Hi, I would like to conduct estimation for dynamic panel data with weight in order to account for the importance of each observation. Is there any package that can do it?
To my knowledge, there are two packages that are closest to my goal, but they do not do it. (Correct me if I am wrong) 1. plm -- panel data estimation; the latest version can account for weight, but no "dynamic" 2. pdynmc -- dynamic panel data, but no weight Thanks, J [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.