R里面有一个mgcv的包,里面的gamm函数可以实现非参的面板估计
gamm(formula,random=NULL,correlation=NULL,family=gaussian(),
data=list(),weights=NULL,subset=NULL,na.action,knots=NULL,
control=list(niterEM=0,optimMethod="L-BFGS-B"),
niterPQL=20,verbosePQL=TRUE,method="ML",drop.unused.levels=TRUE,...)