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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
DOI: 10.32614/CRAN.package.alpaca
Author: Amrei Stammann [aut, cre], Daniel Czarnowske ORCID iD [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:

Please use the canonical form https://CRAN.R-project.org/package=alpaca to link to this page.

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.