FENmlm-package: Fixed Effects Nonlinear Maximum Likelihood Models

In FENmlm: Fixed Effects Nonlinear Maximum Likelihood Models

Fixed Effects Nonlinear Maximum Likelihood Models

Description

Efficient estimation of multiple fixed-effects maximum likelihood models with, possibly, non-linear in parameters right hand sides. Standard-errors can easily be clustered. It also includes tools to seamlessly export (to Latex) the results of various estimations.

Details

This package efficiently estimates maximum likelihood models with multiple fixed-effect (i.e. large factor variables).

The core function is femlm which estimates maximum likelihood models with, possibly, non-linear in parameters right hand sides. The ML families available are: poisson, negative binomial, logit and Gaussian.

Several features are also included such as the possibility to easily compute different types of standard-errors (including multi-way clustering).

It is possible to compare the results of severeal estimations by using the function res2table, and to export them to Latex using res2tex.

Author(s)

Maintainer: Laurent Berge [e-mail]

References

Berg\'e, Laurent, 2018, "Efficient estimation of maximum likelihood models with multiple fixed-effects: the R package FENmlm." CREA Discussion Papers, 13 (https://github.com/lrberge/fixest/blob/master/_DOCS/FENmlm_paper.pdf).

FENmlm documentation built on Aug. 22, 2023, 5:11 p.m.