Variance Function Panel Regression
Calculate variance decomposition
Coefficient extraction method for xtvfreg objects
Create comparison table across groups
Estimate model for a single group
Export results to LaTeX or CSV
Get variance decomposition
Plot coefficient comparison across groups
Print method for xtvfreg objects
Summary method for xtvfreg objects
Variance-covariance matrix extraction method
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>.