Other packages > Find by keyword >

xtvfreg  

Variance Function Panel Regression
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("xtvfreg", "1.1.0")



Attach the package and use:
library("xtvfreg")
Maintained by
Tim F. Liao
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-11-26
Latest Update: 2025-11-26
Description:
Implements an iterative mean-variance panel regression estimator that allows both the mean and variance of the dependent variable to be functions of covariates. The method alternates between estimating a mean equation (using generalized linear models with Gaussian family) and a variance equation (using generalized linear models with Gamma family on squared within-group residuals) until convergence. Based on the methodology in Mooi-Reci and Liao (2025) <doi:10.1093/esr/jcae052>.
How to cite:
Tim F. Liao (2025). xtvfreg: Variance Function Panel Regression. R package version 1.1.0, https://cran.r-project.org/web/packages/xtvfreg. Accessed 16 Jul. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited xtvfreg R package
View xtvfreg citation profile
Other R packages that xtvfreg depends, imports, suggests or enhances
Complete documentation for xtvfreg
Functions, R codes and Examples using the xtvfreg R package
Full xtvfreg package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

tarchetypes  
Archetypes for Targets
Function-oriented Make-like declarative pipelines for Statistics and data science are supported in t ...
Download / Learn more Package Citations See dependency  
tibble  
Simple Data Frames
Provides a 'tbl_df' class (the 'tibble') with stricter checking and better formatting than the tradi ...
Download / Learn more Package Citations See dependency  
wordnet  
WordNet Interface
An interface to WordNet using the Jawbone Java API to WordNet. WordNet (< ...
Download / Learn more Package Citations See dependency  
schoolmath  
Functions and Datasets for Math Used in School
Contains functions and datasets for math taught in school. A main focus is set to prime-calculation. ...
Download / Learn more Package Citations See dependency  
bbdetection  
Identification of Bull and Bear States of the Market
Implements two algorithms of detecting Bull and Bear markets in stock prices: the algorithm of Pagan ...
Download / Learn more Package Citations See dependency  
stevedata  
Steve's Toy Data for Teaching About a Variety of Methodological, Social, and Political Topics
This is a collection of various kinds of data with broad uses for teaching. My students, and academ ...
Download / Learn more Package Citations See dependency  

27,806

R Packages

239,283

Dependencies

73,837

Author Associations

27,807

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA