SPreg: Bias Reduction in the Skew-Probit Model for a Binary Response

Provides a function for the estimation of parameters in a binary regression with the skew-probit link function. Naive MLE, Jeffrey type of prior and Cauchy prior type of penalization are implemented, as described in DongHyuk Lee and Samiran Sinha (2019+) <doi:10.1080/00949655.2019.1590579>.

Getting started

Package details

AuthorDongHyuk Lee, Samiran Sinha
MaintainerDongHyuk Lee <[email protected]>
LicenseGPL-3
Version1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("SPreg")

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SPreg documentation built on March 16, 2019, 9:04 a.m.