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DESCRIPTION
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DESCRIPTION
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Package: alpaca
Type: Package
Title: Fit GLM's with High-Dimensional k-Way Fixed Effects
Version: 0.3.2
Authors@R: c(
person("Amrei", "Stammann", email = "[email protected]", role = c("aut", "cre")),
person("Daniel", "Czarnowske", email = "[email protected]", role = c("aut"),
comment = c(ORCID = "0000-0002-0030-929X")))
Description: 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 analytical
bias corrections for binary choice models (logit and probit) derived by Fernandez-Val
and Weidner (2016) <doi:10.1016/j.jeconom.2015.12.014> and Hinz, Stammann, and Wanner (2019).
License: GPL-3
Depends: R (>= 3.1.0)
Imports: data.table, Formula, MASS, Rcpp, stats, utils
LinkingTo: Rcpp, RcppArmadillo
URL: https://github.com/amrei-stammann/alpaca
BugReports: https://github.com/amrei-stammann/alpaca/issues
RoxygenNote: 7.0.2
Suggests: bife, car, knitr, lfe
VignetteBuilder: knitr