xtvfreg: 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 (using generalized linear models with Gamma family on squared within-group residuals) until convergence. Based on the methodology in Mooi-Reci and Liao (2025) <doi:10.1093/esr/jcae052>.

Version:	1.1.0
Depends:	R (≥ 3.6.0)
Imports:	stats, rlang
Suggests:	haven, ggplot2, knitr, gt, modelsummary
Published:	2025-11-26
DOI:	10.32614/CRAN.package.xtvfreg (may not be active yet)
Author:	Tim F. Liao [aut, cre]
Maintainer:	Tim F. Liao <tfliao at illinois.edu>
License:	MIT + file LICENSE
NeedsCompilation:	no
CRAN checks:	xtvfreg results

Documentation:

Reference manual:

xtvfreg.html , xtvfreg.pdf

Downloads:

Package source:	xtvfreg_1.1.0.tar.gz
Windows binaries:	r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries:	r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): xtvfreg_1.1.0.tgz, r-oldrel (x86_64): xtvfreg_1.1.0.tgz

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