1. Introduction | Data layout | The shipped data | 2. Estimation | 2.1 Linear specification | 2.2 Dictionary specification | 3. Inference | 3.1 Linear specification: confidence intervals | 3.2 Dictionary specification: significance test | 4. Two things worth checking | References
Package: hdcce 0.1.0
hdcce: Estimation and Inference for High-Dimensional Panel Data Models with Interactive Fixed Effects
Estimation and inference for panel data models with interactive fixed effects. The methods cover i) the linear specification of Ruecker, M., Vogt, M., Linton, O. and Walsh, C. (2025) "Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects" <doi:10.3982/QE2308>, and ii) the dictionary design of Ruecker, M., Vogt, M. and Linton, O. (2026) "High-Dimensional Panel Data Models with Interactive Fixed Effects: Beyond the Linear Case" <doi:10.48550/arXiv.2608.02055>.
Authors:
hdcce_0.1.0.tar.gz
hdcce_0.1.0.zip(r-4.7-any)hdcce_0.1.0.zip(r-4.6-any)hdcce_0.1.0.zip(r-4.5-any)
hdcce_0.1.0.tgz(r-4.6-any)hdcce_0.1.0.tgz(r-4.5-any)
hdcce_0.1.0.tar.gz(r-4.7-any)hdcce_0.1.0.tar.gz(r-4.6-any)
hdcce_0.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
hdcce/json (API)
| # Install 'hdcce' in R: |
| install.packages('hdcce', repos = c('https://rueckerm.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/rueckerm/hdcce/issues
Datasets:
- data_estimation - Simulated panel data for estimation
- data_inference - Simulated panel data for inference
Last updated from:8abc9396ae. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 120 | ||
| source / vignettes | OK | 221 | ||
| linux-release | OK | 121 | ||
| macos-release | OK | 119 | ||
| macos-oldrel | OK | 138 | ||
| windows-devel | OK | 68 | ||
| windows-release | OK | 66 | ||
| windows-oldrel | OK | 58 | ||
| wasm-release | OK | 104 |
Exports:generate_datahdcce_estimatorhdcce_inference
Dependencies:codetoolsforeachglmnetiteratorslatticeMatrixmvtnormRcppRcppEigenshapesurvival
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Simulated panel data for estimation | data_estimation |
| Simulated panel data for inference | data_inference |
| Generate toy panel data | generate_data |
| Estimate HD panels with IFE | hdcce_estimator |
| Inference for HD panels with IFE | hdcce_inference |