Bayesian Averaging for Dynamic Panels
Overview
Implements Bayesian model averaging for dynamic panels with weakly exogenous regressors as described in the paper by Moral-Benito (2013, doi:10.1080/07350015.2013.818003). The package provides functions to estimate dynamic panel data models and analyze the results of the estimation.
This release completes the accessor interface in response to the second review
of the manuscript submitted to the Journal of Statistical Software. All changes
are additive: no existing function, argument, component name or position was
changed or removed.
Extracting results from a model space
- New accessor
model_table()returns one row per model of abadp_model_space: the included regressors, their number, the maximized log-likelihood and the convergence flag.sort_byorders the models by log-likelihood or size andtopkeeps the first rows, so that ranking the estimated models no longer requires indexing the parameter and statistics matrices. - New accessors
coef()andmodel_stats()forbadp_model_space.coef()returns the parameter matrix with every row labeled and the columns namedmodel_1,model_2, ..., or the parameters of one model withmodel = j.model_stats()returns the statistics matrix with named rows (loglik,marg_lik,se_<name>,robust_se_<name>,trace_HinvJ,n_params,rank_J), which were previously identified only by position.
Show all changes in 0.8.0Hide the rest of the changes in 0.8.0
- New
logLik()methods forbadp_model_space(one model, selected by its position) and for the individual models returned bybest_models(). They return standard"logLik"objects withdfandnobsattributes, so thatAIC()andBIC()apply. The value is the exact log-likelihood at the estimates. bma()results gained three components,loglik,n_paramsandnobs, appended after the existing ones so that no name or position changes.best_models()passes them to each model, together with the model's position in the model space (model), andprint()on a single model now reports its log-likelihood.
From NEWS.md in the release
Install
Health
- OK13 OK2026-09-08
- ERROR12 OK, 1 ERROR2026-09-07
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK12 OK2026-04-25
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- NOTE13 OK, 1 NOTE2026-04-22
- ERROR12 OK, 1 NOTE, 1 ERROR2026-04-18
- NOTE6 OK, 1 NOTE2026-03-12
Documentation
- Help pages
- 71 (18 internal)
- Examples that run
- 54%30 run in a plain check · 26 only when donttest examples are enabled (R CMD check --as-cran)
- Exported functions with examples
- 90%
- Documented parameters
- 99%
- Return-value docs
- 100%
- Help pages citing references
- 0%
Downloads
Repository
- PRs merged (all time)
- 85%
- Median days to close, 50 most recently updated closed issues
- 2
- Median days to close, 50 most recently updated closed PRs
- 5
Releases over time
Issues over time
PRs over time
12 development-tooling and community-health practices detected across 5 families in the upstream repository
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- Claude Codefirst seen 2026-09-14Pull request it wrote: opened by a project member
Dependencies
Code & Tests
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People & History
Pick two releases to compare their code metrics.
- 0.8.0Latest
- 0.7.02026-08-31 · diff ↗ ·
added 9 exports
bma_table, convergence, learning_rate, model_size_table, n_models, pip, pmp, regressors, weighting - 0.6.12026-08-31 · diff ↗
- 0.6.0
- 0.5.02026-05-14 · diff ↗
- RR 4.6.0 released · 2026-04-24
- 0.4.0.12026-03-14 · diff ↗
- 0.4.02026-03-11
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2026-03-11
- Total releases
- 7 / 1 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 4.4
- Bundled data
- 1.0 MB / 9 files
- Download size
- 2.0 MB
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