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OrthoPanels (version 1.2-4)

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

1.2-4

License

GPL (>= 3)

Maintainer

Mark Pickup

Last Published

June 9th, 2022

Functions in OrthoPanels (1.2-4)

BES_panel

Responses from the 2010 British Election Study
OrthoPanels-package

OrthoPanels: Orthogonalized Panel Model
longRunEffects

Long run effects based on the opm Model Parameters
hist.opm

Histogram of an opm Object
caterplot

Caterpillar Plots of opm Model Parameters
abond_panel

UK Company Data Panel
DIC

Deviance Information Criterion (DIC)
opm

Fitting orthogonal panel models
confint.opm

Credible Intervals for Model Parameters
caterplot_longRun

Caterpillar Plots of long run effects based on opm Model Parameters
quantile.opm

Posterior Sample Quantiles
plot.opm

Plot Method for an opm Object
p_rho

Returns the posterior density \(p(\rho|\Theta)\)