Practical guidelines for the estimation and inference of a dynamic logistic model with fixed-effects

This paper shows how to simply compute one of the estimators proposed by Honoré and Kyriazidou (2000), as well as its variance, through a reshaping of the original dataset that is then used in a weighted logistic regression with clustering.

► The paper deals with one of the estimators proposed by Honoré and Kyriazidou. ► We show how to simply compute it as well as its variance. ► We use a weighted logistic regression with clustering on a reshaped dataset.