NEWS.md

In feisr: Estimating Fixed Effects Individual Slope Models

feisr 1.3.0

Major Changes

• wald.test() (from aod package) included as internal function to avoid archival

Minor Changes

• Bug-fix detrend() for handling of vectors in data

• Bug-fix detrend() for character vectors of data length in id

• predicted option in detrend() returns predicted values

feisr 1.2.0

Major Changes

• feis() now has option weights to estimate FEIS models with weighted least squares

• Allows estimation of conventional FE models by 'y ~ x | 1'

• Rank deficit columns / NA coefs are now dropped from the model (with warning message)

• Bug fix: Omit intercept from transformed data if intercept = TRUE

Minor Changes

• detrend() allows demeaning by 'slopes = 1'

• Minor documentation and vignette updates

• Define collinearity test (R:44:1) dynamic based on QR rank on system

feisr 1.1.4

• Bug fix: pass tol-option to collinearity handling (feis and detrend) introduced in v1.1.2

feisr 1.1.3

• Bug fix correct order in detrend.

feisr 1.1.2

• New options se.fit and interval for predict.feis(): Compute standard errors and confidence intervals for predicted values.

• New function detrend(): Detrends the input data by the predicted values based on the slope parameters within each group.

• Bug fix collinearity handling: now compares equality between predicted x and actual x.

feisr 1.1.1

• Bug fix for vignette: Add correct suggests version

• Minor documentation updates

feisr 1.1.0

Major Changes

• Bug fix feis(), feistest(), bsfeistest(): Vcov / Standard errors are now computed even if some coefficients are NA.

• feistest() and bsfeistest(): added terms option to perform Hausman / Chi_sq test on subset of coefficients only.

• feis(): added tol option for detecting linear dependencies in slopes.

• feis(): available S3 methods extended by coef, deviance, df.residual, fitted, formula, hatvalues, model.matrix, nobs, predict, residuals, sigma, terms, vcov.

• Added general info page feisr-package.

• Included dplyr bind_rows() for more efficient transformation of large data (depends on dplyr (>= 1.0.0)). Old fall-back code available for dplyr < 1.0.0.

• Added vignette for package use.

Minor Changes

• More efficient use of solve / crossprod

• Manual updated, minor corrections.

• Added citation for package.

• Corrected linkage and definition of S3 methods.

feisr documentation built on April 1, 2022, 5:06 p.m.