Fit GLM's with High-Dimensional k-Way Fixed Effects


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Documentation for package ‘alpaca’ version 0.2

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alpaca-package alpaca: A package for fitting glm's with high-dimensional k-way fixed effects
alpaca alpaca: A package for fitting glm's with high-dimensional k-way fixed effects
coef.feglm Extract estimates of structural parameters
coef.summary.feglm Extract coefficient matrix of structural parameters
feglm Efficiently fit glm's with high-dimensional k-way fixed effects
feglm.control Set 'feglm' Control Parameters
fitted.feglm Extract 'feglm' fitted values
getFEs Efficiently recover estimates of the fixed effects after fitting 'feglm'
predict.feglm Predict method for 'feglm' fits
print.feglm Print 'feglm'
print.summary.feglm Print 'summary.feglm'
simGLM Generate an artificial data set for some GLM's with 2-way fixed effects
summary.feglm Summarizing models of class 'feglm'
vcov.feglm Extract estimates of the covariance matrix