confint.opm

an instance of class <code>opm</code> whose credible
intervals are wanted

object

a specification of which parameters are to be given
       credible intervals, either a vector of names ("<code>rho</code>", "<code>sig2</code>",
and "<code>beta</code>" are the only legal values) or a vector
       of positional indices. If missing, all parameters are
       considered.

parm

the size of the interval (e.g., 0.95 for 95% C.I.)

level


Computes equal-tailed credible intervals for one or more parameters
in a fitted <code>opm</code> model. The method used is the quantile
interval of the posterior sample.


Implements the orthogonal reparameterization
approach recommended by Lancaster (2002) to estimate dynamic panel
models with fixed effects (and optionally: panel specific
intercepts). The approach uses a likelihood-based estimator and
produces estimates that are asymptotically unbiased as N goes to
infinity, with a T as low as 2.

confint.opm: Credible Intervals for Model Parameters

Description

Usage

Arguments

Value

See Also