| Name : R-feisr
| |
| Version : 1.3.0
| Vendor : obs://build_opensuse_org/devel:languages:R
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| Release : lp155.1.1
| Date : 2024-03-19 02:59:15
|
| Group : Development/Libraries/Other
| Source RPM : R-feisr-1.3.0-lp155.1.1.src.rpm
|
| Size : 0.40 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Estimating Fixed Effects Individual Slope Models
|
Description :
Provides the function feis() to estimate fixed effects individual slope
(FEIS) models. The FEIS model constitutes a more general version of the
often-used fixed effects (FE) panel model, as implemented in the
package \'plm\' by Croissant and Millo (2008)
< doi:10.18637/jss.v027.i02>. In FEIS models, data are not only person
demeaned like in conventional FE models, but detrended by the predicted
individual slope of each person or group. Estimation is performed by
applying least squares lm() to the transformed data. For more details
on FEIS models see Bruederl and Ludwig (2015, ISBN:1446252442); Frees
(2001) < doi:10.2307/3316008> Polachek and Kim (1994)
< doi:10.1016/0304-4076(94)90075-2> Ruettenauer and Ludwig (2020)
< doi:10.1177/0049124120926211> Wooldridge (2010, ISBN:0262294354). To
test consistency of conventional FE and random effects estimators
against heterogeneous slopes, the package also provides the functions
feistest() for an artificial regression test and bsfeistest() for a
bootstrapped version of the Hausman test.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.5/x86_64 |
