panelr

swMATH36226CRANpanelrMaRDI QIDQ51928FDOQ51928

Regression Models and Utilities for Repeated Measures and Panel Data

Jacob A. Long

Last update: 22 August 2023

Copyright license: MIT license, File License

Software version identifier: 0.7.7, 0.7.0, 0.7.1, 0.7.2, 0.7.3, 0.7.4, 0.7.5, 0.7.6, 0.7.8

Source code repository: https://github.com/jacob-long/panelr/

Description

Provides an object type and associated tools for storing and wrangling panel data. Implements several methods for creating regression models that take advantage of the unique aspects of panel data. Among other capabilities, automates the "within-between" (also known as "between-within" and "hybrid") panel regression specification that combines the desirable aspects of both fixed effects and random effects econometric models and fits them as multilevel models (Allison, 2009 <doi:10.4135/9781412993869.d33>; Bell & Jones, 2015 <doi:10.1017/psrm.2014.7>). These models can also be estimated via generalized estimating equations (GEE; McNeish, 2019 <doi:10.1080/00273171.2019.1602504>) and Bayesian estimation is (optionally) supported via 'Stan'. Supports estimation of asymmetric effects models via first differences (Allison, 2019 <doi:10.1177/2378023119826441>) as well as a generalized linear model extension thereof using GEE.

Cites work

• Structural Equation Models with Fixed Effects
• Explaining Fixed Effects: Random Effects Modeling of Time-Series Cross-Sectional and Panel Data
• Effect Partitioning in Cross-Sectionally Clustered Data Without Multilevel Models
• Asymmetric Fixed-effects Models for Panel Data

Cited In (1)

• dpm

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