alpaca: Fit GLM's with High-Dimensional k-Way Fixed Effects

Provides a routine to concentrate out factors with many levels during the optimization of the log-likelihood function of the corresponding generalized linear model (glm). The package is based on the algorithm proposed by Stammann (2018) <arXiv:1707.01815> and is restricted to glm's that are based on maximum likelihood estimation and non-linear. It 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) <doi:10.1016/j.jeconom.2015.12.014>.

Version: 0.3
Depends: R (≥ 3.1.0)
Imports: data.table, Formula, MASS, Rcpp, stats, utils
LinkingTo: Rcpp, RcppArmadillo
Suggests: bife, car, knitr, lfe
Published: 2019-05-14
Author: Amrei Stammann [aut, cre], Daniel Czarnowske ORCID iD [aut]
Maintainer: Amrei Stammann <amrei.stammann at hhu.de>
BugReports: https://github.com/amrei-stammann/alpaca/issues
License: GPL-3
URL: https://github.com/amrei-stammann/alpaca
NeedsCompilation: yes
Citation: alpaca citation info
CRAN checks: alpaca results

Downloads:

Reference manual: alpaca.pdf
Vignettes: How to use alpaca
Replicating an Empirical Example of International Trade
Package source: alpaca_0.3.tar.gz
Windows binaries: r-devel: alpaca_0.3.zip, r-release: alpaca_0.3.zip, r-oldrel: alpaca_0.3.zip
OS X binaries: r-release: alpaca_0.3.tgz, r-oldrel: alpaca_0.3.tgz
Old sources: alpaca archive

Reverse dependencies:

Reverse suggests: lfe

Linking:

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