mlogit - Multinomial Logit Models

Maximum likelihood estimation of random utility discrete choice models. The software is described in Croissant (2020) <doi:10.18637/jss.v095.i11> and the underlying methods in Train (2009) <doi:10.1017/CBO9780511805271>.

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quarto

11.70 score 10 stars 12 dependents 1.5k scripts 21k downloads

plm - Linear Models for Panel Data

A set of estimators for models and (robust) covariance matrices, and tests for panel data econometrics, including within/fixed effects, random effects, between, first-difference, nested random effects as well as instrumental-variable (IV) and Hausman-Taylor-style models, panel generalized method of moments (GMM) and general FGLS models, mean groups (MG), demeaned MG, and common correlated effects (CCEMG) and pooled (CCEP) estimators with common factors, variable coefficients and limited dependent variables models. Test functions include model specification, serial correlation, cross-sectional dependence, panel unit root and panel Granger (non-)causality. Typical references are general econometrics text books such as Baltagi (2021), 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>).

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14.59 score 65 stars 40 dependents 6.7k scripts 63k downloads

truncreg - Truncated Gaussian Regression Models

Estimation of models for truncated Gaussian variables by maximum likelihood.

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5.74 score 6 dependents 62 scripts 8.1k downloads

pglm - 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>.

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5.00 score 1 dependents 217 scripts 5.1k downloads

mhurdle - 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>.

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4.65 score 16 scripts 5.5k downloads

tidydfidx - Indexed 'tibble' and Methods for 'dplyr'

Provides extended data frames, with a special data frame column which contains two indexes, with potentially a nesting structure, and support for tibbles and methods for 'dplyr'.

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quarto

4.18 score 1 stars 2 scripts 186 downloads

descstat - 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.

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3.00 score 2 stars 2 scripts 258 downloads

necountries - Countries of the World

Based on Natural Earth <https://www.naturalearthdata.com/>, a subset of countries can easily be selected with their administrative boundaries, joined with an external data frame and plotted as a thematic map.

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quarto

2.70 score 3 scripts 594 downloads

cmtest - 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.

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2.00 score 263 downloads

pder - Panel Data Econometrics with R

Data sets for the Panel Data Econometrics with R <doi:10.1002/9781119504641> book.

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1.92 score 18 scripts 4.6k downloads