[aut]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: | 0.3.1 |
| Depends: | R (≥ 3.1.0) |
| Imports: | data.table, Formula, MASS, Rcpp, stats, utils |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | bife, car, knitr, lfe |
| Published: | 2019-05-24 |
| Author: | Amrei Stammann [aut, cre],
Daniel Czarnowske [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 |
| Materials: | NEWS |
| In views: | Econometrics |
| CRAN checks: | alpaca results |
| Reference manual: | alpaca.pdf |
| Vignettes: |
How to use alpaca Replicating an Empirical Example of International Trade |
| Package source: | alpaca_0.3.1.tar.gz |
| Windows binaries: | r-devel: alpaca_0.3.1.zip, r-release: alpaca_0.3.1.zip, r-oldrel: alpaca_0.3.1.zip |
| OS X binaries: | r-release: alpaca_0.3.1.tgz, r-oldrel: alpaca_0.3.1.tgz |
| Old sources: | alpaca archive |
| Reverse suggests: | bife, lfe |
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