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erfe  

Fits Expectile Regression for Panel Fixed Effect Model
View on CRAN: Click here


Download and install erfe package within the R console
Install from CRAN:
install.packages("erfe")

Install from Github:
library("remotes")
install_github("cran/erfe")

Install by package version:
library("remotes")
install_version("erfe", "0.0.1")



Attach the package and use:
library("erfe")
Maintained by
Amadou Barry
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-12-16
Latest Update:
Description:
Fits the Expectile Regression for Fixed Effect (ERFE) estimator. The ERFE model extends the within-transformation strategy to solve the incidental parameter problem within the expectile regression framework. The ERFE model estimates the regressor effects on the expectiles of the response distribution. The ERFE estimate corresponds to the classical fixed-effect within-estimator when the asymmetric point is 0.5. The paper by Barry, Oualkacha, and Charpentier (2021, ) gives more details about the ERFE model.
How to cite:
Amadou Barry (2022). erfe: Fits Expectile Regression for Panel Fixed Effect Model. R package version 0.0.1, https://cran.r-project.org/web/packages/erfe. Accessed 21 Sep. 2026.
Previous versions and publish date:
(2026-07-09 07:36), 0.0.1 (2022-12-16 10:20)
Other packages that cited erfe R package
View erfe citation profile
Other R packages that erfe depends, imports, suggests or enhances
Complete documentation for erfe
Functions, R codes and Examples using the erfe R package
Some associated functions: dexpectilizeMatR . dexpectilizeVecR . erfe . erfeVecR . sim_panel_data . 
Some associated R codes: data.R . dexpectilizeMatR.R . dexpectilizeVecR.R . erfe.R . erfeVecR.R .  Full erfe package functions and examples
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