dpm
Dynamic Panel Models Fit with Maximum Likelihood
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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.3.0 |
2026-04-09 windows/windows R-4.5 | dpm_1.3.0.zip |
288.1 KiB |