xtvfreg

cranv1.1.0

Variance Function Panel Regression. Implements an iterative mean-variance panel regression estimator that allows both the mean and variance of the dependent variable to be functions of covariates. The method alternates between estimating a mean equation (using generalized linear models with Gaussian family) and a variance equation (us

License MIT + file LICENSE0 versions1 maintainers2 deps41 weekly dl
https://CRAN.R-project.org/package=xtvfreg
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25/25
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0/15
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2/15
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First published · 2025-11-26 20:52:58

Last updated · 2025-11-26T19:40:02+00:00