https://jm01780.r-universe.devRecent package updates in jm01780R-universehttps://github.com/jm01780.pnghttps://jm01780.r-universe.devMon, 10 Feb 2025 16:00:10 GMTjoaocruz@iseg.ulisboa.pt (Joao Cruz)A set of tools that enables efficient estimation of penalized Poisson Pseudo Maximum Likelihood regressions, using lasso or ridge penalties, for models that feature one or more sets of high-dimensional fixed effects. The methodology is based on Breinlich, Corradi, Rocha, Ruta, Santos Silva, and Zylkin (2021) <http://hdl.handle.net/10986/35451> and takes advantage of the method of alternating projections of Gaure (2013) <doi:10.1016/j.csda.2013.03.024> for dealing with HDFE, as well as the coordinate descent algorithm of Friedman, Hastie and Tibshirani (2010) <doi:10.18637/jss.v033.i01> for fitting lasso regressions. The package is also able to carry out cross-validation and to implement the plugin lasso of Belloni, Chernozhukov, Hansen and Kozbur (2016) <doi:10.1080/07350015.2015.1102733>.https://github.com/r-universe/tomzylkin/actions/runs/38123174016Mon, 10 Feb 2025 16:00:10 GMTpenppml0.2.4successhttps://tomzylkin.r-universe.devhttps://github.com/tomzylkin/penppmlintro-to-penppml.Rmdintro-to-penppml.htmlPenalized PPML Regression with penppml2021-07-28 18:12:162023-09-09 11:51:32