NEWS

aldvmm 0.8.8 (2023-10-28)

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

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.

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()

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

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.