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This package was removed from CRAN on 2024-12-12. Its history is shown below.
Reason: issues were not corrected in time
Details below reflect version 0.0.1, its last release before removal.

erfe

0.0.1

Fits Expectile Regression for Panel Fixed Effect Model

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Maintained by Amadou Barry1 releasesCRAN page ↗

Fits the Expectile Regression for Fixed Effect (ERFE) estimator. The ERFE model extends the within-transformation strategy to solve the incidental parameter problem within the expectile regression framework. The ERFE model estimates the regressor effects on the expectiles of the response distribution. The ERFE estimate corresponds to the classical fixed-effect within-estimator when the asymmetric point is 0.5. The paper by Barry, Oualkacha, and Charpentier (2021, arXiv:2108.04737) gives more details about the ERFE model.

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3 external dependencies (excludes base and recommended)
Depends (1)
R >= 2.10
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Matrixmvtnormstats
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Package Timeline

1 release. R releases are shown for context.

  • R
    R 4.5.0 released · 2025-04-11
  • archivedRemoved from CRAN
    2024-12-12
    issues were not corrected in time
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • 0.0.1
    2022-12-16
  • R
    R 4.2.0 released · 2022-04-22

Package metadata

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1
License
GPL-3 OSI
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