Lines Matching +refs:formula +refs:plm
2 title: Changelog/NEWS for package plm
3 subtitle: plm - Linear Models for Panel Data - A set of estimators and tests for
4 panel data econometrics - https://cran.r-project.org/package=plm
7 # plm 2.4-3
15 * Source code repository for development is now on GitHub https://github.com/ycroissant/plm,
21 # plm 2.4-2
25 `options("plm.fast" = TRUE)` manually or in your `.Rprofile` file (see
26 `?plm.fast`, also for benchmarks), option introduced in plm version 2.4-0.
28 plm (then making package `collapse` a hard dependency).
29 * Further speed-up if `options("plm.fast" = TRUE)` is set: In case package
33 two packages, all being fully integrated into the usual plm functions/user
34 interfaces (`fixest` is preferred over `lfe`, in this case, plm uses internally
39 apply(., 1:2, sum)), etc., e.g., in plm for non-default random IV cases
47 if `options("plm.fast" = TRUE)` is set, see `?plm.fast` (then internally
56 model and not anymore in IV case ([#10](https://github.com/ycroissant/plm/issues/10)).
59 ([#4](https://github.com/ycroissant/plm/issues/4)).
62 ([#4](https://github.com/ycroissant/plm/issues/4)).
69 (methods for data frame and matrix) ([#11](https://github.com/ycroissant/plm/issues/11)).
70 * has.intercept.plm: argument 'part' renamed to 'rhs', argument values
73 * pcdtest: for formula method, the formula is evaluated in the parent environment.
80 * plm: for the nested random effect model (`effect = "nested"`), check if
81 argument `model = "random"` is set, if not, plm now warns and adjusts
89 (also for such models: do not execute pwaldtest in summary.plm/pvcm and do
90 not print pwaldtest in print.summary.plm/pvcm).
108 * 2nd vignette: added formula for nested error component model.
112 * vcovXX: man pages extended with examples how to use with plm's own summary method.
118 # plm 2.4-1
122 ([#3](https://github.com/ycroissant/plm/issues/3)).
131 Vignettes are sorted on CRAN's plm page in an order better suited for new
137 # plm 2.4-0
142 'plm.fast' such that panel model estimations and others run faster. Set option
143 'plm.fast' to 'TRUE' by `options("plm.fast" = TRUE)` for speed up, switch off by
144 `options("plm.fast" = FALSE)` (switched off speed up is current default).
145 To have it always switched on, put `options("plm.fast" = TRUE)` in your
146 .Rprofile file. See documentation `?plm.fast` for more information and a
154 plm()): Between, between, Sum, Within.
163 * plm/ercomp: random effect model estimation with Nerlove's method extended to
167 currently only used for GitHub's issue tracker feature (https://github.com/ycroissant/plm/issues).
174 reverted again in plm 2.4-2].
186 plm-specific documentation (regression introduced when pkg plm 2.0-0 adopted
192 * plm: fix error when fed with a data frame with one (or more) column(s) having
210 * pht(., model ="bmc") and plm(., inst.method = "bmc") now error informatively
218 # plm 2.2-5
223 # plm 2.2-4
227 * exported/registered again in NAMESPACE after export/registration lost in plm 2.0-0:
229 methods/function formula.dynformula, print.dynformula, pvcovHC.
234 * for all plm models use approach via
247 not made a 'Suggests' dependency for plm again].
249 # plm 2.2-3
253 # plm 2.2-1
280 # plm 2.2-0
282 * Methods for plm.list were not exported, now exported.
289 # plm 2.1-0
294 # plm 2.0-2
296 * vcovXX.pcce functions exported again (export was lost in plm 2.0-0).
301 # plm 2.0-1
308 # plm 2.0-0
313 with a terms attribute). 'formula' as an argument in model.matrix
314 was unnecessary as the formula can be retrieved from the
316 * A third vignette was added describing the plm model components
318 * plm: the informative error message about the deprecated argument
322 # plm 1.7-0
329 plm 1.6-6). Note that, however, the diff-ing performed in first-difference
330 model estimation by plm(..., model = "fd") is based on row-wise differences
337 * summary.plm: for all random models and for all instrumental variable models,
342 * pht: fixed estimation (plm 1.6-6 introduced a slight regression).
344 * Fixed first-difference models (plm(., model = "fd"), pggls(., model = "fd"))
345 to have an intercept by default again (disappeared in plm 1.6-6).
