Package: ablasso 1.1
ablasso: Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models
Implements the Arellano-Bond estimation method combined with LASSO for dynamic linear panel models. See Chernozhukov et al. (2024) "Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models". arXiv preprint <doi:10.48550/arXiv.2402.00584>.
Authors:
ablasso_1.1.tar.gz
ablasso_1.1.zip(r-4.7)ablasso_1.1.zip(r-4.6)ablasso_1.1.zip(r-4.5)
ablasso_1.1.tgz(r-4.6-any)ablasso_1.1.tgz(r-4.5-any)
ablasso_1.1.tar.gz(r-4.7-any)ablasso_1.1.tar.gz(r-4.6-any)
ablasso_1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
ablasso/json (API)
| # Install 'ablasso' in R: |
| install.packages('ablasso', repos = c('https://junyuchen-econ.r-universe.dev', 'https://cloud.r-project.org')) |
- covid_data - COVID-19 Spread and School Policy Effects Data
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:3402184b0f. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 105 | ||
| source / vignettes | OK | 173 | ||
| linux-release-x86_64 | OK | 110 | ||
| macos-release-arm64 | OK | 124 | ||
| macos-oldrel-arm64 | OK | 132 | ||
| windows-devel | OK | 71 | ||
| windows-release | OK | 88 | ||
| windows-oldrel | OK | 73 | ||
| wasm-release | OK | 104 |
Exports:ablasso_mv_ssablasso_uvablasso_uv_ssgenerate_data
Dependencies:backportscheckmateclicodetoolscpp11farverforeachFormulaggplot2glmnetgluegtablehdmisobanditeratorslabelinglatticelifecycleMASSMatrixmatrixStatsmvtnormR6RColorBrewerRcppRcppEigenrlangS7scalesshapesurvivalvctrsviridisLitewithr
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| AB-LASSO Estimator with Random Sample Splitting for Multivariate Models | ablasso_mv_ss |
| AB-LASSO Estimator Without Sample Splitting | ablasso_uv |
| AB-LASSO Estimator with Random Sample Splitting | ablasso_uv_ss |
| COVID-19 Spread and School Policy Effects Data | covid_data |
| Generate a Dataset for Simulations | generate_data |
