Package: alpaca
Type: Package
Title: Fit GLM's with High-Dimensional k-Way Fixed Effects
Version: 0.3.3
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 non-linear. 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 (logit and probit) 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: 7.1.1
Suggests: bife, car, knitr, lfe, rmarkdown
VignetteBuilder: knitr
Encoding: UTF-8
NeedsCompilation: yes
Packaged: 2020-10-29 17:31:24 UTC; daniel
Author: Amrei Stammann [aut, cre],
  Daniel Czarnowske [aut] (<https://orcid.org/0000-0002-0030-929X>)
Maintainer: Amrei Stammann <amrei.stammann@rub.de>
Repository: CRAN
Date/Publication: 2020-10-30 09:40:05 UTC
Built: R 4.0.2; x86_64-apple-darwin17.0; 2020-10-31 10:22:44 UTC; unix
Archs: alpaca.so.dSYM
