Re: [Gretl-devel] RE-Logit using R

given that my first attempts to implement panel logit with so-called random effects have been 95% but not 100% successful I have now written a wrapper function to outsource this task to R. Given that this is a potentially computational-intensive task I think it makes sense to incur the overhead of invoking R. If somebody likes to test and feed back the results, they're welcome (see attached). You need to have R installed and within R you need the "lme4" package to be present. The function interface from a gretl user side is pretty straightforward, you just specify the dependent variable and then the right-hand side in a list "X". If you want to let lme4's glmer() do Gauss-Hermitian quadrature you need to specify the number of points in "quadpoints" (or you set it to zero to let me choose the default number 32), otherwise with the default 1 it uses a "Laplacian" quadrature: RElogitR(series y, const list X, int quadpoints[0::1]) The function returns a bundle with all kind of stuff, but this is far from finished. Note that in the output you will see from the R side, the jargon from the lme4 package calls some things "fixed effects", which is probably a pretty accurate description, but that we in econometrics usually wouldn't call fixed effects. It has nothing to do with (conditional) Fixed-Effects-Logit from gretl's fe_logit package for example. It is really just the standard explanatory variables without the "random effects". So let's see if this thing works for you.