feisr: Estimating Fixed Effects Individual Slope Models
Provides the function feis() to estimate fixed effects individual
slope (FEIS) models. The FEIS model constitutes a more general version of
the often-used fixed effects (FE) panel model, as implemented in the
package 'plm' by Croissant and Millo (2008) <doi:10.18637/jss.v027.i02>.
In FEIS models, data are not only person demeaned like in conventional
FE models, but detrended by the predicted individual slope of each
person or group. Estimation is performed by applying least squares lm()
to the transformed data. For more details on FEIS models see Bruederl and
Ludwig (2015, ISBN:1446252442); Frees (2001) <doi:10.2307/3316008>;
Polachek and Kim (1994) <doi:10.1016/0304-4076(94)90075-2>;
Ruettenauer and Ludwig (2020) <doi:10.1177/0049124120926211>;
Wooldridge (2010, ISBN:0262294354). To test consistency of conventional FE
and random effects estimators against heterogeneous slopes, the package
also provides the functions feistest() for an artificial regression test
and bsfeistest() for a bootstrapped version of the Hausman test.
| Version: |
1.3.0 |
| Depends: |
R (≥ 3.4.0) |
| Imports: |
Formula, plm, Rdpack, stats, dplyr |
| Suggests: |
texreg (≥ 1.37.1), testthat, knitr, rmarkdown, ggplot2 |
| Published: |
2022-04-01 |
| DOI: |
10.32614/CRAN.package.feisr |
| Author: |
Tobias Ruettenauer
 [aut, cre],
Volker Ludwig
[aut] |
| Maintainer: |
Tobias Ruettenauer <ruettenauer at sowi.uni-kl.de> |
| BugReports: |
https://github.com/ruettenauer/feisr/issues |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
https://github.com/ruettenauer/feisr |
| NeedsCompilation: |
no |
| Citation: |
feisr citation info |
| Materials: |
README, NEWS |
| In views: |
Econometrics |
| CRAN checks: |
feisr results |
Documentation:
Downloads:
Reverse dependencies:
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