PLordprob-package: Multivariate Ordered Probit Model via Pairwise Likelihood

In PLordprob: Multivariate Ordered Probit Model via Pairwise Likelihood

Description

Fit multivariate ordered probit model, i.e. the extension of the scalar ordered probit model where the observed variables have dimension greater than one. Estimation of the parameters is done via maximization of the pairwise likelihood, a special case of the composite likehood obtained as product of bivariate marginal distributions. The package uses the Fortran 77 subroutine SADMVN by Alan Genz, with minor adaptations made by Adelchi Azzalini in his "mvnormt" package for evaluating the two-dimensional Gaussian integrals involved in the pairwise log-likelihood. Optimization of the latter objective function is performed via quasi-Newton box-constrained optimization algorithm, as implemented in nlminb.

Details

Package:	PLordprob
Type:	Package
Version:	1.1
Date:	2018-04-20
License: GPL-2

Author(s)

Euloge Clovis Kenne Pagui [aut,cre], Antonio Canale [aut], Alan Genz [ctb], Adelchi Azzalini [ctb]
Maintainer: Euloge Clovis Kenne Pagui <[e-mail]>

References

Cox D. R. , Reid N. (2004) A note on pseudolikelihood constructed from marginal densities. Biometrika, 91, 729–737.

Genz A. (1992) Numerical computation of multivariate normal probabilities. Journal of computational and graphical statistics, 2, 141–149.

Kenne Pagui, E. C. and Canale, A. (2014) Pairwise likelihood inference for multivariate categorical responses, Technical Report, Department of Statistics, University of Padua.

Lindsay B. (1988) Composite likelihood methods. Comtemporary Mathematics, 80, 221–240.

PLordprob documentation built on May 2, 2019, 4:03 p.m.