# -------------------------------------------- # CITATION file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # -------------------------------------------- cff-version: 1.2.0 message: 'To cite package "penppml" in publications use:' type: software license: MIT title: 'penppml: Penalized Poisson Pseudo Maximum Likelihood Regression' version: 0.2.4 doi: 10.32614/CRAN.package.penppml abstract: A set of tools that enables efficient estimation of penalized Poisson Pseudo Maximum Likelihood regressions, using lasso or ridge penalties, for models that feature one or more sets of high-dimensional fixed effects. The methodology is based on Breinlich, Corradi, Rocha, Ruta, Santos Silva, and Zylkin (2021) and takes advantage of the method of alternating projections of Gaure (2013) for dealing with HDFE, as well as the coordinate descent algorithm of Friedman, Hastie and Tibshirani (2010) for fitting lasso regressions. The package is also able to carry out cross-validation and to implement the plugin lasso of Belloni, Chernozhukov, Hansen and Kozbur (2016) . authors: - family-names: Ferreras Garrucho given-names: Diego email: d.ferreras-garrucho@lse.ac.uk - family-names: Zylkin given-names: Tom email: tzylkin@richmond.edu - family-names: Cruz given-names: Joao email: joaocruz@iseg.ulisboa.pt repository: https://CRAN.R-project.org/package=penppml repository-code: https://github.com/tomzylkin/penppml url: https://github.com/tomzylkin/penppml date-released: '2025-02-08' contact: - family-names: Cruz given-names: Joao email: joaocruz@iseg.ulisboa.pt