xtvfreg
Variance Function Panel Regression
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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.1.0 |
rolling linux/jammy R-4.5 | xtvfreg_1.1.0.tar.gz |
90.9 KiB |
1.1.0 |
rolling linux/noble R-4.5 | xtvfreg_1.1.0.tar.gz |
90.9 KiB |
1.1.0 |
rolling source/ R- | xtvfreg_1.1.0.tar.gz |
40.1 KiB |
1.1.0 |
latest linux/jammy R-4.5 | xtvfreg_1.1.0.tar.gz |
90.9 KiB |
1.1.0 |
latest linux/noble R-4.5 | xtvfreg_1.1.0.tar.gz |
90.9 KiB |
1.1.0 |
latest source/ R- | xtvfreg_1.1.0.tar.gz |
40.1 KiB |
1.1.0 |
2026-04-26 source/ R- | xtvfreg_1.1.0.tar.gz |
40.1 KiB |
1.1.0 |
2026-04-23 source/ R- | xtvfreg_1.1.0.tar.gz |
40.1 KiB |
1.1.0 |
2026-04-09 windows/windows R-4.5 | xtvfreg_1.1.0.zip |
94.2 KiB |