feisr: Estimating Fixed Effects Individual Slope Models

Provides the function feis() to estimate fixed effects individual slope (FEIS) models. The FEIS model constitutes a more general version of the often-used fixed effects (FE) panel model, as implemented in the package 'plm' by Croissant and Millo (2008) <doi:10.18637/jss.v027.i02>. In FEIS models, data are not only person demeaned like in conventional FE models, but detrended by the predicted individual slope of each person or group. Estimation is performed by applying least squares lm() to the transformed data. For more details on FEIS models see Bruederl and Ludwig (2015, ISBN:1446252442); Frees (2001) <doi:10.2307/3316008>; Polachek and Kim (1994) <doi:10.1016/0304-4076(94)90075-2>; Ruettenauer and Ludwig (2020) <doi:10.1177/0049124120926211>; Wooldridge (2010, ISBN:0262294354). To test consistency of conventional FE and random effects estimators against heterogeneous slopes, the package also provides the functions feistest() for an artificial regression test and bsfeistest() for a bootstrapped version of the Hausman test.

Version: 1.3.0
Depends: R (≥ 3.4.0)
Imports: Formula, plm, Rdpack, stats, dplyr
Suggests: texreg (≥ 1.37.1), testthat, knitr, rmarkdown, ggplot2
Published: 2022-04-01
DOI: 10.32614/CRAN.package.feisr
Author: Tobias Ruettenauer ORCID iD [aut, cre], Volker Ludwig ORCID iD [aut]
Maintainer: Tobias Ruettenauer <ruettenauer at sowi.uni-kl.de>
BugReports: https://github.com/ruettenauer/feisr/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/ruettenauer/feisr
NeedsCompilation: no
Citation: feisr citation info
Materials: README NEWS
In views: Econometrics
CRAN checks: feisr results


Reference manual: feisr.pdf
Vignettes: Fixed Effects Individual Slopes using feisr


Package source: feisr_1.3.0.tar.gz
Windows binaries: r-devel: feisr_1.3.0.zip, r-release: feisr_1.3.0.zip, r-oldrel: feisr_1.3.0.zip
macOS binaries: r-release (arm64): feisr_1.3.0.tgz, r-oldrel (arm64): feisr_1.3.0.tgz, r-release (x86_64): feisr_1.3.0.tgz, r-oldrel (x86_64): feisr_1.3.0.tgz
Old sources: feisr archive

Reverse dependencies:

Reverse suggests: insight
Reverse enhances: texreg


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