plmm-package: Partially Linear Mixed Effects Model

Description Details Author(s) References

Description

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.

Details

Package: plmm
Type: Package
Version: 0.1-1
Date: 2012-11-28
License: GPL (>= 2)

Author(s)

OHINATA Ren

Maintainer: OHINATA Ren <Ren.Ohinata@wiwi.uni-goettingen.de>

References

Ohinata R. (2012). Partially Linear Mixed Effects Model without Distributional Assumptions. Working Paper.


plmm documentation built on May 2, 2019, 7:29 a.m.