plmm: Partially Linear Mixed Effects Model
Version 0.1-1

This package fits the partially linear mixed effects model (semiparametric random intercept model) using kernel regression, without distributional assumptions for the random terms. Estimation procedure is an iterative generalized least squares type. A nonparametric heteroskedastic variance function is allowed for the regression error. Bootstrap resampling is provided for inference. The package implements bandwidth selection by an alternative cross validation for correlated data.

Package details

Date of publication2012-11-28 15:35:50
MaintainerOHINATA Ren <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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plmm documentation built on May 29, 2017, 9:18 p.m.