Package index • fracreg

Package Overview

General package description and help.

fracreg-package: Fractional Response Regressions
fracreg_k401k: 401(k) Plan Participation Data

Base Fractional Estimators

Functions for cross-sectional, hurdle, and double-inflated models.

fracreg(): Fitting Fractional Response Regressions
fracreg.pe(): Fractional Response Regressions - Partial Effects

Panel Data & Endogeneity

Functions for panel data, unobserved heterogeneity, and endogenous regressors.

fracregpd(): Fitting Panel Data Fractional Response Regressions
fracregpd.pe(): Partial Effects for Fractional Panel Data Regression
fracreghet(): Fitting Fractional Response Regressions under Unobserved Heterogeneity
fracreghet.pe(): Fractional Response Regressions under Unobserved Heterogeneity - Partial Effects

Fractional Ridge Regression

Functions for applying ridge penalization to fractional regression models.

fracregridge(): Fractional Ridge Regression
fracregridge.pe(): Partial Effects for Fractional Ridge Regression

Fractional Multinomial Logit

Functions for estimating fractional multinomial logit models.

fracregmlogit(): Estimate Fractional Multinomial Logit Models
fracregmlogit.pe(): Fractional Multinomial Logit Average Partial Effects
fracreg_spending: Government Spending Data
print(<fracregmlogit>) summary(<fracregmlogit>): Generate Summary Tables for fracregmlogit Objects
plot(<fracregmlogit>): Plot Marginal or Discrete Effects of Willingness to Pay
plot(<fracregmlogit.pe>): Plot Marginal or Discrete Effects
fitted(<fracregmlogit>) residuals(<fracregmlogit>) predict(<fracregmlogit>): Extract Fitted Values, Residuals, and Predictions
wtp(): "Willingness to Pay" for fracregmlogit models

Specification Testing & Diagnostics

Tools for testing functional form, link specification, and non-nested models.

fracreg.ggoff(): GGOFF Tests for Fractional Response Regressions
fracreg.reset(): RESET Test for Fractional Response Regressions
fracreg.ptest(): P Test for Fractional Response Regressions
fracreghet.reset(): RESET Test for Fractional Response Regressions under Neglected Heterogeneity

Model Extractors & Utility Functions

S3 methods for extracting components from fitted models and data cleaning.

fracreg_clean_data(): Clean Data for Fractional Regression Models
coef(<fracreg>): Extract Model Coefficients for fracreg
coef(<fracreghet>): Extract Model Coefficients for fracreghet
coef(<fracregmlogit>): Extract Model Coefficients for fracregmlogit
coef(<fracregpd>): Extract Model Coefficients for fracregpd
coef(<fracregridge>): Extract Model Coefficients for fracregridge
fitted(<fracreg>): Extract Fitted Values for fracreg
fitted(<fracreghet>): Extract Fitted Values for fracreghet
fitted(<fracregmlogit>) residuals(<fracregmlogit>) predict(<fracregmlogit>): Extract Fitted Values, Residuals, and Predictions
fitted(<fracregpd>): Extract Fitted Values for fracregpd
fitted(<fracregridge>): Extract Fitted Values for fracregridge
residuals(<fracreg>): Extract Model Residuals for fracreg
residuals(<fracreghet>): Extract Model Residuals for fracreghet
residuals(<fracregpd>): Extract Model Residuals for fracregpd
residuals(<fracregridge>): Extract Model Residuals for fracregridge
predict(<fracreg>): Predict Method for fracreg
predict(<fracreghet>): Predict Method for fracreghet
predict(<fracregpd>): Predict Method for fracregpd
predict(<fracregridge>): Predict Method for fracregridge
vcov(<fracreg>): Extract Covariance Matrix for fracreg
vcov(<fracreghet>): Extract Covariance Matrix for fracreghet
vcov(<fracregmlogit>): Extract Covariance Matrix for fracregmlogit
vcov(<fracregpd>): Extract Covariance Matrix for fracregpd
vcov(<fracregridge>): Extract Covariance Matrix for fracregridge
logLik(<fracreg>): Extract Log-Likelihood for fracreg
logLik(<fracreghet>): Extract Log-Likelihood for fracreghet
logLik(<fracregmlogit>): Extract Log-Likelihood for fracregmlogit
logLik(<fracregpd>): Extract Log-Likelihood for fracregpd
logLik(<fracregridge>): Extract Log-Likelihood for fracregridge
nobs(<fracreg>): Extract the Number of Observations for fracreg
nobs(<fracreghet>): Extract the Number of Observations for fracreghet
nobs(<fracregmlogit>): Extract the Number of Observations for fracregmlogit
nobs(<fracregpd>): Extract the Number of Observations for fracregpd
nobs(<fracregridge>): Extract the Number of Observations for fracregridge