On Sun, 6 Sep 2015, oleg_komashko(a)ukr.net wrote:
Dear Riccardo,
As I could guess LIMDEP do it
Individual effects consistent for logit, though biased.
Even for probit where they are inconsistent
they can be calculated. Greene gives so
simple algorithm for estimating fe probit
I did it in R several months ago in less
than 2 hours.
Can you provide me with a literature pointer?
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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