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Installation

R

From GitHub

# install.packages("devtools")  # if needed
devtools::install_github("tlcaputi/dlm")

Prerequisites

The R package requires:

  • R 4.0+
  • fixest — installed automatically as a dependency
  • dplyr, ggplot2, glue, logger, scales — installed automatically

Verify installation

library(dlm)
?distributed_lags_model

Stata

net install dlm, from("https://raw.githubusercontent.com/tlcaputi/dlm-stata/main/")

This installs dlm.ado, dlm_gen_data.ado, and the help file.

Prerequisites

The Stata package requires:

  • Stata 15 or later
  • reghdfe — install with ssc install reghdfe

Verify installation

which dlm
help dlm

Uninstall

ado uninstall dlm