fix CRAN warnings

DESCRIPTION

@@ -1,23 +1,29 @@
 Package: lfe
-Version: 2.9-1
-Date: 2023-04-03
+Version: 3.0-0
 Title: Linear Group Fixed Effects
-Authors@R: c(person("Simen", "Gaure", email="Simen.Gaure@frisch.uio.no", role=c("aut"),
-           comment=c(ORCID="https://orcid.org/0000-0001-7251-8747")),
-	   person("Grant","McDermott", email="grantmcd@uoregon.edu", role="ctb"),
-	   person(given = "Mauricio",
-            family = "Vargas",
-            role = "ctb",
-            email = "mavargas11@uc.cl",
-            comment = c(ORCID = "0000-0003-1017-7574")),
-    person(given = "Paulo",
-            family = "Alcazar",
-            role = "ctb"),
-	   person("Karl", "Dunkle Werner", role="ctb"),
-	   person("Matthieu","Stigler", email = "Matthieu.Stigler@gmail.com", role= c("ctb", "cre"),
-	          comment =c(ORCID="0000-0002-6802-4290")),
-	   person("Daniel","Lüdecke",email="mail@danielluedecke.de",role="ctb"))
-Copyright: 2011-2019, Simen Gaure
+Authors@R: c(
+  person(given = "Simen",
+         family = "Gaure",
+         role = "aut",
+         comment = c(ORCID="https://orcid.org/0000-0001-7251-8747")),
+	person(given = "Grant",
+	       family = "McDermott",
+	       role = "ctb"),
+  person(given = "Mauricio",
+         family = "Vargas Sepulveda",
+         role = c("ctb", "cre"),
+         email = "m.sepulveda@mail.utoronto.ca",
+         comment = c(ORCID = "0000-0003-1017-7574")),
+  person(given = "Karl",
+	       family = "Dunkle Werner",
+	       role ="ctb"),
+	person(given = "Matthieu",
+	       family = "Stigler",
+	       role = "ctb",
+	       comment = c(ORCID="0000-0002-6802-4290")),
+	person(given = "Daniel",
+	       family = "Lüdecke",
+	       role ="ctb"))
 Depends: R (>= 2.15.2), Matrix (>= 1.1-2)
 Imports: Formula, xtable, compiler, utils, methods, sandwich, parallel
 Suggests:
@@ -36,13 +42,13 @@ Description: Transforms away factors with many levels prior to doing an OLS.
   Useful for estimating linear models with multiple group fixed effects, and for
   estimating linear models which uses factors with many levels as pure control variables. See Gaure (2013) <doi:10.1016/j.csda.2013.03.024>
   Includes support for instrumental variables, conditional F statistics for weak instruments,
-  robust and multi-way clustered standard errors, as well as limited mobility bias correction (Gaure 2014 <doi:10.1002/sta4.68>). 
-  WARNING: This package is NOT under active development anymore, no further improvements are to be expected, and the package is at risk of being removed from CRAN.
-License: Artistic-2.0
+  robust and multi-way clustered standard errors, as well as limited mobility bias correction (Gaure 2014 <doi:10.1002/sta4.68>).
+  Since version 3.0, it provides dedicated functions to estimate Poisson models.
+License: MIT + file LICENSE
 Classification/JEL: C13, C23, C60
 Classification/MSC: 62J05, 65F10, 65F50
-URL: https://github.com/MatthieuStigler/lfe
-BugReports: https://github.com/MatthieuStigler/lfe/issues
+URL: https://github.com/r-econometrics/lfe
+BugReports: https://github.com/r-econometrics/lfe/issues
 Encoding: UTF-8
 RoxygenNote: 7.2.3
 Roxygen: list(markdown = TRUE)

LICENSE

@@ -0,0 +1,2 @@
+YEAR: 2023
+COPYRIGHT HOLDER: lfe authors

LICENSE.md

@@ -0,0 +1,21 @@
+# MIT License
+
+Copyright (c) 2023 lfe authors
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

