The R Journal: accepted article

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OrthoPanels: An R Package for Estimating a Dynamic Panel Model with Fixed Effects Using the Orthogonal Re-parameterization Approach
Mark Pickup, Paul Gustafson, Davor Cubranic and Geoffrey Evans

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 OLS estimator and the commonly used GMM estimator.

Received: 2015-11-15; online 2017-05-10
CRAN packages: OrthoPanels, plm , CRAN Task Views implied by cited CRAN packages: Econometrics, SpatioTemporal


CC BY 4.0
This article is licensed under a Creative Commons Attribution 4.0 International license.

@article{RJ-2017-003,
  author = {Mark Pickup and Paul Gustafson and Davor Cubranic and
          Geoffrey Evans},
  title = {{OrthoPanels: An R Package for Estimating a Dynamic
          Panel Model with Fixed Effects Using the Orthogonal Re-
          parameterization Approach}},
  year = {2017},
  journal = {{The R Journal}},
  url = {https://journal.r-project.org/archive/2017/RJ-2017-003/index.html}
}