Confidence intervals gives NA values with BIFE-CodePudding

I am trying to extract the confidence intervals for my panel logit regression. I am using the following code:

model <- bife(dependent_variable ~ x1   x2 | area, data = df, model = 'logit')
confint(model)

Running confint gives me NA values for all the coefficients and their confidence intervals.

Is this because of the 'bife' object? The model itself runs fine.

CodePudding user response：

It's the bife:::vcov.bife method which doesn't produce dimnames. Until the author fixes this, we could help ourselves by writing a confint.bife method, that assigns coefficient names to the vcov.

confint.bife <- function (object, parm, level=0.95, ...) {
  cf <- coef(object)
  pnames <- names(cf)
  if (missing(parm)) parm <- pnames
  else if (is.numeric(parm)) parm <- pnames[parm] 
  a <- (1 - level)/2
  a <- c(a, 1 - a)
  pct <- stats:::format.perc(a, 3)
  fac <- qnorm(a)
  ci <- array(NA, dim=c(length(parm), 2L), 
              dimnames=list(parm, pct))
  vc <- `dimnames<-`(vcov(object), list(pnames, pnames))
  ses <- sqrt(diag(vc))[parm]
  ci[] <- cf[parm]   ses %o% fac
  ci
}

library('bife')
mod <- bife(LFP ~ I(AGE^2)   log(INCH)   KID1   KID2   KID3  
              factor(TIME) | ID, psid)

confint(mod)
#                      2.5 %       97.5 %
# I(AGE^2)      -0.003787755 -0.001185755
# log(INCH)     -0.606681358 -0.236717893
# KID1          -1.393748723 -1.008131941
# KID2          -0.830532213 -0.485097762
# KID3          -0.248997085  0.012550225
# factor(TIME)2 -0.244728227  0.303869081
# factor(TIME)3 -0.190434814  0.438179674
# factor(TIME)4  0.117647679  0.870167422
# factor(TIME)5  0.635239557  1.547524672
# factor(TIME)6  0.613792831  1.689971248
# factor(TIME)7  0.639896725  1.876532219
# factor(TIME)8  0.585828050  2.017753781
# factor(TIME)9  0.753717289  2.381327746