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OrthoPanels (version 1.1-2)

Dynamic Panel Models with Orthogonal Reparameterization of Fixed Effects

Description

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.

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Version

Install

install.packages('OrthoPanels')

Monthly Downloads

325

Version

1.1-2

License

GPL (>= 3)

Maintainer

Mark Pickup

Last Published

April 5th, 2019

Functions in OrthoPanels (1.1-2)

caterplot

Caterpillar Plots of opm Model Parameters
confint.opm

Credible Intervals for Model Parameters
quantile.opm

Posterior Sample Quantiles
hist.opm

Histogram of an opm Object
opm

Fitting orthogonal panel models
BES_panel

Responses from the 2010 British Election Study
DIC

Deviance Information Criterion (DIC)
OrthoPanels-package

OrthoPanels: Orthogonalized Panel Model
abond_panel

UK Company Data Panel
p_rho

Returns the posterior density \(p(\rho|\Theta)\)
plot.opm

Plot Method for an opm Object