poisFErobust-package {poisFErobust}

Poisson Fixed Effects Robust

Description

Computation of robust standard errors of Poisson fixed effects models, following Wooldridge (1999).

Details

The DESCRIPTION file:

Package:	poisFErobust
Type:	Package
Title:	Poisson Fixed Effects Robust
Version:	2.0.0
Date:	2020-02-17
Authors@R:	person("Evan", "Wright", email = "[e-mail]", role = c("aut", "cre"))
Description:	Computation of robust standard errors of Poisson fixed effects models, following Wooldridge (1999).
License:	MIT + file LICENSE
Depends:	R (>= 3.1.0)
Imports:	data.table (>= 1.9.6), glmmML (>= 1.0)
URL:	https://bitbucket.org/ew-btb/poisson-fe-robust
NeedsCompilation:	no
RoxygenNote:	6.0.1
Suggests:	testthat
LazyData:	true
Author:	Evan Wright [aut, cre]
Maintainer:	Evan Wright <[e-mail]>

Index of help topics:

ex.dt.bad               Poisson data violating conditional mean
                        assumption
ex.dt.good              Poisson data satisfying conditional mean
                        assumption
pois.fe.robust          Robust standard errors of Poisson fixed effects
                        regression
poisFErobust-package    Poisson Fixed Effects Robust

Author(s)

NA

Maintainer: NA

References

Wooldridge, Jeffrey M. (1999): "Distribution-free estimation of some nonlinear panel data models," Journal of Econometrics, 90, 77-97.

Examples

# ex.dt.good satisfies the conditional mean assumption
data("ex.dt.good")
pois.fe.robust(outcome = "y", xvars = c("x1", "x2"), group.name = "id",
               index.name = "day", data = ex.dt.good)
               
# ex.dt.bad violates the conditional mean assumption
data("ex.dt.bad")
pois.fe.robust(outcome = "y", xvars = c("x1", "x2"), group.name = "id",
               index.name = "day", data = ex.dt.bad)