Package: FENmlm 2.4.4

FENmlm: Fixed Effects Nonlinear Maximum Likelihood Models

Efficient estimation of maximum likelihood models with multiple fixed-effects. Standard-errors can easily and flexibly be clustered and estimations exported.

Authors:Laurent Berge [aut, cre]

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FENmlm.pdf |FENmlm.html
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NEWS

# Install 'FENmlm' in R:
install.packages('FENmlm', repos = c('https://lrberge.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library
Datasets:
  • trade - Trade data sample

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.80 score 63 scripts 343 downloads 6 exports 4 dependencies

Last updated 1 years agofrom:7d3e171f4a. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 25 2024
R-4.5-win-x86_64OKOct 25 2024
R-4.5-linux-x86_64OKOct 25 2024
R-4.4-win-x86_64OKOct 25 2024
R-4.4-mac-x86_64OKOct 25 2024
R-4.4-mac-aarch64OKOct 25 2024
R-4.3-win-x86_64OKOct 25 2024
R-4.3-mac-x86_64OKOct 25 2024
R-4.3-mac-aarch64OKOct 25 2024

Exports:diagnosticfemlmgetFEobs2removeres2tableres2tex

Dependencies:FormulaMASSnumDerivRcpp

Efficient Maximum Likelihood Estimation with Multiple Fixed-Effects

Rendered fromFENmlm.Rmdusingknitr::rmarkdownon Oct 25 2024.

Last update: 2023-08-22
Started: 2018-08-04

Readme and manuals

Help Manual

Help pageTopics
Fixed Effects Nonlinear Maximum Likelihood ModelsFENmlm-package FENmlm
Aikake's an information criterionAIC.femlm
Bayesian information criterionBIC.femlm
Extracts the coefficients from a femlm fitcoef.femlm coefficients.femlm
Confidence interval for parameters estimated with femlmconfint.femlm
Collinearity diagnostics for femlm objectsdiagnostic
Fixed effects maximum likelihood modelsfemlm
Extracts fitted values from a femlm fitfitted.femlm fitted.values.femlm
Extract the formula of a femlm fitformula.femlm
Extract the Fixed-Effects from a 'femlm' estimation.getFE
Extracts the log-likelihoodlogLik.femlm
Design matrix of a femlm modelmodel.matrix.femlm
Extract the number of observations form a femlm objectnobs.femlm
Finds observations to be removed from ML estimation with factors/clustersobs2remove
Displaying the most notable fixed-effectsplot.femlm.allClusters
Predict method for femlm fitspredict.femlm
A print facility for 'femlm' objects. It can compute different types of standard errors.print.femlm
Print method for femlm.obs2remove objectsprint.femlm.obs2remove
Facility to display the results of multiple 'femlm' estimations.res2table
Facility to export the results of multiple 'femlm' estimations in a Latex table.res2tex
Extracts residuals from a femlm objectresid.femlm residuals.femlm
Summary of a 'femlm' object. Computes different types of standard errors.summary.femlm
Summary method for cluster coefficientssummary.femlm.allClusters
Trade data sampletrade
Updates a femlm estimationupdate.femlm
Extract the variance/covariance of a femlm fitvcov.femlm