Package: fracreg 1.1.0

Introduction | 1. Data Description and Preparation | 2. Cross-Sectional Fractional Models (fracreg) | 2.1 Empirical and Simulated Fractional Regressions | 2.1.2 Binary Logit Component of a Two-Part Model | 2.1.3 Fractional Component of a Two-Part Model | 2.1.4 Full Two-Part Model (Joint Estimation) | 2.1.5 Three-Part Double-Inflated Model | 2.2 Partial Effects (fracreg.pe) | 2.2.2 APEs for a Two-Part Model | 2.2.3 Conditional Partial Effects (CPE) | 2.2.4 APEs for a Three-Part Model | 3. Hypothesis Testing and Specification Diagnostics | 3.1 Generalised Goodness-Of-Functional-Form (fracreg.ggoff) | 3.1.2 GGOFF Test for the Binary Component | 3.2 RESET Test (fracreg.reset) | 3.2.2 RESET Test for the Binary Component | 3.3 P-Test for Non-Nested Models (fracreg.ptest) | 3.3.2 P-Test: 1P vs. 2P Model | 4. Endogeneity & Heteroscedasticity (fracreghet) | 4.1.2 GMMz Estimator | 4.1.3 GMMxv Estimator | 4.1.4 QMLxv Control Function Estimator | 4.1 Partial Effects for Endogenous Models (fracreghet.pe) | 4.1.2 Naive Estimator for CPEs | 4.2 RESET Test for Endogenous Models (fracreghet.reset) | 5. Panel Data Fractional Models (fracregpd) | 5.1.2 Standard Panel GMM (GMMbgw) | 5.1.3 Generalized Method of Moments (GMMww) | 5.1.4 GMMww with Lagged Covariates | 5.1.5 Endogenous Panel GMM (GMMpfe) | 6. Fractional Ridge Regression | 6.1 Empirical 401(k) Example | 6.2 Simulated Data Example | 7. Fractional Multinomial Logit | 7.1 Estimating Budget Shares | 7.2 Willingness to Pay (WTP) | Conclusion | Acknowledgements | References