mlogit - Multinomial Logit Models
Maximum Likelihood estimation of random utility discrete choice models, as described in Kenneth Train (2009) Discrete Choice Methods with Simulations <doi:10.1017/CBO9780511805271>.
Last updated 5 years ago
5.05 score 8 dependencies 14 dependentsdfidx - Indexed Data Frames
Provides extended data frames, with a special data frame column which contains two indexes, with potentially a nesting structure.
Last updated 28 days ago
3.36 score 19 dependencies 17 dependentstruncreg - Truncated Gaussian Regression Models
Estimation of models for truncated Gaussian variables by maximum likelihood.
Last updated 6 years ago
2.57 score 7 dependencies 7 dependentspglm - Panel Generalized Linear Models
Estimation of panel models for glm-like models: this includes binomial models (logit and probit), count models (poisson and negbin) and ordered models (logit and probit), as described in: Baltagi (2013) Econometric Analysis of Panel Data <doi:10.1007/978-3-030-53953-5> Hsiao (2014) Analysis of Panel Data <doi:10.1017/CBO9781139839327> and Croissant and Millo (2018), Panel Data Econometrics with R <doi:10.1002/9781119504641>.
Last updated 10 months ago
1.77 score 56 dependencies 1 dependentsmhurdle - Multiple Hurdle Tobit Models
Estimation of models with dependent variable left-censored at zero. Null values may be caused by a selection process Cragg (1971) <doi:10.2307/1909582>, insufficient resources Tobin (1958) <doi:10.2307/1907382>, or infrequency of purchase Deaton and Irish (1984) <doi:10.1016/0047-2727(84)90067-7>.
Last updated 3 months ago
0.89 score 25 dependenciesdescstat - Tools for Descriptive Statistics
A toolbox for descriptive statistics, based on the computation of frequency and contingency tables. Several statistical functions and plot methods are provided to describe univariate or bivariate distributions of factors, integer series and numerical series either provided as individual values or as bins.
Last updated 4 years ago
2 stars 0.84 score 22 dependenciescmtest - Conditional Moments Test
Conditional moments test, as proposed by Newey (1985) <doi:10.2307/1911011 > and Tauchen (1985) <doi:10.1016/0304-4076(85)90149-6>, useful to detect specification violations for models estimated by maximum likelihood. Methods for probit and tobit models are provided.
Last updated 3 years ago
0.00 score 2 dependenciespder - Panel Data Econometrics with R
Data sets for the Panel Data Econometrics with R <doi:10.1002/9781119504641> book.
Last updated 3 years ago
0.00 score 17 dependencies