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.

Version: 1.2.0
Depends: R (≥ 2.10), lavaan, methods
Imports: panelr, stringr, rlang, dplyr, crayon, Formula, jtools (≥ 2.0.1), stats4
Suggests: broom, tibble, covr, testthat
Published: 2024-01-16
Author: Jacob A. Long ORCID iD [aut, cre], Richard A. Williams [aut], Paul D. Allison ORCID iD [aut]
Maintainer: Jacob A. Long <jacob.long at sc.edu>
BugReports: https://github.com/jacob-long/dpm/issues
License: MIT + file LICENSE
URL: https://github.com/jacob-long/dpm
NeedsCompilation: no
Materials: README NEWS
CRAN checks: dpm results

Documentation:

Reference manual: dpm.pdf

Downloads:

Package source: dpm_1.2.0.tar.gz
Windows binaries: r-devel: dpm_1.2.0.zip, r-release: dpm_1.2.0.zip, r-oldrel: dpm_1.2.0.zip
macOS binaries: r-release (arm64): dpm_1.2.0.tgz, r-oldrel (arm64): dpm_1.2.0.tgz, r-release (x86_64): dpm_1.2.0.tgz

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