351 * pmodel.response, fitted.plm, residuals.plm: for "between" and "fd" models,
355 * plm object: gained element 'weights' if weighted estimation was performed.
363 about the estimation of error components models with the plm function;
364 in plmPackage.Rmd fixed typo in formula for cross-sectional dependence
368 * pht, plm(., model = "ht"/"am"/"bms"): both uses deprecated, better use instead
369 plm(., model="random", random.method ="ht", inst.method="baltagi"/"am"/"bms")
371 * summary.plm: removed support for ill-named argument '.vcov', instead use
372 'vcov'. '.vcov' has been deprecated in plm 1.6-4 on CRAN since 2016-11-30.
374 * plm: using the 'instruments' argument errors now (gave deprecation warning).
394 object is or has a proper index (in the sense of the plm package).
398 to 'df.residual' (as is standard, cf. lm, plm, ...).
400 * print.summary.plm: more informative for perfect fits (all residuals are 0).
401 * plm/ercomp: informative error messages for non-estimable 'swar' and 'amemiya'
404 * plm/model.matrix.pFormula: informative error message for non-finite values.
417 # plm 1.6-6
427 * plm:
432 use effect = "nested", see example in ?plm.
437 * plm gives an informative error message if all terms are dropped in an
441 * pht: argument 'model': value "bmc" renamed to "bms" (cf. plm).
468 * plm.data:
471 to get a "plm.dim" object as before. This way, plm.data
488 (in plm 1.7-0 this was replaced by the more general approach
508 * pwartest.formula (only formula interface): fixed: ellipsis ("dots") was not passed on.
518 * print.summary.plm: prints information about dropped coefficients due to singularities
525 plm.
532 # plm 1.6-5
536 plm version 1.6-4.
539 # plm 1.6-4
542 across all functions. The old argument '.vcov' of summary.plm is marked as deprecated.
544 the now deprecated argument '.vcov' (i.e., just for summary.plm, no warnings for
550 # plm 1.6-3
554 * summary.plm: F statistic uses adjusted df2 parameter in case of robust vcov.
557 # plm 1.6-2
563 # plm 1.6-1
566 * plm.Rd: added note on the intercept in 'fd' models, and how to eliminate it.
571 * print.summary.plm: for "between" models: print the no. of obs used in estimation
586 # plm 1.5-35
588 * pbltest.plm: plm interface now respects the 'alternative' argument.
589 * summary.plm: summary.plm objects gained new component 'df' to mimic summary.lm objects more close…
594 # plm 1.5-34
600 * alias.plm, alias.pFormula: added functions to complement the generic stats::alias to detect
602 * detect_lin_dep.plm: added (complementing previously added detect_lin_dep methods from version 1.5…
603 * plm objects gained element 'aliased' (a named logical) to indicate any aliased coefficients that …
604 silently dropped during estimation by plm (cf. summary.lm objects).
605 * fix: vcovXX.plm / vcovG framework now handle plm models with aliased coefficients (linear depende…
612 # plm 1.5-33
615 * plm: trying to estimate first-difference (FD) models with effect="time" or "twoways" is now preve…
619 # plm 1.5-32
624 # plm 1.5-31
632 # plm 1.5-30
638 # plm 1.5-29
644 # plm 1.5-28
646 * phtest (regression based): if only one regressor in formula, the test does not stop anymore.
649 # plm 1.5-27
656 # plm 1.5-26
658 * residuals.plm: residuals extracted by residuals(plm_object) now have class c("pseries", "numeric")
662 # plm 1.5-25
670 # plm 1.5-24
672 * print.summary.plm: for FD models: now also prints number of observations used during estimation, …
675 * pbltest: now has a plm interface (besides the formula interface).
678 # plm 1.5-23
688 # plm 1.5-22
706 # plm 1.5-21
718 # plm 1.5-20
720 * vcovXX.pcce methods added by copying the vcovXX.plm ones; work just
725 # plm 1.5-19
733 # plm 1.5-18
743 # plm 1.5-17
749 # plm 1.5-16
757 * pwtest: formula interface respects 'effect' argument, 'effect' argument now mentioned in doc.
759 * print.summary.plm: suppress printing of 'effects' argument in top line in case of 'pooling' model.
782 * added help topic on package as a whole (?`plm-package`) for sake of completeness.
783 * summary.plm:
785 * internal: the furnished vcov is saved in the summary.plm object in
791 summary.plm].
