Package: erfe 0.0.1

erfe: Fits Expectile Regression for Panel Fixed Effect Model

Fits the Expectile Regression for Fixed Effect (ERFE) estimator. The ERFE model extends the within-transformation strategy to solve the incidental parameter problem within the expectile regression framework. The ERFE model estimates the regressor effects on the expectiles of the response distribution. The ERFE estimate corresponds to the classical fixed-effect within-estimator when the asymmetric point is 0.5. The paper by Barry, Oualkacha, and Charpentier (2021, <arxiv:2108.04737>) gives more details about the ERFE model.

Authors:Amadou Barry [cre, aut]

erfe_0.0.1.tar.gz
erfe_0.0.1.zip(r-4.5)erfe_0.0.1.zip(r-4.4)erfe_0.0.1.zip(r-4.3)
erfe_0.0.1.tgz(r-4.4-any)erfe_0.0.1.tgz(r-4.3-any)
erfe_0.0.1.tar.gz(r-4.5-noble)erfe_0.0.1.tar.gz(r-4.4-noble)
erfe_0.0.1.tgz(r-4.4-emscripten)erfe_0.0.1.tgz(r-4.3-emscripten)
erfe.pdf |erfe.html
erfe/json (API)
NEWS

# Install 'erfe' in R:
install.packages('erfe', repos = c('https://amadoudiogobarry.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/amadoudiogobarry/erfe/issues

Datasets:

On CRAN:

2.70 score 1 stars 2 scripts 171 downloads 4 exports 3 dependencies

Last updated 2 years agofrom:6719d4adb9. Checks:OK: 1 ERROR: 6. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 06 2024
R-4.5-winERRORNov 06 2024
R-4.5-linuxERRORNov 06 2024
R-4.4-winERRORNov 06 2024
R-4.4-macERRORNov 06 2024
R-4.3-winERRORNov 06 2024
R-4.3-macERRORNov 06 2024

Exports:dexpectilizeMatRdexpectilizeVecRerfeerfeVecR

Dependencies:latticeMatrixmvtnorm