p_rho

an array of dimension <code>time x variable x case</code> of terms.

a matrix of dimension <code>time x case</code> of responses.

if <code>TRUE</code>, probabilities are given as <code>log(p)</code>.

log.p


Returns the posterior density $p(\rho|\Theta)$


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.

p_rho: Returns the posterior density $p(\rho|\Theta)$

Description

Usage

Arguments