panglm

MaRDI QIDQ7370119CRANFDO

Authors Imad El Badisy

Last update 22 September 2026

Copyright license MIT license, File License

Software version identifier 1.1.4

Description

Provides generalized linear models for panel data, including pooled, fixed-effects, and random-effects estimators for continuous, binary, and count outcomes. Offers a unified interface for fitting and analysing panel regression models, with efficient computation for large datasets. Estimators and tests follow standard panel-data references, including Hausman (1978) <doi:10.2307/1913827>, Chamberlain (1980) <doi:10.2307/2297110>, Allison and Waterman (2002) <doi:10.1111/1467-9531.00117>, and Croissant and Millo (2008) <doi:10.18637/jss.v027.i02>. Core numerical routines are implemented using 'Rcpp', 'RcppArmadillo', and 'RcppParallel'.

Cites work

• 7. Fixed-Effects Negative Binomial Regression Models
• Analysis of Covariance with Qualitative Data
• Panel Data Econometrics inR: TheplmPackage
• Specification Tests in Econometrics

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