NEWS.md

In micsr: Microeconometrics with R

micsr 0.1-2

• dependences on part of the tidyverse and on knitr are removed

• maximize now has a "newton" method

• lnl_ivldv now have an opposite argument

• the x and y arguments of scoretest are replaced by object and ...

• ancil is replaced by instr for the coefficients of the ivldv function

• commit

• the vcov method now has error msg when the estimator is not available

• value is now a matrix with three columns (model, saturated, null)

• logLik has a sum argument (if FALSE, the individual contributions are returned)

• last commit

• the analytical hessian for ordreg with censored observations is fixed

• a testing infrastructure is added, using the tinytest package

• for models estimated by maximum likelihood, the gradient and the hessian are checked if check_gradient = TRUE and the result is a check_gradient elemnt

• weights are added to weibreg, ordreg, poisreg

• in ordreg, binomreg and poisreg, the formula is replaced by terms in the result

• dmills and d2mills replaced by mills(, deriv = 1/2)

• grep and invert argument added to select_coef

• new data set random_group

• two new vignettes lm_function and micsr_objects

• select_coef is now exported and has a fixed argument (if TRUE, constant parameters are selected), coef and vcov also have this argument

• gaze.lm.RStests replaces gaze.LMtestlist due to a naming change in the spdep package

• lhs y1 | y2 replaced by y1 + y2 in pscore and escount

• "twosteps" replaced by "twostep" in tobit1

• var_ replace by .var in pscore

• new quad_form function

• gaze method for mlogit objects

• for rsq, type = w, lm, lr changed to wald, score and lr, same for names in tests for binomreg, ordreg and poisreg

• argument .vcov of stder is changed to vcov

• gaze.ivreg has now signif.stars = FALSE

• a cmtest method is added for weibreg objects

• new data sets unemp_duration and recall

• ordreg now has a "cloglog" link and a Surv object can be provided as the response for right-censored data

• weibrug is a new function to fit Weibull models; the AFT and PH parametrization are provided and the Gamma-Weibull model is obtained with mixing = TRUE

micsr 0.1-1

• initial version of micsr on cran

micsr documentation built on June 8, 2025, 9:31 p.m.