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penppml  

Penalized Poisson Pseudo Maximum Likelihood Regression
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("penppml", "0.2.4")



Attach the package and use:
library("penppml")
Maintained by
Joao Cruz
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-09-09
Latest Update: 2025-02-08
Description:
A set of tools that enables efficient estimation of penalized Poisson Pseudo Maximum Likelihood regressions, using lasso or ridge penalties, for models that feature one or more sets of high-dimensional fixed effects. The methodology is based on Breinlich, Corradi, Rocha, Ruta, Santos Silva, and Zylkin (2021) and takes advantage of the method of alternating projections of Gaure (2013) for dealing with HDFE, as well as the coordinate descent algorithm of Friedman, Hastie and Tibshirani (2010) for fitting lasso regressions. The package is also able to carry out cross-validation and to implement the plugin lasso of Belloni, Chernozhukov, Hansen and Kozbur (2016) .
How to cite:
Joao Cruz (2021). penppml: Penalized Poisson Pseudo Maximum Likelihood Regression. R package version 0.2.4, https://cran.r-project.org/web/packages/penppml. Accessed 26 Aug. 2026.
Previous versions and publish date:
(2026-07-09 06:40), 0.1.0 (2021-09-09 07:30), 0.1.1 (2022-01-03 11:50), 0.2.0 (2022-10-24 12:32), 0.2.1 (2022-12-16 11:30), 0.2.2 (2023-04-22 21:00), 0.2.3 (2023-09-08 16:10)
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Complete documentation for penppml
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