alpaca: Fit GLM's with High-Dimensional k-Way Fixed Effects
Provides a routine to partial out factors with many levels during the optimization of the log-likelihood function of the corresponding generalized linear model (glm). The package is based on the algorithm described in Stammann (2018) <doi:10.48550/arXiv.1707.01815> and is restricted to glm's that are based on maximum likelihood estimation and nonlinear. It also offers an efficient algorithm to recover estimates of the fixed effects in a post-estimation routine and includes robust and multi-way clustered standard errors. Further the package provides analytical bias corrections for binary choice models derived by Fernandez-Val and Weidner (2016) <doi:10.1016/j.jeconom.2015.12.014> and Hinz, Stammann, and Wanner (2020) <doi:10.48550/arXiv.2004.12655>.
| Version: | 0.3.5 |
| Depends: | R (≥ 3.1.0) |
| Imports: | data.table, Formula, MASS, Rcpp, stats, utils |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | bife, car, knitr, lfe, rmarkdown |
| Published: | 2025-10-27 |
| DOI: | 10.32614/CRAN.package.alpaca |
| Author: | Amrei Stammann 
[aut, cre],
Daniel Czarnowske
[aut] |
| Maintainer: | Amrei Stammann <amrei.stammann at uni-bayreuth.de> |
| BugReports: | https://github.com/amrei-stammann/alpaca/issues |
| License: | GPL-3 |
| URL: | https://github.com/amrei-stammann/alpaca |
| NeedsCompilation: | yes |
| Citation: | alpaca citation info |
| Materials: | README, NEWS |
| In views: | CausalInference, Econometrics |
| CRAN checks: | alpaca results |
Documentation:
| Reference manual: | alpaca.html , alpaca.pdf |
| Vignettes: |
How to use alpaca (source, R code) Replicating an Empirical Example of International Trade (source, R code) Estimating the intensive and extensive margin of trade (source, R code) |
Downloads:
| Package source: | alpaca_0.3.5.tar.gz |
| Windows binaries: | r-devel: alpaca_0.3.5.zip, r-release: alpaca_0.3.5.zip, r-oldrel: alpaca_0.3.4.zip |
| macOS binaries: | r-release (arm64): alpaca_0.3.5.tgz, r-oldrel (arm64): alpaca_0.3.5.tgz, r-release (x86_64): alpaca_0.3.5.tgz, r-oldrel (x86_64): alpaca_0.3.5.tgz |
| Old sources: | alpaca archive |
Reverse dependencies:
| Reverse suggests: | bife, lfe |
| Reverse enhances: | texreg |
Linking:
Please use the canonical form https://CRAN.R-project.org/package=alpaca to link to this page.