alpaca: Fit GLM's with High-Dimensional k-Way Fixed Effects

Provides a routine to partial out factors with many levels during the optimization of the log-likelihood function of the corresponding generalized linear model (glm). The package is based on the algorithm described in Stammann (2018) <doi:10.48550/arXiv.1707.01815> and is restricted to glm's that are based on maximum likelihood estimation and nonlinear. It also offers an efficient algorithm to recover estimates of the fixed effects in a post-estimation routine and includes robust and multi-way clustered standard errors. Further the package provides analytical bias corrections for binary choice models derived by Fernandez-Val and Weidner (2016) <doi:10.1016/j.jeconom.2015.12.014> and Hinz, Stammann, and Wanner (2020) <doi:10.48550/arXiv.2004.12655>.

Version:	0.3.4
Depends:	R (≥ 3.1.0)
Imports:	data.table, Formula, MASS, Rcpp, stats, utils
LinkingTo:	Rcpp, RcppArmadillo
Suggests:	bife, car, knitr, lfe, rmarkdown
Published:	2022-08-10
Author:	Amrei Stammann [aut, cre], Daniel Czarnowske [aut]
Maintainer:	Amrei Stammann <amrei.stammann at rub.de>
BugReports:	https://github.com/amrei-stammann/alpaca/issues
License:	GPL-3
URL:	https://github.com/amrei-stammann/alpaca
NeedsCompilation:	yes
Citation:	alpaca citation info
Materials:	NEWS
In views:	CausalInference, Econometrics
CRAN checks:	alpaca results

Documentation:

Reference manual:	alpaca.pdf
Vignettes:	How to use alpaca Estimating the intensive and extensive margin of trade

Downloads:

Package source:	alpaca_0.3.4.tar.gz
Windows binaries:	r-devel: alpaca_0.3.4.zip, r-release: alpaca_0.3.4.zip, r-oldrel: alpaca_0.3.4.zip
macOS binaries:	r-release (arm64): alpaca_0.3.4.tgz, r-oldrel (arm64): alpaca_0.3.4.tgz, r-release (x86_64): alpaca_0.3.4.tgz, r-oldrel (x86_64): alpaca_0.3.4.tgz
Old sources:	alpaca archive

Reverse dependencies:

Reverse suggests:	bife, lfe
Reverse enhances:	texreg

Linking:

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