R/feglm.R

@@ -10,6 +10,8 @@
 #' @param cluster optional variable to group by and compute sandwich-type
 #' robust standard errors. Should be a formula of the form `~x_j` or
 #' an object that be coerced to a formula.
+#' @param pseudo_rsq logical value to return a a pseudo-R2 based on Kendall's
+#' correlation.
 #' @param tol tolerance value for GLM convergence criteria.
 #' @importFrom Formula Formula
 #' @importFrom Matrix Diagonal
@@ -21,6 +23,7 @@ fepois <- function(formula, data,
                          subset = NULL,
                          robust = TRUE,
                          cluster = NULL,
+                         pseudo_rsq = FALSE,
                          tol = 1e-10) {
   if (!is.null(subset)) { data <- data[subset, ] }
 
@@ -41,6 +44,10 @@ fepois <- function(formula, data,
   vardep <- all.vars(formula(formula, lhs = 1, rhs = 0))
   vardep <- data[, vardep, drop = TRUE]
 
+  if (isTRUE(pseudo_rsq)) {
+    vardep2 <- vardep
+  }
+
   if (min(vardep) < 0) {
     stop("y should be greater or equals to zero.")
   }
@@ -181,6 +188,10 @@ fepois <- function(formula, data,
 
   names(reg$fitted.values) <- rownames(data)
 
+  if (isTRUE(pseudo_rsq)) {
+    reg$pseudo_rsq <- cor(vardep2, reg$fitted.values, method = "kendall")^2
+  }
+
   class(reg) <- "fepois"
   return(reg)
 }

dev/test-ppml.R

@@ -0,0 +1,73 @@
+load_all()
+
+library(dplyr)
+
+ch1_application1 <- tradepolicy::agtpa_applications %>%
+  select(exporter, importer, pair_id, year, trade, dist, cntg, lang, clny) %>%
+  filter(year %in% seq(1986, 2006, 4))
+
+ch1_application1 <- ch1_application1 %>%
+  mutate(
+    log_trade = log(trade),
+    log_dist = log(dist)
+  )
+
+ch1_application1 <- ch1_application1 %>%
+  # Create Yit
+  group_by(exporter, year) %>%
+  mutate(
+    y = sum(trade),
+    log_y = log(y)
+  ) %>%
+
+  # Create Eit
+  group_by(importer, year) %>%
+  mutate(
+    e = sum(trade),
+    log_e = log(e)
+  )
+
+ch1_application1 <- ch1_application1 %>%
+  # Replicate total_e
+  group_by(exporter, year) %>%
+  mutate(total_e = sum(e)) %>%
+  group_by(year) %>%
+  mutate(total_e = max(total_e)) %>%
+
+  # Replicate rem_exp
+  group_by(exporter, year) %>%
+  mutate(
+    remoteness_exp = sum(dist *  total_e / e),
+    log_remoteness_exp = log(remoteness_exp)
+  ) %>%
+
+  # Replicate total_y
+  group_by(importer, year) %>%
+  mutate(total_y = sum(y)) %>%
+  group_by(year) %>%
+  mutate(total_y = max(total_y)) %>%
+
+  # Replicate rem_imp
+  group_by(importer, year) %>%
+  mutate(
+    remoteness_imp = sum(dist / (y / total_y)),
+    log_remoteness_imp = log(remoteness_imp)
+  )
+
+ch1_application1 <- ch1_application1 %>%
+  # This merges the columns exporter/importer with year
+  mutate(
+    exp_year = paste0(exporter, year),
+    imp_year = paste0(importer, year)
+  )
+
+ch1_application1 <- ch1_application1 %>%
+  filter(exporter != importer)
+
+fit_ppml <- lfe::fepois(trade ~ log_dist + cntg + lang + clny | exp_year + imp_year,
+                   data = ch1_application1,
+                   cluster = ~pair_id,
+                   pseudo_rsq = T
+)
+
+summary(fit_ppml)

