I’m looking for an

`R`

package for estimating the coefficients of logit models with individual fixed-effect (individual intercept) using Chamberlain’s 1980 estimator. It is often known as Chamberlain’s fixed-effect logit estimator.It’s a classic estimator when dealing with binary outcome panel data (at least in econometrics), but I just don’t find anything related to it in the CRAN.

Any clue?

**Answer**

Conditional logistic regression (I assume that this is what you refered to when talking about Chamberlain’s estimator) is available through `clogit()`

in the survival package. I also found this page which contains R code to estimate conditional logit parameters. The survey package also includes a lot of wrapper function for GLM and Survival model in the case of complex sampling, but I didn’t look at.

Try also to look at `logit.mixed`

in the Zelig package, or directly use the lme4 package which provide methods for mixed-effects models with binomial link (see `lmer`

or `glmer`

).

Did you take a look at Econometrics in R, from Grant V. Farnsworth? It seems to provide a gentle overview of applied econometrics in R (with which I am not familiar).

**Attribution***Source : Link , Question Author : Kamixave , Answer Author : chl*