DESCRIPTION

Package: alpaca
Type: Package
Title: Fit GLM's with High-Dimensional k-Way Fixed Effects
Version: 0.3.4
Authors@R: c(
    person("Amrei", "Stammann", email = "amrei.stammann@rub.de", role = c("aut", "cre")),
    person("Daniel", "Czarnowske", email = "daniel.czarnowske@hhu.de", role = c("aut"),
    comment = c(ORCID = "0000-0002-0030-929X"))
    )
Description: 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) <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) <arXiv:2004.12655>.
License: GPL-3
Depends: R (>= 3.1.0)
Imports: data.table, Formula, MASS, Rcpp, stats, utils
LinkingTo: Rcpp, RcppArmadillo
URL: https://github.com/amrei-stammann/alpaca
BugReports: https://github.com/amrei-stammann/alpaca/issues
RoxygenNote: 7.2.1
Suggests: bife, car, knitr, lfe, rmarkdown
VignetteBuilder: knitr
Encoding: UTF-8