RealVAMS: Multivariate VAM Fitting
Version 0.4-0

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 publication2017-08-14 04:25:44 UTC
MaintainerAndrew Karl <akarl@asu.edu>
LicenseGPL-2
Version0.4-0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("RealVAMS")

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RealVAMS documentation built on Aug. 14, 2017, 9:02 a.m.