src/crowsum.c

@@ -2,10 +2,8 @@
 // #ifdef _OPENMP
 // #include <omp.h>
 // #endif
-SEXP crowsum(SEXP Rmat, SEXP Rfactor, SEXP Rmean)
-{
-  if (!IS_NUMERIC(Rmat))
-    error("Only numeric matrices accepted");
+SEXP crowsum(SEXP Rmat, SEXP Rfactor, SEXP Rmean) {
+  if (!IS_NUMERIC(Rmat)) error("Only numeric matrices accepted");
   if (!isInteger(Rfactor) && !isFactor(Rfactor))
     error("Only factor or integer vector accepted");
   R_xlen_t len = xlength(Rmat);
@@ -19,13 +17,10 @@ SEXP crowsum(SEXP Rmat, SEXP Rfactor, SEXP Rmean)
   int *table = NULL;
   //  int nthr = INTEGER(threads)[0];
   mat = REAL(Rmat);
-  if (isMatrix(Rmat))
-  {
+  if (isMatrix(Rmat)) {
     cols = ncols(Rmat);
     rows = nrows(Rmat);
-  }
-  else
-  {
+  } else {
     cols = 1;
     rows = len;
   }
@@ -34,21 +29,15 @@ SEXP crowsum(SEXP Rmat, SEXP Rfactor, SEXP Rmean)
 
   nlev = nlevels(Rfactor);
 
-  for (int i = 0; i < rows; i++)
-  {
-    if (f[i] < 1 || ISNA(f[i]))
-      error("Missing levels not supported");
-    if (f[i] > nlev)
-      error("Level for %d is %d, too large %d", i, f[i], nlev);
+  for (int i = 0; i < rows; i++) {
+    if (f[i] < 1 || ISNA(f[i])) error("Missing levels not supported");
+    if (f[i] > nlev) error("Level for %d is %d, too large %d", i, f[i], nlev);
   }
 
-  if (mean)
-  {
+  if (mean) {
     table = (int *)R_alloc(nlev, sizeof(int));
-    for (int i = 0; i < nlev; i++)
-      table[i] = 0;
-    for (int i = 0; i < rows; i++)
-      table[f[i] - 1]++;
+    for (int i = 0; i < nlev; i++) table[i] = 0;
+    for (int i = 0; i < rows; i++) table[f[i] - 1]++;
   }
 
   // Allocate resultant matrix
@@ -58,29 +47,24 @@ SEXP crowsum(SEXP Rmat, SEXP Rfactor, SEXP Rmean)
   SEXP rdn = GET_DIMNAMES(Rmat);
   PROTECT(dn = allocVector(VECSXP, 2));
   SET_VECTOR_ELT(dn, 0, GET_LEVELS(Rfactor));
-  if (!isNull(rdn))
-    SET_VECTOR_ELT(dn, 1, VECTOR_ELT(rdn, 1));
+  if (!isNull(rdn)) SET_VECTOR_ELT(dn, 1, VECTOR_ELT(rdn, 1));
   SET_DIMNAMES(res, dn);
   UNPROTECT(1);
 
   mres = REAL(res);
   // Now, run through column by column, summing the levels
   // #pragma omp parallel for num_threads(nthr)
   memset(mres, 0, nlev * cols * sizeof(double));
-  mres--; // factor levels are 1-based
-  for (int k = 0; k < cols; k++, mres += nlev)
-  {
-    for (int i = 0; i < rows; i++)
-    {
+  mres--;  // factor levels are 1-based
+  for (int k = 0; k < cols; k++, mres += nlev) {
+    for (int i = 0; i < rows; i++) {
       mres[f[i]] += *mat++;
     }
   }
-  if (mean)
-  {
+  if (mean) {
     mres = REAL(res);
     for (int k = 0; k < cols; k++, mres += nlev)
-      for (int i = 0; i < nlev; i++)
-        mres[i] /= table[i];
+      for (int i = 0; i < nlev; i++) mres[i] /= table[i];
   }
   UNPROTECT(1);
   return (res);