate data from the dynamic logit model
eta2 = c(1,-1,2)            # vector of parameters including state dependence
out = sim_panel_logit(id,al,X,eta2,dyn=TRUE)
y2 = out$yv