poisFErobust-package: Poisson Fixed Effects Robust
In poisFErobust: Poisson Fixed Effects Robust

poisFErobust-package

R Documentation

Poisson Fixed Effects Robust

Description

Computation of robust standard errors of Poisson fixed effects models, following Wooldridge (1999).

Details

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Author(s)

Evan Wright [aut, cre]

Maintainer: Evan Wright <enwright@umich.edu>

References

Wooldridge, Jeffrey M. (1999): "Distribution-free estimation of some nonlinear panel data models," Journal of Econometrics, 90, 77-97.

Examples

# ex.dt.good satisfies the conditional mean assumption
data("ex.dt.good")
pois.fe.robust(outcome = "y", xvars = c("x1", "x2"), group.name = "id",
               index.name = "day", data = ex.dt.good)
               
# ex.dt.bad violates the conditional mean assumption
data("ex.dt.bad")
pois.fe.robust(outcome = "y", xvars = c("x1", "x2"), group.name = "id",
               index.name = "day", data = ex.dt.bad)

poisFErobust documentation built on Sept. 1, 2026, 9:07 a.m.