quantile.opm

an instance of class <code>opm</code> whose sample quantiles are
wanted

a specification of which parameters are to be given
       quantiles, 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

further arguments passed to the <code><a rd-options="" href="/link/quantile?package=OrthoPanels&version=0.9-1" data-mini-rdoc="OrthoPanels::quantile">quantile</a></code>
       function operating on the individual parameter's samples


Produces quantiles of the posterior samples corresponding to the
given probabilities. In other words, it is equivalent to computing
"<code>quantile(x, ...)</code>", where "<code>x</code>" is the original Monte
Carlo sample of the parameter "<code>parm</code>", as produced by
<code><a rd-options="" href="/link/opm?package=OrthoPanels&version=0.9-1" data-mini-rdoc="OrthoPanels::opm">opm</a></code>.


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.

quantile.opm: Posterior Sample Quantiles

Description

Usage

Arguments

Value

See Also