Movatterモバイル変換

NEWS	R Documentation

bife news

Replaced NEWS.txt with NEWS.Rd.
Improved the finite sample performance of bias corrections for the average partial effects in case of perfectly classified observations.
The default option 'n_pop' inget_APEs() has been changed. Now the estimated covariance consists of the delta method part only, i.e. correction factor = 0.

Added a generic functionlogLik() that returns the sum of the log-likelihood.
'X_new' inpredict() now also permits data.frames.
bife() now permits to expand functions withpoly() andbs().
Added option 'sampling_fe' toget_APEs() to impose simplifying assumptions when estimating the covariance matrix.
Fixed an error inget_APEs() related to the estimation of the covariance.
Fixed a bug in the internal function used to estimate spectral densities.

Major source code cleaning and revision.
Vignette renamed and revised.
The asymptotic bias-correction is ported to a post-estimation routinebias_corr().
Replaced the bias-correction of Hahn and Newey (2004) with the one of Fernandez-Val (2009), i.e. refined bias expressions plus dynamic feedback possible.
The post-estimation routineapeff_bife() was renamed toget_APEs() and also returns an estimate of the covariance using the delta method.
Fixed a bug where the number of perfectly classified observations was not reported correctly. This bug also caused the estimates of the average partial effects to be unreliable for small time horizons.
Some performance tweaks.
Removed 'acs' data to reduce overall package size.

Changed the handling offactor() in the formula interface. This should now be more in line with what users expect.
fixed() is removed since it is redundant now.
Realignedprint.summary.bife().

Added a generic functionpredict().
Additional downgrades to ensure compability with g++ 4.4.x.
Downgraded compiled code from C++11 to C++98. This ensures compability with older compilers.
Removed jackknife bias-correction frombife() andapeff_bife().
apeff_bife() now uses the full sample instead of a sub-sample of indiviuals with a varying response.
Changed default argument 'discrete' ofapeff_bife() to 'NULL'.
Changed default argument 'bias_corr' ofapeff_bife() to '"ana"'.
Fixed an issue wherevcov() was not able to distinguish between corrected and uncorrected coefficients.

Added a functionfixed() to model additional fixed-effects. See documentation for further details.
Re-structured compiled code to optimize package size.
Changed some function and argument names to common naming convention. For instanceapeff.bife(..., bias.corr = "ana") is nowapeff_bife(..., bias_corr = "ana").
Downgraded compiled code from C++11 to C++98. This ensures compability with older compilers.
Added comments and renamed variables such that they are in line with the notation of the corresponding working paper.
Fixed some typos in documentation.
Fixed an issue wherebife() was not able to fit a model with just one explanatory variable.
Corrected computation of degrees of freedom.