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xtvfreg: Variance Function Panel Regression

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>.

Version: 1.1.0
Depends: R (≥ 3.6.0)
Imports: stats, rlang
Suggests: haven, ggplot2, knitr, gt, modelsummary
Published: 2025-11-26
DOI: 10.32614/CRAN.package.xtvfreg
Author: Tim F. Liao [aut, cre]
Maintainer: Tim F. Liao <tfliao at illinois.edu>
License: MIT + file LICENSE
NeedsCompilation: no
CRAN checks: xtvfreg results

Documentation:

Reference manual: xtvfreg.html , xtvfreg.pdf

Downloads:

Package source: xtvfreg_1.1.0.tar.gz
Windows binaries: r-devel: xtvfreg_1.1.0.zip, r-release: xtvfreg_1.1.0.zip, r-oldrel: xtvfreg_1.1.0.zip
macOS binaries: r-release (arm64): xtvfreg_1.1.0.tgz, r-oldrel (arm64): xtvfreg_1.1.0.tgz, r-release (x86_64): xtvfreg_1.1.0.tgz, r-oldrel (x86_64): xtvfreg_1.1.0.tgz

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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