Package: xtfifevd 1.0.1
xtfifevd: Panel Fixed Effects Filtered and Variance Decomposition Estimation
Implements fixed effects estimators for time-invariant variables in panel data models. Provides three estimation methods: FEVD (Fixed Effects Vector Decomposition) from Plumper and Troeger (2007) <doi:10.1093/pan/mpm002>, and FEF (Fixed Effects Filtered) and FEF-IV (instrumental variables variant) from Pesaran and Zhou (2018) <doi:10.1080/07474938.2016.1222225>. All methods use the correct Pesaran-Zhou variance estimators that account for generated regressor uncertainty, avoiding the size distortions documented in the literature.
Authors:
xtfifevd_1.0.1.tar.gz
xtfifevd_1.0.1.zip(r-4.7)xtfifevd_1.0.1.zip(r-4.6)xtfifevd_1.0.1.zip(r-4.5)
xtfifevd_1.0.1.tgz(r-4.6-any)xtfifevd_1.0.1.tgz(r-4.5-any)
xtfifevd_1.0.1.tar.gz(r-4.7-any)xtfifevd_1.0.1.tar.gz(r-4.6-any)
xtfifevd_1.0.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
xtfifevd/json (API)
NEWS
| # Install 'xtfifevd' in R: |
| install.packages('xtfifevd', repos = c('https://muhammedalkhalaf.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/muhammedalkhalaf/xtfifevd/issues
Last updated from:a847a744bf. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 183 | ||
| source / vignettes | OK | 169 | ||
| linux-release-x86_64 | OK | 114 | ||
| macos-release-arm64 | OK | 113 | ||
| macos-oldrel-arm64 | OK | 161 | ||
| windows-devel | OK | 101 | ||
| windows-release | OK | 72 | ||
| windows-oldrel | OK | 63 | ||
| wasm-release | OK | 100 |
Exports:bw_ratiofeffef_ivfevdxtfifevd
Dependencies:MASS
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Between/Within Variance Ratio for Time-Invariant Variables | bw_ratio |
| Panel Fixed Effects Estimation for Time-Invariant Variables | fef fef_iv fevd xtfifevd |
