Replication code for MCMC-CML estimation proposed in
Bartolucci, F., Pigini, C., & Valentini, F. (2024).
MCMC conditional maximum likelihood for the two-way fixed-effects logit.
Econometric Reviews, 1–26.
https://doi.org/10.1080/07474938.2024.2339145
The R scritps replicate Table 1 in the paper.
Scripts:
- simulations_2FE_logit.R : run this file to perform replication
- MCMC_CML.R collects functions to perform MCMC-CML estimation
- PCML.R collects functions to perform P-CML estimation
Extra requirements:
- "alpaca" R package (https://cran.r-project.org/package=alpaca)
- "cquad" R package (https://cran.r-project.org/package=cquad)
- "purrr" R package (https://cran.r-project.org/package=purrr)