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.

Last updated 3 days ago

3.00 score 51 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>).

Last updated 5 months ago

14.10 score 52 stars 38 packages 4.6k scripts 39k downloads

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

9.85 score 14 packages 1.2k scripts 12k downloads

dfidx - Indexed Data Frames

Provides extended data frames, with a special data frame column which contains two indexes, with potentially a nesting structure.

Last updated 3 months ago

6.93 score 2 stars 18 packages 46 scripts 11k downloads

truncreg - Truncated Gaussian Regression Models

Estimation of models for truncated Gaussian variables by maximum likelihood.

Last updated 6 years ago

4.76 score 7 packages 41 scripts 3.3k 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>.

Last updated 12 months ago

4.37 score 1 packages 148 scripts 1.8k 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>.

Last updated 5 months ago

3.85 score 14 scripts 505 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.

Last updated 4 years ago

3.00 score 2 stars 1 scripts 260 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.

Last updated 3 years ago

2.00 score 186 downloads

pder - Panel Data Econometrics with R

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

Last updated 3 years ago

1.44 score 15 scripts 1.9k downloads