panelr

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Software:51928



swMATH36226CRANpanelrMaRDI QIDQ51928

Regression Models and Utilities for Repeated Measures and Panel Data

Jacob A. Long

Last update: 22 August 2023

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/

Copyright license: MIT license, File License

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.