countries

An auxiliary data set with basic geographic information about country ISO 3166 codes included in the
<code>trade</code> data set.

datasets

A set of tools that enables efficient estimation of penalized
Poisson Pseudo Maximum Likelihood regressions, using lasso or ridge penalties, for models
that feature one or more sets of high-dimensional fixed effects. The methodology is based on
Breinlich, Corradi, Rocha, Ruta, Santos Silva, and Zylkin (2021) <http://hdl.handle.net/10986/35451>
and takes advantage of the method of alternating projections of Gaure (2013)
<doi:10.1016/j.csda.2013.03.024> for dealing with HDFE, as well as
the coordinate descent algorithm of Friedman, Hastie and Tibshirani (2010)
<doi:10.18637/jss.v033.i01> for fitting lasso regressions. The package is also able to carry out
cross-validation and to implement the plugin lasso of Belloni, Chernozhukov, Hansen and Kozbur (2016)
<doi:10.1080/07350015.2015.1102733>.

Joao Cruz

penppml

Penalized Poisson Pseudo Maximum Likelihood Regression

Diego Ferreras Garrucho

Tom Zylkin

Nicolas Apfel

countries function

A data frame with 249 rows and 4 variables.<ul>
<li>iso: Country ISO 3166 code.</li>
<li>name: Country name.</li>
<li>region: Continent.</li>
<li>subregion: sub-continental region.</li>
</ul>

Format

Country ISO Codes — countries

Country ISO Codes

countries: Country ISO Codes

Description

Usage

Arguments

Format