Package: PAGFL 1.1.2
PAGFL: Joint Estimation of Latent Groups and Group-Specific Coefficients in Panel Data Models
Latent group structures are a common challenge in panel data analysis. Disregarding group-level heterogeneity can introduce bias. Conversely, estimating individual coefficients for each cross-sectional unit is inefficient and may lead to high uncertainty. This package addresses the issue of unobservable group structures by implementing the pairwise adaptive group fused Lasso (PAGFL) by Mehrabani (2023) <doi:10.1016/j.jeconom.2022.12.002>. PAGFL identifies latent group structures and group-specific coefficients in a single step. On top of that, we extend the PAGFL to time-varying coefficient functions.
Authors:
PAGFL_1.1.2.tar.gz
PAGFL_1.1.2.zip(r-4.5)PAGFL_1.1.2.zip(r-4.4)PAGFL_1.1.2.zip(r-4.3)
PAGFL_1.1.2.tgz(r-4.4-x86_64)PAGFL_1.1.2.tgz(r-4.4-arm64)PAGFL_1.1.2.tgz(r-4.3-x86_64)PAGFL_1.1.2.tgz(r-4.3-arm64)
PAGFL_1.1.2.tar.gz(r-4.5-noble)PAGFL_1.1.2.tar.gz(r-4.4-noble)
PAGFL_1.1.2.tgz(r-4.4-emscripten)PAGFL_1.1.2.tgz(r-4.3-emscripten)
PAGFL.pdf |PAGFL.html✨
PAGFL/json (API)
NEWS
| # Install 'PAGFL' in R: |
| install.packages('PAGFL', repos = c('https://paul-haimerl.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/paul-haimerl/pagfl/issues
classificationpanel-data-modeltime-varying-coefficients
Last updated 13 days agofrom:38af5ce326. Checks:OK: 9. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 10 2024 |
| R-4.5-win-x86_64 | OK | Nov 10 2024 |
| R-4.5-linux-x86_64 | OK | Nov 10 2024 |
| R-4.4-win-x86_64 | OK | Nov 10 2024 |
| R-4.4-mac-x86_64 | OK | Nov 10 2024 |
| R-4.4-mac-aarch64 | OK | Nov 10 2024 |
| R-4.3-win-x86_64 | OK | Nov 10 2024 |
| R-4.3-mac-x86_64 | OK | Nov 10 2024 |
| R-4.3-mac-aarch64 | OK | Nov 10 2024 |
Exports:grouped_plmgrouped_tv_plmpagflPAGFLsim_DGPsim_tv_DGPtv_pagfl
Dependencies:clicolorspacefansifarverggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigR6RColorBrewerRcppRcppArmadilloRcppParallelrlangscalestibbleutf8vctrsviridisLitewithr
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Grouped Panel Data Model | coef.gplm df.residual.gplm fitted.gplm formula.gplm grouped_plm print.gplm residuals.gplm summary.gplm |
| Grouped Time-varying Panel Data Model | coef.tv_gplm df.residual.tv_gplm fitted.tv_gplm formula.tv_gplm grouped_tv_plm print.tv_gplm residuals.tv_gplm summary.tv_gplm |
| Pairwise Adaptive Group Fused Lasso | coef.pagfl df.residual.pagfl fitted.pagfl formula.pagfl PAGFL pagfl print.pagfl residuals.pagfl summary.pagfl |
| Simulate a Panel With a Group Structure in the Slope Coefficients | sim_DGP |
| Simulate a Time-varying Panel With a Group Structure in the Slope Coefficients | sim_tv_DGP |
| Time-varying Pairwise Adaptive Group Fused Lasso | coef.tvpagfl df.residual.tvpagfl fitted.tvpagfl formula.tvpagfl print.tvpagfl residuals.tvpagfl summary.tvpagfl tv_pagfl |
