OrthoPanels: Dynamic Panel Models with Orthogonal Reparameterization of Fixed Effects

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.

AuthorDavor Cubranic [aut, cre], Mark Pickup [aut], Paul Gustafson [aut], Geoffrey Evans [aut]
Date of publication2016-11-11 00:11:31
MaintainerDavor Cubranic <cubranic@stat.ubc.ca>
LicenseGPL (>= 3)
Version1.1-0

View on CRAN

Files

OrthoPanels
OrthoPanels/inst
OrthoPanels/inst/doc
OrthoPanels/inst/doc/opm-experiment.Rmd
OrthoPanels/inst/doc/intro-opm.Rmd
OrthoPanels/inst/doc/intro-opm.R
OrthoPanels/inst/doc/intro-opm.html
OrthoPanels/inst/doc/opm-experiment.pdf
OrthoPanels/inst/doc/opm-experiment.html
OrthoPanels/tests
OrthoPanels/tests/testthat.R
OrthoPanels/tests/testthat
OrthoPanels/tests/testthat/test-rho.R
OrthoPanels/tests/testthat/helper-generate.R
OrthoPanels/tests/testthat/test-dropouts.R
OrthoPanels/tests/testthat/test-opm.R
OrthoPanels/tests/testthat/test-sampling.R
OrthoPanels/tests/testthat/test-opm-multivar.R
OrthoPanels/NAMESPACE
OrthoPanels/NEWS.md
OrthoPanels/data
OrthoPanels/data/BES_panel.RData
OrthoPanels/data/abond_panel.RData
OrthoPanels/R
OrthoPanels/R/sample.R OrthoPanels/R/OrthoPanels-package.R OrthoPanels/R/opm.R OrthoPanels/R/rho.R
OrthoPanels/vignettes
OrthoPanels/vignettes/intro-opm.Rmd
OrthoPanels/MD5
OrthoPanels/build
OrthoPanels/build/vignette.rds
OrthoPanels/DESCRIPTION
OrthoPanels/man
OrthoPanels/man/caterplot.Rd OrthoPanels/man/DIC.Rd OrthoPanels/man/confint.opm.Rd OrthoPanels/man/plot.opm.Rd OrthoPanels/man/hist.opm.Rd OrthoPanels/man/BES_panel.Rd OrthoPanels/man/opm.Rd OrthoPanels/man/abond_panel.Rd OrthoPanels/man/OrthoPanels-package.Rd OrthoPanels/man/quantile.opm.Rd OrthoPanels/man/p_rho.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.