Statistics, Department of

The R Journal
Date of this Version
6-2017
Document Type
Article
Citation
The R Journal (June 2017) 9(1); Editor: Roger Bivand
Abstract
This article describes the R package OrthoPanels, which includes the function opm(). This function implements the orthogonal reparameterization approach recommended by Lancaster(2002) to estimate dynamic panel models with fixed effects(and optionally: wave specific intercepts). This article provides a statistical description of the orthogonal reparameterization approach, a demonstration of the package using real-world data, and simulations comparing the estimator to the known-to-be-biased OLSestimator and the commonly used GMM estimator.
Included in
Numerical Analysis and Scientific Computing Commons, Programming Languages and Compilers Commons
Comments
Copyright 2017, The R Foundation. Open access material. License: CC BY 4.0 International