feisr
1.3.1Estimating Fixed Effects Individual Slope Models
Overview
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.
Install
Health
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 46%
Downloads
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Dependencies
Code & Tests
Datasets
People & History
9 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 1.3.1Latest
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 1.3.02022-04-01 · diff ↗
- RR 4.1.0 released · 2021-05-18
- 1.2.02021-02-25 · diff ↗
- 1.1.42021-01-15 · diff ↗
- 1.1.32021-01-11 · diff ↗
- 1.1.22021-01-05 · diff ↗
- 1.1.12020-06-17 · diff ↗
- 1.1.02020-06-10 · diff ↗
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
Show 2 earlier events
- 1.0.12019-03-01
- RR 3.5.0 released · 2018-04-23
Package metadata
- First published
- 2019-03-01
- Total releases
- 9 / 7 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 3.4.0
- Bundled data
- 48 KB / 1 file
- Download size
- 223 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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