OrthoPanels: Dynamic Panel Models with Orthogonal Reparameterization of Fixed Effects

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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 <cubranic@stat.ubc.ca>
License
GPL (>= 3)
Version
1.1-0

View on CRAN

Man pages

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

Files in this package

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