Package: feisr 1.3.0
feisr: Estimating Fixed Effects Individual Slope Models
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.
Authors:
feisr_1.3.0.tar.gz
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feisr_1.3.0.tgz(r-4.4-any)feisr_1.3.0.tgz(r-4.3-any)
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feisr.pdf |feisr.html✨
feisr/json (API)
NEWS
| # Install 'feisr' in R: |
| install.packages('feisr', repos = c('https://ruettenauer.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/ruettenauer/feisr/issues
- mwp - Panel data including wages and family status
Last updated 3 years agofrom:36fb1c3446. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 31 2024 |
| R-4.5-win | OK | Oct 31 2024 |
| R-4.5-linux | OK | Oct 31 2024 |
| R-4.4-win | OK | Oct 31 2024 |
| R-4.4-mac | OK | Oct 31 2024 |
| R-4.3-win | OK | Oct 31 2024 |
| R-4.3-mac | OK | Oct 31 2024 |
Exports:bsfeistestdetrendfeisfeistestmodel.response.feisslopes
Dependencies:bdsmatrixclicollapsedigestdplyrfansiFormulagenericsgluelatticelifecyclelmtestmagrittrMASSmaxLikmiscToolsnlmepillarpkgconfigplmR6rbibutilsRcppRdpackrlangsandwichtibbletidyselectutf8vctrswithrzoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Estimating Fixed Effects Individual Slope Models | feisr-package |
| Bootstrapped Regression Test | bsfeistest |
| Detrend data by individual slopes | detrend |
| Fixed Effects Individual Slope Estimator | coef.feis deviance.feis df.residual.feis feis fitted.feis formula.feis hatvalues.feis nobs.feis residuals.feis sigma.feis terms.feis |
| Artificial Regression Test | feistest |
| model.matrix for feis objects | model.matrix.feis |
| A function to extract the model.response | model.response.feis |
| Panel data including wages and family status | mwp |
| Predict method for feis models | predict.feis |
| Extract individual slopes | slopes |
| Summary for feis objects | print.summary.feis summary.feis |
| Summary for feistest and bsfeistest objects | print.summary.bsfeistest print.summary.feistest summary.bsfeistest summary.feistest |
| Calculate Variance-Covariance Matrix for feis models | vcov.feis |