801 # plm 1.5-15
806 * model.matrix.pFormula and plm.fit: include 'assign' and 'contrasts' attributes (if any) in model …
823 # plm 1.5-14
826 * fitted.plm: added commented (i.e., inactive) warning in about dropped coefficients in
828 * added testfile tests/test_fitted.plm.R (some of those test currently do not run
830 * pmodel.response.pFormula: make sure supplied formula is a pFormula before we continue
844 * plm.data: slight improvement for printed outputs (spelling and spacing).
850 # plm 1.5-13
857 # plm 1.5-12
865 # plm 1.5-11
871 # plm 1.5-9
887 * plm(): original row names of input data are preserved in plm_object\$model,
895 # plm 1.5-8
901 # plm 1.5-6
909 # plm 1.5-5
915 # plm 1.5-4
917 * fixed testErrors.R with plm.data instead of pdata.frame.
920 # plm 1.5-3
922 * reintroduced plm.data eliminated by mistake.
925 # plm 1.5-1
927 * fixed "already a pdata.frame" bug in pcdtest.formula.
932 # plm 1.5-0
939 # plm 1.4-0
944 # plm 1.3-1
946 * a 'subset' argument is added to print.summary.plm and summary.pht
952 * the "name" of the tests is now the formula truncated so that it
957 * a 'vcov' argument is added to summary.plm so that a variance matrix can be supplied.
966 # plm 1.3-0
973 # plm 1.2-10
995 * plm now accepts three part formulas, the last part being for
1000 * plm now estimates systems of equations if a list of formulas is
1004 # plm 1.2-9
1025 # plm 1.2-8
1042 # plm 1.2-7
1044 * a typo is corrected in the man page of plm.data.
1049 # plm 1.2-6
1070 # plm 1.2-5
1082 # plm 1.2-4
1087 * in fitted.plm, the extraction of the index is updated.
1089 * the residuals.plm method now has a 'model' argument.
1093 * pmodel.response.plm is modified: no explicit 'effect' and 'model'
1094 arguments anymore (like in model.matrix.plm).
1097 # plm 1.2-3
1102 objects, and not only formula.
1105 interface. Old formula and dynformula interfaces are kept for
1116 # plm 1.2-2
1123 * in formula(dynformula), a bug is fixed so that the endog
1136 # plm 1.2-1
1144 # plm 1.2-0
1149 * in summary.plm, the p-value is now computed using a Student
1156 * the instruments-"backward compatibility" stuff in plm is
1170 * an 'args' argument is added to plm objects, and the internal
1182 * the first argument of pgmm may now be a formula. A lag.form must
1187 possible to estimate this model with plm.
1190 # plm 1-1.3
1195 * the formula method for dynformula objects is now exported.
1197 * a misleading notation was corrected for plm.ht model.
1204 * the fitted.values element was missing for plm objects and has
1208 # plm 1-1.2
1213 # plm 1-1.1
1215 * part of the "details" section of the fixef.plm man page is
1218 * a fitted.value method is now available for plm objects. It
1222 for a bug while estimating a model like plm(inv~value-1, data =
1227 bug in plm.ht.
1230 # plm 1-1.0
1244 * we switched back to old names for two arguments of plm ercomp ->
1251 # plm 1-0.1
1253 * the plm function has been completely rewritten.
1260 estimation is performed using extended formula. The 'instruments'
1263 * the 'model' element of plm objects are now ordinary data.frame,
1268 where previously in the 'Ecdat' package are now in the plm package.
1288 # plm 1-0.0
1302 * models without intercept (-1 in the formula) should now be
1303 consistently estimated with plm, pggls and pvcm.
1305 * plm depends now on the 'Formula' package which provides useful
1306 tools for formula with two parts.
1309 # plm 0-3.2
1319 using plm with method = "fd" is now working correctly.
1322 # plm 0-3.1
1324 * in plm.formula, [int.row.names] is replaced by
1337 # plm 0-2.2
1342 * a bug in the plm method of plmtest has been fixed.
1351 * plm, pvcm and pggls now have arguments "subset" and "na.action".
1353 * phtest, pFtest, plmtest now have a formula method.
1361 # plm 0-2.1
1388 # plm 0-1.2
1394 plm, pvcm, pggls, and pgmm instead of one (plm) in the previous version.
1405 'formula', 'data', 'effect', 'model'.