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>.
| Version: | 1.1.0 |
| Depends: | R (≥ 3.6.0) |
| Imports: | stats, rlang |
| Suggests: | haven, ggplot2, knitr, gt, modelsummary |
| Published: | 2025-11-26 |
| DOI: | 10.32614/CRAN.package.xtvfreg |
| Author: | Tim F. Liao [aut, cre] |
| Maintainer: | Tim F. Liao <tfliao at illinois.edu> |
| License: | MIT + file LICENSE |
| NeedsCompilation: | no |
| CRAN checks: | xtvfreg results |
| Reference manual: | xtvfreg.html , xtvfreg.pdf |
| Package source: | xtvfreg_1.1.0.tar.gz |
| Windows binaries: | r-devel: xtvfreg_1.1.0.zip, r-release: xtvfreg_1.1.0.zip, r-oldrel: xtvfreg_1.1.0.zip |
| macOS binaries: | r-release (arm64): xtvfreg_1.1.0.tgz, r-oldrel (arm64): xtvfreg_1.1.0.tgz, r-release (x86_64): xtvfreg_1.1.0.tgz, r-oldrel (x86_64): xtvfreg_1.1.0.tgz |
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