Variance Function Panel Regression
Overview
Implements an iterative mean-variance panel regression estimator that allows both the mean and variance of the dependent variable to be functions of covariates. The method alternates between estimating a mean equation (using generalized linear models with Gaussian family) and a variance equation (using generalized linear models with Gamma family on squared within-group residuals) until convergence. Based on the methodology in Mooi-Reci and Liao (2025) doi:10.1093/esr/jcae052.
Install
Health
- OK13 OK2026-08-04
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 12 (2 internal)
- Examples that run
- 80%8 run in a plain check · 2 only when donttest examples are enabled (R CMD check --as-cran)
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 17%
Downloads
Dependencies
Code & Tests
Datasets
People & History
- RR 4.6.0 released · 2026-04-24
- 1.1.0Latest2025-11-26 · current release
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2025-11-26
- Total releases
- 1 / 1 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 3.6.0
- Bundled data
- 24 KB / 1 file
- Download size
- 40 KB
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