alpaca

Fit GLM's with High-Dimensional k-Way Fixed Effects

CRAN Package

Provides a routine to partial out factors with many levels during the optimization of the log-likelihood function of the corresponding generalized linear model (glm). The package is based on the algorithm described in Stammann (2018) doi:10.48550/arXiv.1707.01815 and is restricted to glm's that are based on maximum likelihood estimation and nonlinear. It also offers an efficient algorithm to recover estimates of the fixed effects in a post-estimation routine and includes robust and multi-way clustered standard errors. Further the package provides analytical bias corrections for binary choice models derived by Fernandez-Val and Weidner (2016) doi:10.1016/j.jeconom.2015.12.014 and Hinz, Stammann, and Wanner (2020) doi:10.48550/arXiv.2004.12655.


Documentation


Team


Insights

Last 30 days

This package has been downloaded 1,329 times in the last 30 days. Consider this 'mid-tier influencer' status—if it were a TikTok, it would get a nod from nieces and nephews. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 57 times.

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0 downloadsMar 2, 2025
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63 downloadsMar 4, 2025
63 downloadsMar 5, 2025
47 downloadsMar 6, 2025
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42 downloadsApr 1, 2025
57 downloadsApr 2, 2025
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The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 16,453 times in the last 365 days. The downloads are officially high enough to crash an underfunded departmental server. Quite an accomplishment! The day with the most downloads was Nov 05, 2024 with 121 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


Binaries


Dependencies

  • Imports4 packages
  • Suggests5 packages
  • Linking To2 packages
  • Reverse Suggests2 packages
  • Reverse Enhances1 package