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feisr  

Estimating Fixed Effects Individual Slope Models
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]
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:
1.0.1 (2019-03-01 14:20), 1.1.0 (2020-06-10 22:30), 1.1.1 (2020-06-17 11:40), 1.1.2 (2021-01-05 23:50), 1.1.3 (2021-01-11 07:50), 1.1.4 (2021-01-15 14:10), 1.2.0 (2021-02-25 11:40)
Other packages that cited feisr R package
View feisr citation profile
Other R packages that feisr depends, 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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