Package: alpaca 0.3.4
Amrei Stammann
alpaca: Fit GLM's with High-Dimensional k-Way Fixed Effects
Provides a routine to partial out factors with many levels during the optimization of the log-likelihood function of the corresponding generalized linear model (glm). The package is based on the algorithm described in Stammann (2018) <arxiv:1707.01815> and is restricted to glm's that are based on maximum likelihood estimation and nonlinear. It also offers an efficient algorithm to recover estimates of the fixed effects in a post-estimation routine and includes robust and multi-way clustered standard errors. Further the package provides analytical bias corrections for binary choice models derived by Fernandez-Val and Weidner (2016) <doi:10.1016/j.jeconom.2015.12.014> and Hinz, Stammann, and Wanner (2020) <arxiv:2004.12655>.
Authors:
alpaca_0.3.4.tar.gz
alpaca_0.3.4.tar.gz(r-4.5-noble)alpaca_0.3.4.tar.gz(r-4.4-noble)
alpaca_0.3.4.tgz(r-4.4-emscripten)alpaca_0.3.4.tgz(r-4.3-emscripten)
alpaca.pdf |alpaca.html✨
alpaca/json (API)
NEWS
# Install 'alpaca' in R: |
install.packages('alpaca', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/amrei-stammann/alpaca/issues
Last updated 2 years agofrom:4fc8079b7c. Checks:OK: 1 NOTE: 1. Indexed: no.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 29 2024 |
R-4.5-linux-x86_64 | NOTE | Nov 29 2024 |
Exports:biasCorrfeglmfeglm.controlfeglm.nbfeglmControlgetAPEsgetFEssimGLM
Dependencies:data.tableFormulaMASSRcppRcppArmadillo