RealVAMS: Multivariate VAM Fitting
Version 0.4-1

Fits a multivariate value-added model (VAM), see Broatch and Lohr (2012) , with normally distributed test scores and a binary outcome indicator. A pseudo-likelihood approach, Wolfinger (1993) , is used for the estimation of this joint generalized linear mixed model. The inner loop of the pseudo-likelihood routine (estimation of a linear mixed model) occurs in the framework of the EM algorithm presented by Karl, Yang, and Lohr (2013) . This material is based upon work supported by the National Science Foundation under grants DRL-1336027 and DRL-1336265.

Package details

AuthorAndrew T. Karl, Jennifer Broatch, and Jennifer Green
Date of publication2018-04-20 16:11:09 UTC
MaintainerAndrew Karl <[email protected]>
Package repositoryView on CRAN
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RealVAMS documentation built on April 20, 2018, 5:04 p.m.