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ARCensReg: Fitting Univariate Censored Linear Regression Model with Autoregressive Errors
It fits a univariate left, right, or interval censored linear regression model with autoregressive errors, considering the normal or the Student-t distribution for the innovations. It provides estimates and standard errors of the parameters, predicts future observations, and supports missing values on the dependent variable. References used for this package: Schumacher, F. L., Lachos, V. H., & Dey, D. K. (2017). Censored regression models with autoregressive errors: A likelihood-based perspective. Canadian Journal of Statistics, 45(4), 375-392 <doi:10.1002/cjs.11338>. Schumacher, F. L., Lachos, V. H., Vilca-Labra, F. E., & Castro, L. M. (2018). Influence diagnostics for censored regression models with autoregressive errors. Australian & New Zealand Journal of Statistics, 60(2), 209-229 <doi:10.1111/anzs.12229>. Valeriano, K. A., Schumacher, F. L., Galarza, C. E., & Matos, L. A. (2021). Censored autoregressive regression models with Student-t innovations. arXiv preprint <arXiv:2110.00224>.
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Package details |
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| Author | Fernanda L. Schumacher [aut, cre] (<https://orcid.org/0000-0002-5724-8918>), Katherine A. L. Valeriano [ctb] (<https://orcid.org/0000-0001-6388-4753>), Victor H. Lachos [ctb] (<https://orcid.org/0000-0002-7239-2459>), Christian G. Morales [ctb] (<https://orcid.org/0000-0002-4818-6006>), Larissa A. Matos [ctb] (<https://orcid.org/0000-0002-2635-0901>) |
| Maintainer | Fernanda L. Schumacher <fernandalschumacher@gmail.com> |
| License | GPL (>= 2) |
| Version | 3.0.1 |
| Package repository | View on CRAN |
| Installation |
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