Confidence intervals gives NA values with BIFE

Question

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.

Answer 1

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