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Changes in version 0.3.4
Added
vcov.APEs()
generic to extract the covariance matrix aftergetAPEs()
.Improved the finite sample performance of bias corrections for the average partial effects in case of perfectly classified observations.
Bias corrections for the average partial effects, i.e.
getAPEs()
afterbiasCorr()
, do not require an offset algorithm anymore.The default option 'n.pop' in
getAPEs()
has been changed. Now the estimated covariance consists of the delta method part only, i.e. correction factor = 0.Improved the numerical stability of the bias corrections.
-
biasCorr()
now also supports one-way fixed effects models. Added bias corrections for 'cloglog' and 'cauchit'.
-
feglm()
andfeglm.nb()
do not return a matrix of scores anymore. Instead they, optionally, return the centered regressor matrix. The corresponding option infeglmControl()
is 'keep.mx'. Default is TRUE. Improved the numerical stability of the step-halving in
feglm()
.Changed the projection in the MAP algorithm.
The default option 'center.tol' in
feglmControl()
has been lowered to better handle fitting problems that are not well-behaved.Added optional 'weights' argument to
feglm()
andfeglm.nb()
.Updated documentation.
Changes in version 0.3.3
Stopping condition of
feglm.nb()
has been adjusted to better match that ofglm.nb()
.-
feglm.nb()
now additionally returns 'iter.outer' and 'conv.iter' based on iterations of the outer loop. Previously 'iter' and 'conv' were overwritten. Step-halving in
feglmFit()
andfeglmOffset()
is now similar toglm.fit2()
.Fixed an error in the covariance (influence function) of
getAPEs()
.Updated some references in the documentation and vignette.
Fixed some typos in the documentation and vignette.
Changes in version 0.3.2
Added option 'panel.structure' to
biasCorr()
andgetAPEs()
. This option allows to choose between the two-way bias correction suggested by Fernández-Val and Weidner (2016) and the bias corrections for network data suggested by Hinz, Stammann, and Wanner (2020). Currently both corrections are restricted to probit and logit models.Added option 'sampling.fe' to
getAPEs()
to impose simplifying assumptions when estimating the covariance matrix.-
feglm()
now permits to expand functions withpoly()
andbs()
(#9 @tcovert). -
feglm()
now uses an acceleration scheme suggested by Correia, Guimaraes, and Zylkin (2019) that uses smarter starting values forcenterVariables()
. Added an example of the three-way bias correction suggested by Hinz, Stammann, and Wanner (2020) to the vignette.
The control parameter 'trace' now also returns the current parameter values as well as the residual deviance.
Fixed an error in
getAPEs()
related to the estimation of the covariance.Fixed a bug in the internal function that is used to estimate spectral densities.
Changes in version 0.3.1
All routines now use
setDT()
instead ofas.data.table()
to avoid unnecessary copies (suggested in #6 @zauster).-
feglm.nb()
now returns 'iter' and 'conv' based on iterations of the outer loop. Fixed a bug in
feglm()
that prevented to useI()
for the dependent variable.Fixed an error in
getAPEs()
related to the covariance.The last line of
print.summary.feglm()
now ends with a line break (#6 @zauster).The internal function
feglmFit()
now correctly sets 'conv' if the algorithm does not converge (#5 @zauster).Fixed some typos in the vignette.
Changes in version 0.3
-
feglm()
now allows to estimate binomial model with fractional response. Added
feglm.nb()
for negative binomial models.Added post-estimation routine
biasCorr()
for analytical bias-corrections (currently restricted to logit and probit models with two-way error component).Added post-estimation routine
getAPEs()
to estimate average partial effects and the corresponding standard errors (currently restricted to logit and probit models with two-way error component).-
getFEs()
now returns a list of named vectors. Each vector refers to one fixed effects category (suggested in #4 @zauster). Changed stopping condition to the one used by
glm()
.Changed least squares fit to QR (similar to
lsfit()
used byglm()
).Source code and vignettes revised.
Changes in version 0.2
Initial release on CRAN.