Package: PDMIF
Title: Fits Heterogeneous Panel Data Models
Version: 0.1.0
Authors@R: 
    c(person(given = "Tomohiro",
           family = "Ando",
           role = c("aut", "cre"),
           email = "t.ando@mbs.edu"),
      person(given = "Hani",
           family = "Fayad",
           role = "aut",
           email = "han.fayad@mbs.edu"))
Description: Fits heterogeneous panel data models with interactive
        effects for linear regression, logistic, count, probit,
        quantile, and clustering. Based on Ando, T. and Bai, J. (2015)
        "A simple new test for slope homogeneity in panel data models
        with interactive effects" <doi: 10.1016/j.econlet.2015.09.019>,
        Ando, T. and Bai, J. (2015) "Asset Pricing with a General
        Multifactor Structure" <doi: 10.1093/jjfinex/nbu026> , Ando, T.
        and Bai, J. (2016) "Panel data models with grouped factor
        structure under unknown group membership" <doi:
        10.1002/jae.2467>, Ando, T. and Bai, J. (2017) "Clustering huge
        number of financial time series: A panel data approach with
        high-dimensional predictors and factor structures" <doi:
        10.1080/01621459.2016.1195743>, Ando, T. and Bai, J. (2020)
        "Quantile co-movement in financial markets" <doi:
        10.1080/01621459.2018.1543598>, Ando, T., Bai, J. and Li, K.
        (2021) "Bayesian and maximum likelihood analysis of large-scale
        panel choice models with unobserved heterogeneity" <doi:
        10.1016/j.jeconom.2020.11.013.>.
License: MIT + file LICENSE
Encoding: UTF-8
LazyData: true
LazyDataCompression: xz
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.1.1
Imports: diagonals, ncvreg, quantreg
Depends: R (>= 2.10)
Repository: https://tomohiro-ando.r-universe.dev
Date/Publication: 2023-05-20 06:44:26 UTC
RemoteUrl: https://github.com/tomohiro-ando/pdmif
RemoteRef: HEAD
RemoteSha: 3a275ee7e25d319d2b744a6221b1ed079f174e76
NeedsCompilation: no
Packaged: 2026-06-18 09:38:34 UTC; root
Author: Tomohiro Ando [aut, cre],
  Hani Fayad [aut]
Maintainer: Tomohiro Ando <t.ando@mbs.edu>