bife

R package bife. 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) &lt;<a href=”http://dx.doi.org/10.1111/j.1468-0262.2004.00533.x”>doi:10.1111/j.1468-0262.2004.00533.x</a>&gt;.

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