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feisr
View on CRAN: Click
here
Download and install feisr package within the R console
Install from CRAN:
install.packages("feisr")
Install from Github:
library("remotes")
install_github("cran/feisr")
Install by package version:
library("remotes")
install_version("feisr", "1.3.0")
Attach the package and use:
library("feisr")
Maintained by
Tobias Ruettenauer
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-03-01
Latest Update: 2022-04-01
Description:
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) .
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) ;
Polachek and Kim (1994) ;
Ruettenauer and Ludwig (2020) ;
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.
How to cite:
Tobias Ruettenauer (2019). feisr: Estimating Fixed Effects Individual Slope Models. R package version 1.3.0, https://cran.r-project.org/web/packages/feisr. Accessed 22 Dec. 2024.
Previous versions and publish date:
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imports, suggests or enhances
Complete documentation for feisr
Functions, R codes and Examples using
the feisr R package
Some associated functions: bsfeistest . detrend . feis . feisr-package . feistest . model.matrix.feis . model.response.feis . mwp . predict.feis . slopes . summary.feis . summary.feistest . vcov.feis .
Some associated R codes: aod.R . data.R . feis.R . feisr-package.R . feistest.R . methods.R . summary_functions.R . utility_functions.R . Full feisr package functions and examples
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