Package: xtvfreg 1.1.0
xtvfreg: Variance Function Panel Regression
Implements an iterative mean-variance panel regression estimator that allows both the mean and variance of the dependent variable to be functions of covariates. The method alternates between estimating a mean equation (using generalized linear models with Gaussian family) and a variance equation (using generalized linear models with Gamma family on squared within-group residuals) until convergence. Based on the methodology in Mooi-Reci and Liao (2025) <doi:10.1093/esr/jcae052>.
Authors:
xtvfreg_1.1.0.tar.gz
xtvfreg_1.1.0.zip(r-4.7-any)xtvfreg_1.1.0.zip(r-4.6-any)xtvfreg_1.1.0.zip(r-4.5-any)
xtvfreg_1.1.0.tgz(r-4.6-any)xtvfreg_1.1.0.tgz(r-4.5-any)
xtvfreg_1.1.0.tar.gz(r-4.7-any)xtvfreg_1.1.0.tar.gz(r-4.6-any)
xtvfreg_1.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
xtvfreg/json (API)
| # Install 'xtvfreg' in R: |
| install.packages('xtvfreg', repos = c('https://tfliaoui.r-universe.dev', 'https://cloud.r-project.org')) |
- nlswork_subset - National Longitudinal Survey of Young Women
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:3af0747666. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 120 | ||
| source / vignettes | OK | 171 | ||
| linux-release | OK | 112 | ||
| macos-release | OK | 88 | ||
| macos-oldrel | OK | 90 | ||
| windows-devel | OK | 74 | ||
| windows-release | OK | 74 | ||
| windows-oldrel | OK | 77 | ||
| wasm-release | OK | 94 |
Exports:comparison_tableexport_tableget_variance_decompplot_coefficientsxtvfreg
Dependencies:rlang
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Coefficient extraction method for xtvfreg objects | coef.xtvfreg |
| Create comparison table across groups | comparison_table |
| Export results to LaTeX or CSV | export_table |
| Get variance decomposition | get_variance_decomp |
| National Longitudinal Survey of Young Women (Subset) | nlswork_subset |
| Plot coefficient comparison across groups | plot_coefficients |
| Print method for xtvfreg objects | print.xtvfreg |
| Summary method for xtvfreg objects | summary.xtvfreg |
| Variance-covariance matrix extraction method | vcov.xtvfreg |
| Variance Function Panel Regression | xtvfreg |