Penalized Poisson Pseudo Maximum Likelihood Regression R package penppml version 0.2.4 CRAN Task View: Econometrics (https://CRAN.R-project.org/view=Econometrics) 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>. Software Depends: R (>= 2.10) Imports: Rcpp, glmnet, fixest, collapse, rlang, magrittr, matrixStats, dplyr, devtools LinkingTo: Rcpp, RcppEigen Suggests: testthat (>= 3.0.0), MASS, knitr, rmarkdown, ggplot2, reshape2 Joao Cruz <joaocruz@iseg.ulisboa.pt> Comprehensive R Archive Network (CRAN) Diego Ferreras Garrucho [aut], Tom Zylkin [aut], Joao Cruz [cre, ctb], Nicolas Apfel [ctb] MIT + file LICENSE (https://CRAN.R-project.org/package=penppml/LICENSE) 2025-02-08 application/tgz https://CRAN.R-project.org/package=penppml doi:10.32614/CRAN.package.penppml