dpm

Dynamic Panel Models Fit with Maximum Likelihood

CRAN Package

Implements the dynamic panel models described by Allison, Williams, and Moral-Benito (2017 doi:10.1177/2378023117710578) in R. This class of models uses structural equation modeling to specify dynamic (lagged dependent variable) models with fixed effects for panel data. Additionally, models may have predictors that are only weakly exogenous, i.e., are affected by prior values of the dependent variable. Options also allow for random effects, dropping the lagged dependent variable, and a number of other specification choices.


Documentation


Team


Insights

Last 30 days

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


Binaries


Dependencies