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.
|Author||Davor Cubranic [aut, cre], Mark Pickup [aut], Paul Gustafson [aut], Geoffrey Evans [aut]|
|Date of publication||2016-11-11 00:11:31|
|Maintainer||Davor Cubranic <email@example.com>|
|License||GPL (>= 3)|
abond_panel: UK Company Data Panel
BES_panel: Responses from the 2010 British Election Study
caterplot: Caterpillar Plots of 'opm' Model Parameters
confint.opm: Credible Intervals for Model Parameters
DIC: Deviance Information Criterion (DIC)
hist.opm: Histogram of an 'opm' Object
opm: Fitting orthogonal panel models
OrthoPanels-package: OrthoPanels: Orthogonalized Panel Model
plot.opm: Plot Method for an 'opm' Object
p_rho: Returns the posterior density p(rho|Theta)
quantile.opm: Posterior Sample Quantiles
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