| Name : R-xtreg2way
| |
| Version : 1.0.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.13
| Date : 2024-06-14 11:24:19
|
| Group : Development/Libraries/Other
| Source RPM : R-xtreg2way-1.0.0-lp153.2.13.src.rpm
|
| Size : 0.07 MB
| |
| Packager : (none)
| |
| Summary : Feasible Estimation of the Two-Way Fixed Effect Model
|
Description :
Implemented is an algorithm to estimate the two-way fixed effect linear
model. The coefficients of interest are computed using the residuals
from the projection of all variables on the two sets of fixed effects.
Our algorithm has three desirable features. First, it manages memory
and computational resources efficiently which speeds up the computation
of the estimates. Second, it allows the researcher to estimate multiple
specifications using the same set of fixed effects at a very low
computational cost. Third, the asymptotic variance of the parameters of
interest can be consistently estimated using standard routines on the
residualized data. Somaini P., Wolak F. A. (2016)
< doi:10.1515/jem-2014-0008> Arellano, M. (1987)
< https://ideas.repec.org/a/bla/obuest/v49y1987i4p431-34.html>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
