alpaca
0.3.5Fit GLM's with High-Dimensional k-Way Fixed Effects
Overview
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.
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Health
- OK2026-05-1013 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- WARNING2026-05-0912 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE
- OK2026-04-2214 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-04-1813 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 0%
- Documented parameters
- 87%
- Return-value docs
- 100%
- References docs
- 32%
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Dependencies
Code & Tests
People & History
7 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 0.3.5Latest
- unarchivedReturned to CRAN2025-10-27
- archivedRemoved from CRAN2025-09-17email to the maintainer is undeliverable
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 0.3.42022-08-10 · diff ↗
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- 0.3.32020-10-30 · diff ↗
- RR 4.0.0 released · 2020-04-24
- 0.3.22020-01-12 · diff ↗
- 0.3.12019-05-24 · diff ↗
- 0.32019-05-15 · diff ↗
- RR 3.6.0 released · 2019-04-26
Show 2 earlier events
- 0.22018-07-31
- RR 3.5.0 released · 2018-04-23
Package metadata
- First published
- 2018-07-31
- Total releases
- 7 / 8 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 3.1.0
- Download size
- 78 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet