dpm

Dynamic Panel Models Fit with Maximum Likelihood

Paul D. Allison, Jacob A. Long, Richard A. Williams

Last update: 16 January 2024

Copyright license: MIT license, File License

Software version identifier: 1.2.0

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.

Cites work

Maximum Likelihood for Cross-lagged Panel Models with Fixed Effects

This page was built for software: dpm