poisFErobust-package: Poisson Fixed Effects Robust

In poisFErobust: Poisson Fixed Effects Robust

Description

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

Details

The DESCRIPTION file: This package was not yet installed at build time.

Index: This package was not yet installed at build time.

Author(s)

Evan Wright [aut, cre]

Maintainer: Evan Wright <[e-mail]>

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)

Example output

$coefficients
       x1        x2 
0.9899730 0.9917526 

$se.robust
        x1         x2 
0.03112512 0.02481941 

$p.value
[1] 0.6996001

Warning messages:
1: In pois.fe.robust(outcome = "y", xvars = c("x1", "x2"), group.name = "id",  :
  index.name is deprecated. It is not necessary.
2: In pois.fe.robust(outcome = "y", xvars = c("x1", "x2"), group.name = "id",  :
  allow.set.key is FALSE. TRUE is recommended to avoid copying the data; however, TRUE will sort the data in-place by group.name.
$coefficients
       x1        x2 
0.4800735 2.9866911 

$se.robust
       x1        x2 
0.2864666 1.2743953 

$p.value
[1] 0.02213269

Warning messages:
1: In pois.fe.robust(outcome = "y", xvars = c("x1", "x2"), group.name = "id",  :
  index.name is deprecated. It is not necessary.
2: In pois.fe.robust(outcome = "y", xvars = c("x1", "x2"), group.name = "id",  :
  allow.set.key is FALSE. TRUE is recommended to avoid copying the data; however, TRUE will sort the data in-place by group.name.

poisFErobust documentation built on Feb. 18, 2020, 1:08 a.m.