alpaca: alpaca: A package for fitting glm's with high-dimensional...
In amrei-stammann/alpaca: Fit GLM's with High-Dimensional k-Way Fixed Effects
alpaca R Documentation
alpaca: A package for fitting glm's with high-dimensional k-way fixed effects
Description
Concentrates out factors with many levels during the optimization of the log-likelihood function
of the corresponding generalized linear model (glm). The package is restricted to glm's that are
based on maximum likelihood estimation. This excludes all quasi-variants of glm. The package also
offers an efficient algorithm to recover estimates of the fixed effects in a post-estimation
routine and includes robust and multi-way clustered standard errors. Further the package provides
an analytical bias-correction for binary choice models (logit and probit) derived by
Fernandez-Val and Weidner (2016).
Note: Linear models are also beyond the scope of this package since there is already a
comprehensive procedure available felm.
amrei-stammann/alpaca documentation built on Sept. 26, 2024, 7:19 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| alpaca | R Documentation |
alpaca: A package for fitting glm's with high-dimensional k-way fixed effects
Description
Concentrates out factors with many levels during the optimization of the log-likelihood function of the corresponding generalized linear model (glm). The package is restricted to glm's that are based on maximum likelihood estimation. This excludes all quasi-variants of glm. The package also offers an efficient algorithm to recover estimates of the fixed effects in a post-estimation routine and includes robust and multi-way clustered standard errors. Further the package provides an analytical bias-correction for binary choice models (logit and probit) derived by Fernandez-Val and Weidner (2016).
Note: Linear models are also beyond the scope of this package since there is already a comprehensive procedure available felm.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.