Implements the orthogonal reparameterization approach recommended by Lancaster (2002) to estimate dynamic panel models with fixed effects (and optionally: panel specific intercepts). The approach uses a likelihood-based estimator and produces estimates that are asymptotically unbiased as N goes to infinity, with a T as low as 2.
OrthoPanels can now handle cases that enter the panel late (refreshment), not just drop outs. Late entrants can either have NAs for time entries prior to their joining, or not be present in the data at early times (possible only when using the formula interface).
Add a dataset of the dynamics of labour demand in the United Kingdom, based on Arellano and Bond (1991)
missing data only in the first wave of
X doesn't affect the result.
handle case and time variables that aren't