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aldvmm 0.8.3

  • Initial release on cran.

aldvmm 0.8.4

  • Bugfix in summary.aldvmm(): AIC was displayed instead of BIC in summary table.
  • Bugfix in predict.aldvmm(): Fitted values from aldvmm object were supplied instead of predictions from predict.aldvmm().
  • Updated vignette: Added example code for calculation of standard errors of average treatment effects on the treated.

aldvmm 0.8.5

  • Update of validate_aldvmm(): Checking for class type of model formula using base::inherits() instead of if(class(obj) == "formula").
  • Update of vignette: Include figures as .eps files to avoid loading ggplot objects from previous versions of ggplot2

aldvmm 0.8.6

  • Default optimization method was changed to "BFGS".
  • New methods for generic functions print(), summary(), stats::predict(), stats::coef(), stats::nobs(), stats::vcov(), stats::model.matrix() and sandwich::estfun() are available. Objects of class "aldvmm" can now be supplied to sandwich::sandwich(), sandwich::vcovCL(), lmtest::coeftest(), lmtest::coefci() and other functions.
  • New workflow using the function Formula::formula() to handle models with two right-hand sides.
  • Objects of class "aldvmm" include new elements:
    • n: The number of complete observations.
    • df.null: Degrees of freedom of null model.
    • df.residual: Degrees of freedom of fitted model.
    • iter: The number of iterations during optimization.
    • convergence: An indicator of successful completion of optimization.
    • call: A character value of the model call.
    • terms: A list of terms objects for the models.
    • data: A data frame of the estimation data.
    • contrasts: A nested list of character values of contrasts.
    • na.action: An object indicating the na.action used in stats::model.frame()

aldvmm 0.8.7

  • The package "aldvmm" now uses analytical gradients instead of numerical approximations during optimization and in methods used for estimators from the "sandwich" package.
  • New methods for generic functions stats::formula(), stats::residuals() and stats::update(). Objects of class "aldvmm" can now be supplied to sandwich::sandwich(), sandwich::vcovCL(), sandwich::vcovPL(), sandwich::vcovHAC() and sandwich::vcovBS(). sandwich::vcovBS() allows re-estimating the covariance matrix using bootstrapping with and without clustering.
  • Objects of class "aldvmm" now include predicted probabilities of component membership for all observations in the estimation data.
  • New html vignette.

aldvmm 0.8.8

  • The optimizer package was changed from "optimr" to "optimx". The functionality remains identical.