coef.summary.feglm

an object of class <code>"summary.feglm"</code>.

object

<code><a rd-options="" href="/link/coef.summary.feglm?package=alpaca&version=0.3.1" data-mini-rdoc="alpaca::coef.summary.feglm">coef.summary.feglm</a></code> is a generic function which extracts a coefficient matrix of 
structural parameters from objects returned by <code><a rd-options="" href="/link/feglm?package=alpaca&version=0.3.1" data-mini-rdoc="alpaca::feglm">feglm</a></code>.

Provides a routine to concentrate 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 proposed by Stammann (2018) <arXiv:1707.01815> and is
restricted to glm's that are based on maximum likelihood estimation and non-linear. 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 an
analytical bias-correction for binary choice models (logit and probit) derived by Fernandez-Val
and Weidner (2016) <doi:10.1016/j.jeconom.2015.12.014>.

Amrei Stammann

alpaca

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

Daniel Czarnowske

coef.summary.feglm function

<code><a rd-options='' href='coef.summary.feglm'>coef.summary.feglm</a></code> is a generic function which extracts a coefficient matrix of 
structural parameters from objects returned by <code><a rd-options='' href='feglm'>feglm</a></code>.

coef.summary.feglm: Extract coefficient matrix of structural parameters

Description

Usage

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See Also