Provides the function feis() to estimate fixed effects individual slope (FEIS) models. The FEIS model constitutes a more general version of the often-used fixed effects (FE) panel model, as implemented in the package 'plm' by Croissant and Millo (2008) <doi:10.18637/jss.v027.i02>. In FEIS models, data are not only person demeaned like in conventional FE models, but detrended by the predicted individual slope of each person or group. Estimation is performed by applying least squares lm() to the transformed data. For more details on FEIS models see Bruederl and Ludwig (2015, ISBN:1446252442); Frees (2001) <doi:10.2307/3316008>; Polachek and Kim (1994) <doi:10.1016/0304-4076(94)90075-2>; Ruettenauer and Ludwig (2020) <doi:10.1177/0049124120926211>; Wooldridge (2010, ISBN:0262294354). To test consistency of conventional FE and random effects estimators against heterogeneous slopes, the package also provides the functions feistest() for an artificial regression test and bsfeistest() for a bootstrapped version of the Hausman test.
Version: 1.3.0 Depends: R (≥ 3.4.0) Imports: Formula, plm, Rdpack, stats, dplyr Suggests: texreg (≥ 1.37.1), testthat, knitr, rmarkdown, ggplot2 Published: 2022-04-01 DOI: 10.32614/CRAN.package.feisr Author: Tobias Ruettenauer [aut, cre], Volker Ludwig [aut] Maintainer: Tobias Ruettenauer <ruettenauer at sowi.uni-kl.de> BugReports: https://github.com/ruettenauer/feisr/issues License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] URL: https://github.com/ruettenauer/feisr NeedsCompilation: no Citation: feisr citation info Materials: README, NEWS In views: Econometrics CRAN checks: feisr results Documentation: Downloads: Reverse dependencies: Linking:Please use the canonical form https://CRAN.R-project.org/package=feisr to link to this page.
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