panglm: Generalized Linear Models for Panel Data
Provides generalized linear models for panel data, including
pooled, fixed-effects, and random-effects estimators for continuous,
binary, count, ordinal, positive (gamma), and bounded (beta) outcomes,
with the fixed-effects ordered logit of Baetschmann, Staub and
Winkelmann (2015) <doi:10.1111/rssa.12090> and beta regression (Ferrari
and Cribari-Neto 2004) <doi:10.1080/0266476042000214501>. Also offers
correlated random effects (Mundlak 1978) <doi:10.2307/1913646>, dynamic
models with the Wooldridge (2005) <doi:10.1002/jae.770> initial
conditions solution, observation weights, average partial effects,
regression-spline curves and linearity tests, difference-in-differences
and event studies, and two-part models for costs (Duan et al. 1983)
<doi:10.1080/07350015.1983.10509330>, including correlated random
intercepts (Van Ourti 2004) <doi:10.1002/hec.920>. 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'.
| Version: |
1.7.0 |
| Depends: |
R (≥ 3.6.0) |
| Imports: |
Rcpp, grDevices, graphics, stats |
| LinkingTo: |
Rcpp, RcppArmadillo, RcppParallel |
| Suggests: |
testthat (≥ 3.0.0), plm, pglm, fixest, flexmix, sandwich, survival, MASS, AER, censReg, glmmTMB, marginaleffects, lme4, nlme, GLMMadaptive, ordinal, betareg, splines, pscl, sampleSelection, quantreg, generics, broom, modelsummary, did, etwfe, knitr, rmarkdown |
| Published: |
2026-11-03 |
| DOI: |
10.32614/CRAN.package.panglm |
| Author: |
Imad El Badisy [aut, cre] |
| Maintainer: |
Imad El Badisy <elbadisyimad at gmail.com> |
| BugReports: |
https://github.com/ielbadisy/panglm/issues |
| License: |
MIT + file LICENSE |
| URL: |
https://elbadisyimad.com/panglm/,
https://CRAN.R-project.org/package=panglm,
https://github.com/ielbadisy/panglm |
| NeedsCompilation: |
yes |
| SystemRequirements: |
GNU make |
| Citation: |
panglm citation info |
| Materials: |
README, NEWS |
| CRAN checks: |
panglm results |
Documentation:
| Reference manual: |
panglm.html , panglm.pdf
|
| Vignettes: |
Health-economics datasets for teaching panel models (source, R code)
Endogeneity: IV, Hausman-Taylor, GMM and selection (source, R code)
Heterogeneity: random slopes, latent classes and quantiles (source, R code)
Getting started with panglm (source, R code)
Technical reference: models, estimators and inference (source, R code)
Counts, costs, bounded and censored outcomes (source, R code)
Policy evaluation: DiD, event studies and staggered adoption (source, R code)
|
Downloads:
Reverse dependencies:
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